Elite indicators :) - page 47

joe
222
joe  
drgoodvibe:
Thank you kindly igorad, how about this as an indicator..

Unscented Kalman filter

When the state transition and observation models – that is, the predict and update functions f and h (see above) – are highly non-linear, the extended Kalman filter can give particularly poor performance [JU97]. This is because only the mean is propagated through the non-linearity. The unscented Kalman filter (UKF) [JU97] uses a deterministic sampling technique known as the unscented transform to pick a minimal set of sample points (called sigma points) around the mean. These sigma points are then propagated through the non-linear functions and the covariance of the estimate is then recovered. The result is a filter which more accurately captures the true mean and covariance. (This can be verified using Monte Carlo sampling or through a Taylor series expansion of the posterior statistics.) In addition, this technique removes the requirement to analytically calculate Jacobians, which for complex functions can be a difficult task in itself.

Kalman filter - Wikipedia, the free encyclopedia

drgoodvibe set the Non-Linear Kalman Filter to 3rd order and you will get a ukf.

darkkiller
301
darkkiller  
darkkiller
301
darkkiller  

Reason why BP% must have colour bar

Sergey Golubev
Moderator
112855
Sergey Golubev  

Just want to remind about this page (volatility) https://www.mql5.com/en/forum/general

rcbarlow
85
rcbarlow  

Dms

Does anyone know where I can find an indicator for Metatrader that VTrader uses called the DMS? It is basically the DMI with adjustable DX and ADX values.

Sergey Golubev
Moderator
112855
Sergey Golubev  
rcbarlow
85
rcbarlow  

That's it. Thanks very much.

For use of this indicator, set DX to 14 and ADX to 9. Trade the crosses on the 1 hour chart as long as ADX is 20 or above.

Thanks again.

Randy

Linuxser
5921
Linuxser  

Trendlines

This are the indicators I use to draw trend lines and trade.

Code is not perfect but is what I need and what I was using during last year.

Link.

Linuxser
5921
Linuxser  

Cci + Hma

CCi Woodie like + HMA Ogeima Version Unbelievable right?

Files:
came.gif 26 kb
mezarashii
189
mezarashii  

Hi Linuxser,

What is unbelieveable about it?