Trading Strategies Based On Digital Filters - page 124

[fireeee]

Anybody tradng this live?

[pavaka]

...

Newdigital?

fireeee:
Anybody tradng this live?

[irena]

Hi

This indicator uses from digital filter(low pass) by sinc function .

that it use from half of spectrum (past data) and coefficient of low-pass digital filter.

The parameter(wn) is 0<wn<1 default(wn)=0.1

it is cut-off normalized frequency.

this function has ABSOLUTLY NO REPAINT

As it uses ONLY from past data and coefficient of half of the FIR digital filter spectrum.(Sinc function)

if wn~=0 it makes lag but smooth. for wn>0.1 it has very low lag but harsh

it's trade off between smootheness and lagging.single_side_digi_filt.mq4

try it once!!!

[udit101]

MrPip:
I hope you do not mind.

I made a small change to the program to speed up backtesting.

No change to the actual logic.

There are comments to show the reasons for changes.

Robert

This T3Digital_Martingle_v2 do only sell order not buy. Why ? Please modify it for both buy and sell.

[MrPip]

udit101:
This T3Digital_Martingle_v2 do only sell order not buy. Why ? Please modify it for both buy and sell.

It trades both buy and sell for me.

Robert

[William Snyder]

udit101:
This T3Digital_Martingle_v2 do only sell order not buy. Why ? Please modify it for both buy and sell.

Hello Udit101,

When I back tested found the same problem as you had anyway made a few minor adjustments and it takes both buys and sells now in back testing.

[udit101]

can you explain how it will doing both buy and sell ? any setting changes ?

[udit101]

Thanks mrtools I will try it in demo a/c.

[udit101]

MrPip:
It trades both buy and sell for me. Robert

can you tell me how it possible ?

[udit101]

mrtools:
Hello Udit101, When I back tested found the same problem as you had anyway made a few minor adjustments and it takes both buys and sells now in back testing.

Thanks a lot mrtool. I am layman please guidance always us.