ForumSections

Elite indicators :) - page 1498

New comment
Cyclesurfer:

Simply set  alertsOnCurrent   to false.

Thank you!

does any one can tell me weather we can ... ?

Dear mladen,

why this EA can not appear on my chart, is there anything wrong or need to be updated in new build?

1225113:

Dear mladen,

why this EA can not appear on my chart, is there anything wrong or need to be updated in new build?

All is just fine on my side - example with no code change at all



Mladen Rakic :

All is just fine on my side - example with no code change at all




Thanks for the attention...

Hodrick-Prescott filter

The Hodrick-Prescott filter is used in macroeconomics, especially in real business cycle theory to separate the cyclical component of a time series from raw data. It has a zero lag. There is a common disadvantage of such zero lag filters - the recent values are recalculated.

More information on one sided HP filter you can find here : statistics - Hodrick–Prescott filter (one-sided version) - Mathematica Stack Exchange or here time series - Formula for one-sided Hodrick-Prescott filter - Cross Validated and in pdf file attached to this post.


Forum threads (thanks to mladen)

  • MACD of a Hodrick-Prescott filter - the first post of the thread  
  • Hodrick Prescott Filter (modified adapted Kurt Annens version) - the post 
  • Hodrick-Prescott filter HMA mode indicator - the post 
  • end-point HMA variation of Hodrick-Prescott filter - the post
  • Hodrick-Prescott filter "no lambda" indicator - the post 
  • Hodrick-Prescott filter "no lambda" histo indicator - the post 
  • goertzel_browser (simple versions, MTF, coloring, etc; Hodrick Prescott filter is used)
    - goertzel_browser_5.2.1 indicator - the post, 
    - goertzel_browser_5.3 indicator - the post 
    - goertzel_browser_5.4 indicator - the post
    - goertzel_browser_5.4_nrp indicator - the post 
    - goertzel_browser_5.5 indicator - the post (standalone indicator) 
    - goertzel_browser_5.51 indicator - the post 
    - goertzel_browser_5.52 indicator - the post 
    - goertzel_browser_5.53 indicator - the post  
    - goertzel_browser_5.1_cs_detrendampsmooth_1 indicator - the post 
  • and much more from search here

The articles

CodeBase

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


Mladen Rakic:

Talaat E

Here is the correct version : sync_filters_-_low_pass_apz_bands_mtf_nmc_-_2.03.mq4


Dear Mladen,

I've been looking for a long time with Google but I can not find a description of the "Sync Filters ... 2.03" indicator including its variables. Can you (or someone else) help?

Raimund:

Dear Mladen,

I've been looking for a long time with Google but I can not find a description of the "Sync Filters ... 2.03" indicator including its variables. Can you (or someone else) help?


I found something related to Sync filters - coeffs indicator for example:


It is a digital filter based on sync() function and is using a syne wave like shaped coefficients for filtering - smoothing. 
The 3 most important parameters are the frequency cutoff, the filter window type and the "causal" parameter. 

Filter type can be:

  • 0 - Hamming;
  • 1 - Hanning;
  • 2 - Blackman;
  • 3 - Blackman Harris;
  • 4 - Blackman Nutall;
  • 5 - Nutall;
  • 6 - Bartlet zero end points;
  • 7 - Bartlet Hann;
  • 8 - Hann;
  • 9 - Sine;
  • 10 - Lanczos;
  • 11 - "flat top".
Frequency cutoff can vary between 0 and 0.5. General rule is that the greater the cutoff is the "faster" the filter is, and the smaller the cutoff is the smoother the filter is.
Raimund:

Dear Mladen,

I've been looking for a long time with Google but I can not find a description of the "Sync Filters ... 2.03" indicator including its variables. Can you (or someone else) help?

Sergey already posted a useful reply

Only adding this https://en.wikipedia.org/wiki/Window_function (you can find more information on what exactly was done there)


Window function - Wikipedia
Window function - Wikipedia
  • en.wikipedia.org
In signal processing, a window function (also known as an apodization function or tapering function[1]) is a mathematical function that is zero-valued outside of some chosen interval. For instance, a function that is constant inside the interval and zero elsewhere is called a rectangular window, which describes the shape of its graphical...
  • sync_filters_-_low_pass_apz_bands_mtf_nc indicator - the post. 
  • lowpassfilter_v1.01.mq4 indicator - the post. This is the normalized low pass filter. It still has the option to turn the normalization on and off, and if you set the UseNormalization parameter to false, then you are going to have the low pass filter in the separate window 

-------------------

If it is related to the Digital filters in general so there are four different types of digital filters:

  1. Low Pass Filter (FATL/SATL, RFTL/RSTL, KGLP);
  2. High Pass Filter (KGHP);
  3. Band Pass Filter (RBCI, KGBP);
  4. Band Reject (stop) Filter (KGBS).

-------------------

And about the Digital Filters - 

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.
1...149114921493149414951496149714981499150015011502150315041505...1520
New comment