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Trading Strategies Based On Digital Filters - page 2

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Sergey Golubev
Moderator
101579
Sergey Golubev  

I will explain about all the filters, combination of the filters and trading strategies.

Step by step.

Sergey Golubev
Moderator
101579
Sergey Golubev  

Bubble,

It is not EA which I want to explain.

All that I am posting here is well-known stories.

Reason that I am posting is that I want to implement everything here to the other strategies. But to implement it it is necessary to know (at least). That is why I am posting.

I am posting and discussing with myself and it is impossible to do it very quickly.

Valentin
103
Valentin  

fin-ware indicators

Guys, I'm really happy to find and download from this site the RSTL, Fatl and all other fin-ware indicators (http://www.fin-ware.com/indicators.html.

Problem is except the RSTL I have no clue on how to look and analize the other indicators/filters.

It seems that all together are part of a succesfull trading system. Anybody knows how to "read" those indicators and put them together ?

Thank you, Val.

Sergey Golubev
Moderator
101579
Sergey Golubev  

Val, I will continue today. I think I will finish to describe one trading system and next week will start for the explanation of the on other one.

Sergey Golubev
Moderator
101579
Sergey Golubev  

Adaptive Trend & Cycles Following Method

The first trading system is well-known: Adaptive Trend and Cycles Following Method (AT& CF Method).

There are some common rules for this system:

- Trade on the direction of SATL (main tendency). It means all the positions should be opened according to the SATL direction.

- Take into accound the dynamic characterictics of Slow and fast trend (FTLM an STLM).

- Make you decision according to marker condition (over-bought, over-sold, neutral, local maximum and local minimum) - RBCI indicator.

- oscillators' signals (in separate mt4 windows located) are the secondary ones if we have pronounced bullish/bearish tendency according to the trend indicators;

- oscillators' signals (in separate mt4 windows located) are the primary one if we do not have pronounced bullish/bearish tendency according to the trend indicators;

- use flexible stop loss levels based on RBCI and PCCI indicators.

Sergey Golubev
Moderator
101579
Sergey Golubev  

Adaptive Trend & Cycles Following Method

I want to remind that all the above mentioned indicators you may find here. Usually members posted the digital indicators here. About digital filters you may find here. And you may find the utilities to create your own digital filters here

Interpretation of the indicators in this AT & CF system is the following:

- Growing SATL line signifies the bullish trend (up-trend). Down-trend is starting to reverse to the up-trend (up-trend beginning) in the local minimum of SATL and finishing this reversal when STLM value is changed from minus to plus. It means that reversal is not like two lines crossing or something to estimate the reversal posts, and it is not the points even. It is continued process during the several bars.

Sergey Golubev
Moderator
101579
Sergey Golubev  

Adaptive Trend & Cycles Following Method

- If SATL line is falling down it means the bearish trend (down-trend). And up-trend is starting to reverse to the our down-trend in the local SATL maximum and finishing this reversal when STLM value is changed from plus to minus.

- If SATL is going on horisontal way (or similar with horisontal) we have neutral tendency.

Files:
Sergey Golubev
Moderator
101579
Sergey Golubev  

Adaptive Trend & Cycles Following Method

- STLM indicator is very important one to estimate the trend. Generally, if STLM value is above zero it is bullish trend (up-trend), below zero - the bearish trend (down-trend). It is in general.

- But STLM is forestalling indicator: local minimum of STLM is always coming before the local minimum of SATL, and local STLM max foreruns the local SATL max. Besides, for STLM to have min or max is necessary conditions for the min/max of SATL: min/max of SATL is not coming without min/max of STLM first.

- If STLM and SATL are on consolidated up-trend/down-trend it means the trend strengthens and accelerating (up or down respectively).

- The up-trend is established if STLM value is zero or above zero with growing SATL. The down-trend is established if STLM value is zero or below zero with falling SATL down.

- The up-trend is having much bigger potential (to continue) if the value of STLM is higher (and as bigger as higher). And down-trend is having much bigger potential (to continue) if the value of STLM is lower (and as bigger potential of down-trend as lower value of STLM).

Sergey Golubev
Moderator
101579
Sergey Golubev  

Adaptive Trend & Cycles Following Method

On the next few posts:

- we will expain about interpretation of the indicators (we did not finished yet),

- will discuss about spectral analysis or why you need your own digital filter,

- will explain about forecasting trading stratedy based on the digital filters,

- will explain about some other trading strategies,

- will understand why you are not using this digital filters in your own trading strategies (and who is using it?),

- and what to do or to improve to use it (to be the digital filters with us or not to be).

saintan
97
saintan  

Does RBCI2 readjust itsefl?

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