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."
Forum on trading, automated trading systems and testing trading strategies
Trading Strategies Based On Digital Filters
Sergey Golubev, 2012.07.08 16:59
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.
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
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, 2017.07.11 17:23
Good article - related to the Digital Filters:
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.
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