It is a digital filter based on sync() function. In short sync is defined as sync(n) = sin(n*Pi)/(n*Pi) and is, as it is obvious, using a syne wave like shaped coefficients for filtering - smoothing.

But, there is a but : sync can not be used "as is" for that purpose or one will get surprised with the result "jumping around" for different calculating lengths (I know at least one person that did not know that and was even bragging with a "fastest moving average there is" based on sync() and I suppose that by the time he discovered that "jumping effect" al he was left to do is to disappear from internet scene). For purpose of avoiding that, windowing is used. In this indicator I "overdid" a bit and made almost every window variation that is found in wikipedia (here is a link with rather good description of different types of window functions : Window function - Wikipedia, the free encyclopedia ).

After this description, now about some of the parameters. 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.

And the most "problematic" parameter : the causal. In original filters (in digital signal processing) they are mostly using a non-causal (centered) mode since that way they can get a much clearer signal and a delay in a couple of hertzs is not noticeable at all. But in TA it can cause problems. So I decided to have an option to have a causal (non-recalculating, non-centered mode) and a non-causal (recalculating centered mode). One may ask why did I leave the non-causal mode. Well, for estimations, and for some other possible applications, And I like the extrapolation method used in it (it makes the possible error less and less depending on distance from current bar). Recalculation takes is (period-1)/bars (for example for a 15 period filter 7 bars can recalculate : 7th very little, 6th a bit more and so on ... I think that explains the how extrapolation is done) . Here is a comparison of the 2 modes (15 period, 0.01 Bartlet-Hann window types) :

Second indicator attached was a tool I made to check myself if I am doing the windowing OK. Decided to post it here too since it can help greatly in understanding how the filtering is done for some window type and that way it can help. Here is how a Bartlet-Hann window looks like for cutoff 0.1 (left) and 0.01 (right along with filters with same window type and cutoffs

This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

mrtools: This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Very nice mrtools, so far the best 'bands' indicator...but will have to test a bit longer tho.

Which settings (besides non-lagma) did you use on the GY?

Snowski: Very nice mrtools, so far the best 'bands' indicator...but will have to test a bit longer tho.

Which settings (besides non-lagma) did you use on the GY?

Cheers, San.

Thanks San,

Pretty much default, except on m5 been using 2.25 upper and lower deviation, so far so good but only using it on pull back reentries for now, like you am still testing it, so many possibilities Mladen added, will take awhile to find best settings. And the non lag for the adaptive range seems the best to me so far.

mrtools: This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Found this for NinjaTrader, and it seems as a not so bad idea, so here is metatrader version

It is calculating trends and entry points from 4 different period Hull moving averages. I think that no parameter needs additional explanation (I guess that ValeoFX will be glad that there is an arrow displacement already in this one). You can experiment with different periods and prices, what I used is the default settings found at big mikes ninja trader forum

This is a kind of "all about liner regression" indicator.

It is shoving linear regression value (sometimes wrongly called LSMA), linear regression line (and a projection of liner regression line into the "future"), linear regression channel (projected too) and can color the linear regression value based on the slope of the linear regression line.

Visibility of linear regression line, channel and projection can be chosen with parameters (for projections just set the projection length to 0 to turn it off). By default a close-close is used for channel (that is the way how metatrader built in liner regression channel works) but you can use a high-low channel too. Coloring of the linear regression line is by default using linear regression line slope but you can choose to color according to linear regression value slope (slope of the main indicator) or you can turn it off altogether

I think it covers most of what linear regression is used for now

For Halloween

It is a digital filter based on sync() function. In short sync is defined as sync(n) = sin(n*Pi)/(n*Pi) and is, as it is obvious, using a syne wave like shaped coefficients for filtering - smoothing.

But, there is a but : sync can not be used "as is" for that purpose or one will get surprised with the result "jumping around" for different calculating lengths (I know at least one person that did not know that and was even bragging with a "fastest moving average there is" based on sync() and I suppose that by the time he discovered that "jumping effect" al he was left to do is to disappear from internet scene). For purpose of avoiding that, windowing is used. In this indicator I "overdid" a bit and made almost every window variation that is found in wikipedia (here is a link with rather good description of different types of window functions : Window function - Wikipedia, the free encyclopedia ).

After this description, now about some of the parameters. The 3 most important parameters are the frequency cutoff, the filter (window) type and the "causal" parameter.Files:This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Files:mrtools:This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Very nice mrtools, so far the best 'bands' indicator...but will have to test a bit longer tho.

Which settings (besides non-lagma) did you use on the GY?

Cheers, San.

Snowski:Very nice mrtools, so far the best 'bands' indicator...but will have to test a bit longer tho.

Which settings (besides non-lagma) did you use on the GY?

Cheers, San.Thanks San,

Pretty much default, except on m5 been using 2.25 upper and lower deviation, so far so good but only using it on pull back reentries for now, like you am still testing it, so many possibilities Mladen added, will take awhile to find best settings. And the non lag for the adaptive range seems the best to me so far.

This is multi pass ma on ssl fast or guess can say a generic Gann, its mtf with alerts on color change.

ps) version upgraded to work on new mt4 builds posted here https://www.mql5.com/en/forum/general

Files:mrtools:This is the sync filters with adaptive zone bands, the adaptive zone you have separate upper lower band deviation with a choice of 10 different ma's and in the picture is using the non lag ma.

Hi MrTools,

Do you have a MTF for this one

Thx

Found this for NinjaTrader, and it seems as a not so bad idea, so here is metatrader version

It is calculating trends and entry points from 4 different period Hull moving averages. I think that no parameter needs additional explanation (I guess that ValeoFX will be glad that there is an arrow displacement already in this one). You can experiment with different periods and prices, what I used is the default settings found at big mikes ninja trader forum

Files:Flytox:Hi MrTools,

Do you have a MTF for this one

ThxHere you go Flytox, mtf, and added alerts and arrows(balls).

Updated version posted here : https://www.mql5.com/en/forum/general

Files:Many thanks MrTools,

Btw PS 1.73 is doing very well (slowly but surely). Thanks again

Linear regression ...

This is a kind of "all about liner regression" indicator.

It is shoving linear regression value (sometimes wrongly called LSMA), linear regression line (and a projection of liner regression line into the "future"), linear regression channel (projected too) and can color the linear regression value based on the slope of the linear regression line.

Visibility of linear regression line, channel and projection can be chosen with parameters (for projections just set the projection length to 0 to turn it off). By default a close-close is used for channel (that is the way how metatrader built in liner regression channel works) but you can use a high-low channel too. Coloring of the linear regression line is by default using linear regression line slope but you can choose to color according to linear regression value slope (slope of the main indicator) or you can turn it off altogetherI think it covers most of what linear regression is used for now

Files: