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Trading Strategies Based On Digital Filters - page 137

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Sergey Golubev
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101620
Sergey Golubev  

PRACTICAL IMPLEMENTATION OF DIGITAL FILTERS IN MQL5 FOR BEGINNERS


"So, in my previous article I've made a code analysis of simple indicator and slightly covered the interaction of this indicator with MetaTrader 5 Client Terminal. Now, before we go any further, we should take a closer look at the results of expert compilation in "Errors" tab of "Toolbox" window in MetaEditor. From here you can begin further study of SMA indicator's code, that I had proposed earlier."

Sergey Golubev
Moderator
101620
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Trading Strategies Based On Digital Filters

Sergey Golubev, 2012.07.08 16:59

T3Digital_Martingale EA.

Metatrader statement (forward testing/trading results):

===============

- T3Digital_Martingale EA is on this post.

- improved version (T3Digital_Martingale_v2) is on this post.

- some explanation before trading - this post.


clemmo
271
clemmo  
Sergey Golubev:


Thank for the T3 Digital EA update. It looks like it has performed reliably for a while.  Can you please direct me to the v2 link ? Since the forums were re-arranged the page links are no longer accurate.
Sergey Golubev
Moderator
101620
Sergey Golubev  

I am not sure about the version but some version is on this post uploaded together with the indicators in rar archive.
The second version (which you asked for) is on this post (the version is using same indcators from the first version).
And the last/fixed version is on this post.

-----------

And some other versions are on this thread: Digital Martingale EA 

More versions are on this thread: Terminator Version 4

Sergey Golubev
Moderator
101620
Sergey Golubev  

Fast Fourier Transform

  1. Key forum thread - Fast Fourier Transform - Cycle Extraction - the thead with FFTfiltr indicator and explanation
  2. New EA based on the !xMeter (!xMter based on Fast Fourier Transform) - the thread 
  3. Many FFT indicators with examples and explanations - the thread 
  4. Ticks Before The News - the thread with many FFT indicators and explanation how to trade

CodeBase

  1. dt_FFT - library for MetaTrader  
  2. LGLIB - Numerical Analysis Library - library for MetaTrader 4 
  3. ALGLIB - Numerical Analysis Library - library for MetaTrader 5 
  4. AFIRMA - indicator for MetaTrader 5 

The articles

Sergey Golubev
Moderator
101620
Sergey Golubev  

Digital Filters' Trading Systems


The beginning

  1. Generator of filter's indicator for MT4 thread.
  2. Digital Filters (basic explanation) thread.
  3. (Digital) Filters indicators thread
    3.1 T3 Digitals indicators are on this post. These are using t3 smoothing, they are mtf, and have alerts, 1 has arrows, if you prefer no smoothing just turn t3 period to 1 or zero.
    3.2. T3 Dtm indicator is on this post. This is t3 dtm actually stlm and ftlm together they have mtf with alerts on slope change.
  4. Template with indicators - the post.
  5. Digital ASCTrend thread (Digital Filters with ASCTrend system combined).

After

  1. Trading Strategies Based On Digital Filters thread.
    1.1. T3Digital_Martingale EA (for MT4) is on this post and the trading results with the settings uploaded on this post. It is the first version of Digital Martingale: this EA is using some of the indicators posted a couple weeks ago, with the exception of normalized t3 rbci. The rbci was optimized so it being used in this Ea as a long term trend watcher, but it seems to work equally as well in hourly timeframe. This Ea version is using Satl,Fatl,Stlm, and the before mentioned rbci all indicators you have the ability to change timeframes as desired.
Sergey Golubev
Moderator
101620
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2013.06.04 20:32

I am on the way of preparation of the creation of some thread about Digital Filters/ So, I am inside Codebase now :) trying to find some indicators about. I found the following (it is just one of many articles about digital filters which invented by russians based on british research):

I used digital filters for the long time for MT4 ... as I remember - I created few of them (KGBP ... and it is still on MT4 CodeBase).

So, I am in big preparation for now. Just for information.


Sergey Golubev
Moderator
101620
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2017.07.11 17:23

Good article - related to the Digital Filters:

Forecasting market movements using the Bayesian classification and indicators based on Singular Spectrum Analysis


One promising way to achieve this is building a recommendatory system for time-efficient trading by combining the capabilities of forecasting with the singular spectrum analysis (SSA) and important machine learning method on the basis of Bayes' Theorem. The value of the selected approach lies in that the processing of data is based on the statistical analysis methods exclusively, and does not imply groundless assumptions. This gives a clear idea of both the capabilities and limitations of the method, its perspectives in creating an automated trading system.

During the development of this system, the focus was on the scale of the time frame units from 5 minutes to an hour. A fundamentally larger scale, hours and days, is more popular in the majority of descriptions of theoretically successful statistical methods (due to the reduced contribution of the chaotic component). However, such methods are of little use in the actual practice of individual speculative trading.


Sergey Golubev
Moderator
101620
Sergey Golubev  
============

Goetzel cycles

(look at Goertzel algorithm page in wikipedia)

  1. Goertzel indicators and how to use them - the post
  2. Goertzel browser indicator - the post  
  3. Goertzel browser - end point indicator - the post 
  4. Goertzel browser 1 indicator - the post 
  5. Goertzel browser 2 indicator - the post  
  6. Goertzel browser - end point 2 indicator - the post 
  7. Fourier extrapolation of Goertzel indicator and Fourier extrapolation of Goertzel 2.1 indicator - the post 
  8. Goertzel browser 3 indicator - the post 
  9. Goertzel browser 3 mtf indicator - the post 
  10. Goertzel browser 3 mtf-1 indicator - the post: It is interpolated and MTF version of Goertzel browser.
  11. Goertzel cycle indicator - the post 
  12. Goertzel browser 4 indicator - the post: Goetzel cycles calculation is used in this indicators to identify currently existing cycles in signal and that is the list of cycles that the indicator is writing out. Indicator itself is combining those waves into a single wave (that is the "composite wave" that has been mentioned a couple of times) which is showing much more "readable" information.
  13. Goertzel browser 5 indicator - the post 
  14. Goertzel browser 5.2 indicator - the post 
  15. Goertzel browser 5.2.1 indicator - the post 
  16. Goertzel browser 5.53 indicator - the post: Added "PeakSpan" parameter which allows to have more than one bar colored around the peak.
  17. Goertzel browser 5.1_CS_Detrend&Smooth indicator - the post 
============
Goertzel algorithm - Wikipedia
Goertzel algorithm - Wikipedia
  • en.wikipedia.org
The Goertzel algorithm is a technique in digital signal processing (DSP) that provides a means for efficient evaluation of individual terms of the discrete Fourier transform (DFT), thus making it useful in certain practical applications, such as recognition of DTMF tones produced by the buttons pushed on a telephone keypad. The algorithm was...
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