Discret Butterworth-Lowpass-Filter (1st order)

[justize]

[justize]

Are here really no programmers?

Or is my text maybe not clear enough?

JustY

[ralphronnquist]

enjoy.

[justize]

Thanks,

thats great

[justize]

I worked a little bit with the indicator, its great wrk ralph, thanks again

In this version I insertet "right" filter-parameters. I have added two more indicatorlines.

Now we have a filtered channel of the highs, lows and close.

I think its nice for trenddetection.

But maybe you can help me once more ^^

I would like to add a second indicatorwindow under the chart. In this window should be displayed the signal of an FirstOrder-Highpass-Butterworthfilter. This would be good to "see" the noise in the market. So maybe you can help me again.

The timeequation for the highpass is the following:

y = F * x + F * x - G * y

But this is programmed. The var is calles output_noise

Can you help me, to display it in a extra window?

Thank you very much

[ralphronnquist]

As far as I know, there is no escape, but you'll have to split it up into two indicators; one which displays in the main window, and one which displays in a separate window.

[justize]

Hi again,

here is a Butterworth-Highpass of first order. The filterparameters are also calculated like the lowpass above. When you open the indicator, you can see the filtered noise in pips (red) and a sma of the noise (green).

In the next posting I will show my trading idea with those two indicators.

[justize]

Here is my trading-idea:

indicators:

butterworth-ad with A=0.1367 B=-0.7265 (red)

butterworth-ad with A=0.0305 B=-0.9391 (yellow)

butterworth-ad2 with F=0.8633 G=-0.7265 (red - new ind. window, green is sma)

For an open-signal, both price-channels must show in the same direction(every line!). As a filter you have to use the sma of the highpass (green).

Long:

All six lines in the chartwindow have to rise upwards, and the green sma must cross the zeroline from - to +.

Short:

(invert long text)

Exits:

Maybe its able to use the sma for this, for example when you are long, you have to close the position, if the sma crosses from + to -.