Digital Filters for EA in the 1980s and 1990s - MQL4 and MetaTrader 4

fxmaxx 2010.09.28 16:49 #1981

Mladen, MrTools,

The Digital Filters shown in #1987 to #1989 are very impressive.

I'd like to try an EA using these - can you spell out how to set up iCustom to extract the values?

A good choice might be the Digital Filters on Chart Smoothed - Mode 1 (SATL) and Mode 0 (FATL).

The EA logic could be simple - Buy when FATL > SATL and the slope of both is positive; opposite for sell; close when FATL slope = 0.

Any recommendations on how to best calculate slope here?

Thanks!

Rex

Requests & Ideas The thread about threads: Trading Strategies Based On

William Snyder 2010.09.28 23:52 #1982

mladen:
Rex

To find out the slopes in non smoothed version you can use something like this

int price = PRICE_CLOSE;

int filterType;

filterType = 0;

double fatlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double fatlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

filterType = 1;

double satlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double satlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

filterType = 2;

double rftlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double rftlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

filterType = 3;

double rstlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double rstlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

//

// slope of any of the values, fatl in this case

//

bool slopeUp = false;

bool slopeDown = false;

if (fatlCurrent>fatlPrevious) slopeUp = true;

if (fatlCurrent<fatlPrevious) slopeUp = true;

[/php]to find it out in the smoothed version use something like this (additional parameters needed in iCustom() call)

int length = 5;

int phase = 0

int price = PRICE_CLOSE;

int filterType;

filterType = 0;

double fatlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double fatlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

filterType = 1;

double satlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double satlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

filterType = 2;

double rftlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double rftlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

filterType = 3;

double rstlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double rstlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

//

// slope of any of the values, fatl in this case

//

bool slopeUp = false;

bool slopeDown = false;

if (fatlCurrent>fatlPrevious) slopeUp = true;

if (fatlCurrent<fatlPrevious) slopeUp = true;

[/php]Both examples are using current (open) bar value. To avoid it change the last parameter from 0 and 1 to 1 and 2. Also, included even unnecessary values calculations (as you can see all the digital filters types are calculated) in order to show how to retreive every value

To compare values of different filters simply compare (for example) if (fatlCurrent>rftlCurrent) or if (fatlCurrent<rftlCurrent) but that just shows their relative values. It does not show if they just crossed one above/bellow the other

______________________

To find crossings of a different filters, it gets a bit more complicated and the best way is to write a new indicator. It is more complicated because it depends how do you treat eventual equal values of two indicators. I prefer to treat them as a trend continuation and not as a possible trend reversal. Attaching an indicator that will show you "trends" (a simple "bigger"/ "smaller" relation) of 2 digital filters. To use it all you need is to check the value that is even not going to be displayed anywhere on chart, like this

[php] int price = PRICE_CLOSE;

int filterType1 = 0; // fatl

int filterType2 = 2; // rftl

int filtersTrendCurrent = iCustom(NULL,0,"Digital filters - on chart trend","",filterType1,FilterType2,price,5,0); // retrieve value from trend buffer

int filtersTrendPrevious = iCustom(NULL,0,"Digital filters - on chart trend","",filterType1,FilterType2,price,5,1); //

if (filterTrendCurrent!= filterTrendPrevious) // trend just changed

{

if (filtersTrendCurrent== 1) ....// trend changed to up

if (filtersTrendCurrent==-1) ....// trend changed to down

}

Also, the remark for a opened bar stands for this example too, so change the last parameter to desired value (1 for closed bar, for example) if you do not want to use opened bar signals. The target indicator is the histogram down on the picture (fatl / rftl crosses in this case on a 5 minute chart)

And in the end, you could do something like this :

[php] if (filterTrendCurrent!= filterTrendPrevious) // trend just changed

{

if ( fatlCurrent>fatlPrevious && rftlCurrent>rftlPrevious && filtersTrendCurrent== 1) Buy...

if ( fatlCurrent<fatlPrevious && eftlCurrent<rftlPrevious && filtersTrendCurrent==-1) Sell....

}

//

// the danger is that the slope and the crosses are not going to change in the same

// moment and buying or selling on every bar when slopes are equal would cause an

// EA to "overtrade"

//

But in my opinion it is enough just to check the crosses and use some completely other slope for filtering (in this examples fast digital filter are used, then slow digital filters (satl or rstl) could be used as a "slope" filtering ones)

______________________

PS: when it comes to EA, you even might consider writing an indicator that does not display any values (it would save 2 buffers in this histo version in that case) but in that case you have to be 101% sure what are you doing with the code (no "visual control")

regards

Mladen

Rex,

Just want to say these digital indicators by Mladen very good choice for Ea have all ready noticed how light on Cpu they are compared to the other old versions. Have made a number of Ea;s with the older digital versions especially using STLM slope on multiple timeframes man the computer was suffering, these seem just as good or better but way lighter.

Regards

tools

The thread about threads: Trading Strategies Based On How to Start with

fxmaxx 2010.09.29 01:19 #1983

Mladen, Mrtools,

That's exactly what I was hoping for!

This is a big help.

Thanks again.

Rex

Mladen Rakic 2010.09.29 09:32 #1984

Rex

To find out the slopes in non smoothed version you can use something like this

int price = PRICE_CLOSE;

int filterType;

filterType = 0;

double fatlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double fatlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

filterType = 1;

double satlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double satlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

filterType = 2;

double rftlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double rftlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

filterType = 3;

double rstlCurrent = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,0);

double rstlPrevious = iCustom(NULL,0,"Digital filters - on chart","",filterType,price,0,1);

//

// slope of any of the values, fatl in this case

//

bool slopeUp = false;

bool slopeDown = false;

if (fatlCurrent>fatlPrevious) slopeUp = true;

if (fatlCurrent<fatlPrevious) slopeUp = true;

[/php]to find it out in the smoothed version use something like this (additional parameters needed in iCustom() call)

int length = 5;

int phase = 0

int price = PRICE_CLOSE;

int filterType;

filterType = 0;

double fatlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double fatlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

filterType = 1;

double satlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double satlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

filterType = 2;

double rftlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double rftlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

filterType = 3;

double rstlCurrent = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,0);

double rstlPrevious = iCustom(NULL,0,"Digital filters smoothed - on chart","",filterType,price,length,phase,0,1);

//

// slope of any of the values, fatl in this case

//

bool slopeUp = false;

bool slopeDown = false;

if (fatlCurrent>fatlPrevious) slopeUp = true;

if (fatlCurrent<fatlPrevious) slopeUp = true;

[/php]Both examples are using current (open) bar value. To avoid it change the last parameter from 0 and 1 to 1 and 2. Also, included even unnecessary values calculations (as you can see all the digital filters types are calculated) in order to show how to retreive every value

To compare values of different filters simply compare (for example) if (fatlCurrent>rftlCurrent) or if (fatlCurrent<rftlCurrent) but that just shows their relative values. It does not show if they just crossed one above/bellow the other

______________________

To find crossings of a different filters, it gets a bit more complicated and the best way is to write a new indicator. It is more complicated because it depends how do you treat eventual equal values of two indicators. I prefer to treat them as a trend continuation and not as a possible trend reversal. Attaching an indicator that will show you "trends" (a simple "bigger"/ "smaller" relation) of 2 digital filters. To use it all you need is to check the value that is even not going to be displayed anywhere on chart, like this

[php] int price = PRICE_CLOSE;

int filterType1 = 0; // fatl

int filterType2 = 2; // rftl

int filtersTrendCurrent = iCustom(NULL,0,"Digital filters - on chart trend","",filterType1,FilterType2,price,5,0); // retrieve value from trend buffer

int filtersTrendPrevious = iCustom(NULL,0,"Digital filters - on chart trend","",filterType1,FilterType2,price,5,1); //

if (filterTrendCurrent!= filterTrendPrevious) // trend just changed

{

if (filtersTrendCurrent== 1) ....// trend changed to up

if (filtersTrendCurrent==-1) ....// trend changed to down

}

Also, the remark for a opened bar stands for this example too, so change the last parameter to desired value (1 for closed bar, for example) if you do not want to use opened bar signals. The target indicator is the histogram down on the picture (fatl / rftl crosses in this case on a 5 minute chart)

And in the end, you could do something like this :

[php] if (filterTrendCurrent!= filterTrendPrevious) // trend just changed

{

if ( fatlCurrent>fatlPrevious && rftlCurrent>rftlPrevious && filtersTrendCurrent== 1) Buy...

if ( fatlCurrent<fatlPrevious && eftlCurrent<rftlPrevious && filtersTrendCurrent==-1) Sell....

}

//

// the danger is that the slope and the crosses are not going to change in the same

// moment and buying or selling on every bar when slopes are equal would cause an

// EA to "overtrade"

//

But in my opinion it is enough just to check the crosses and use some completely other slope for filtering (in this examples fast digital filter are used, then slow digital filters (satl or rstl) could be used as a "slope" filtering ones)

______________________

PS: when it comes to EA, you even might consider writing an indicator that does not display any values (it would save 2 buffers in this histo version in that case) but in that case you have to be 101% sure what are you doing with the code (no "visual control")

______________________

PPS: the correct "digital filters - on chart trends" indicator is found at this post https://www.mql5.com/en/forum/general

regards

Mladen

rdoane:
Mladen, MrTools,

The Digital Filters shown in #1987 to #1989 are very impressive.

I'd like to try an EA using these - can you spell out how to set up iCustom to extract the values?

A good choice might be the Digital Filters on Chart Smoothed - Mode 1 (SATL) and Mode 0 (FATL).

The EA logic could be simple - Buy when FATL > SATL and the slope of both is positive; opposite for sell; close when FATL slope = 0.

Any recommendations on how to best calculate slope here?

Thanks!

Rex

Files:

digital_filters_-_trend.gif 26 kb

Latest news in Elite Requests & Ideas Digital Martingale EA

Mladen Rakic 2010.09.29 09:46 #1985

In the "digital filters - on chart trends" originally posted at this post : https://www.mql5.com/en/forum/general there was one error. This one is the corrected one, so please use this one

regards

Mladen

Files:

digital_filters_-_on_chart_trends.mq4 14 kb

biddick 2010.09.29 10:49 #1986

Mladen,

Can you add nonrepainting coloring and mtf option to this indicator?Thanks.

Files:

rsi_ma.mq4 4 kb

[Deleted] 2010.09.29 11:35 #1987

Pc-breakout

Mladen,

I am using an EA on a virtual private server. I have sometimes the message "PC-Breakout", when I put the mouse on the ticket number.

What does it mean ? Is it a loss of connection or can it be a server restart ?

thanks

regards,

can ea work if about pending orders and Subscribing to Signals

casaliss 2010.09.29 11:54 #1988

casaliss:
Hi mladen

Please add zero line cross arrows on current chart.

Thanks

Hi Mladen

Post 1997

Thanks

Mladen Rakic 2010.09.29 14:27 #1989

Tradefx1

My guess is that it is the comment that your EA is placing on the order (try checking "comments" too when you right click in the list of orders and then see if the comment corresponds to the pop-up text you are getting)

regards

Mladen

Tradefx1:
Mladen,

I am using an EA on a virtual private server. I have sometimes the message "PC-Breakout", when I put the mouse on the ticket number.

What does it mean ? Is it a loss of connection or can it be a server restart ?

thanks

regards,

Reports for front testing How to provide a Trailing Stop instead of

Mladen Rakic 2010.09.29 14:59 #1990

biddick

Here you go

PS: overlooked the "mtf" part. Attached a mtf version too

regards

Mladen

biddick:
Mladen, Can you add nonrepainting coloring and mtf option to this indicator?Thanks.

Files:

rsi__ma_-_nrp.mq4 4 kb

rsi_ma.gif 21 kb

rsi__ma_-_nrp_mtf.mq4 7 kb

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