Adaptive digital filters - page 18

[Prival]

sabluk писал(а) >>

then this library can be used for both filter generation and analysis

Take this library and build your own filter. This is better than using black box as a dll, especially if you have knowledge in this area 'Fast Fourier Transform FFT Library'.

[bank]

Mathemat >> :

Yes, yes, I seem to remember that you were discussing with him, Sergey. By and large the problem is standard - non-stationarity of series. But, say, for the multivariant, it may be quite a working idea to choose the right inputs.

I have yet to do any research.

But non-stationarity may be an evil for pips and tolerable for intraday?

I want to put adaptive filters in the cluster

[bank]

Prival >> :

I can't get the indicator to work for 1 min, 5 min, 15 min, etc.

you mean this?

a piece from semen

int Slow, Fast;
switch(Period())
{
case 1: Slow = m1_per; Fast = m1_fast; break;
case 5: Slow = m5_per; Fast = m5_fast; break;
case 15: Slow = m15_per; Fast = m15_fast; break;
case 30: Slow = m30_per;Fast = m30_fast; break;
case 60: Slow = h1_per; Fast = h1_fast; break;
case 240: Slow = h4_per; Fast = h4_fast; break;
case 1440: Slow = d_per; Fast = d_fast; break;
case 10080: Slow = w_per; Fast = w_fast; break;
case 43200: Slow = mn_per; Fast = mn_fast; break;
}

[Prival]

Here is an indicator template, how to attach the calculations for a given period (1, 5, 15, 30, etc.). Please advise.

#property  indicator_chart_window
#property  indicator_buffers 1
#property  indicator_color1  Silver

extern  int      MinBars = 0;

int      PreBars, StartPos, pos;
datetime BarTime;
double   Kalman[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init() {
  SetIndexBuffer(0, Kalman);
  SetIndexStyle(0,DRAW_LINE);
  SetIndexEmptyValue(0,0.0);
  return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit() {return(0);}
//+------------------------------------------------------------------+
//| Custom indicator reset function                                  |
//+------------------------------------------------------------------+
int Reset() {
  if ( MinBars == 0) MinBars = Bars-1;
  StartPos = MinBars;
  PreBars = 0;
  BarTime = 0;
  // расчеты начальные и gри сбое

  StartPos++;
  return( StartPos);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
  int i;
  int TempExtPos;
//  Работаем только по закончившимся барам
  if (Bars == PreBars) return(0);  
//  Проверим, достаточно ли баров на графике
  if (Bars < MinBars) {Alert("Калман: Недостаточно баров на графике");return(0);}  
//  Если не было докачки истории, обсчитываем только закончившийся бар
  if (Bars- PreBars == 1 && BarTime==Time[1]) StartPos = 1;
//  Иначе пересчитываем заданное в функции Reset() количество баров 
  else StartPos = Reset();
// Модифицируем контрольные переменные
  PreBars = Bars;  
  BarTime=Time[0];
// Цикл по истории
  for ( pos= StartPos; pos>0; pos--) {
// тут расчеты индикатора

Kalman[ pos]=1;

  }  //  pos=StartPos;pos>0;pos--) 
  return(0);
}

[Леонид]

I can tell you that I have never seen a better EMA than ..... Everything else is a scam ))))))

[bank]

Prival >> :

Here is an indicator template, how to attach the calculations for a given period (1, 5, 15, 30 etc.). Please advise.

Datetime data is time in seconds.

// history loop
for (pos=StartPos;pos>0;pos--) {
// here is the indicator calculation
in a minute 60 seconds, probably it is necessary to vary the step pos--

pos-=60 is a minute

pos-=300 is 5 minutes

LeoV >> :

I can tell you it's the best EMA I've ever seen..... Everything else is a scam ))))))

>> who is EMA?

Yema Brown or something))

[Андрей]

LeoV >> :

I can tell you that I have never seen a better EMA than ..... Everything else is a scam ))))))

What about Jurik, Kalman and even CSSA Trendline?

Are they also a scam? :)

[Леонид]

sabluk писал(а) >>

Who's EMA?

Yema Brown or something.)

>> EMA is EMA.

[Леонид]

AlGor писал(а) >>

What about Jurik, Kalman and even CSSA Trendline ?!!!

Are they a scam as well? :)

They practically have no effect on the money (depo).... Win some, but lose some ))))

[Ярослав]

I guess neurons love EMU. At least mine like EMU the best. Now screwing on the jurik, I'll see what happens.

Not even so much EMU as Bid-EMA.