FIR filters - page 16

 

For some reason I have nothing in the window when running the CL1i_FATL indicator

Here is what it says in the "Experts" tab:

2009.06.18 23:37:19 CL1i_FATL EURUSD,H1: zero divide

 
Prival >> :

it may be due to inaccurate PI numbers, I ran into this problem once and the error was piling up because of this - here's the 'Pi' solution

Try it, see if that's where the problem is.

MQL4 does not like more than 15 significant digits. So, we are doomed to make mistakes... :-(

 
begemot61 >> :


In general I myself started to wonder where at high order an error could accumulate. Because with a transition zone of 0.2% of Fd and 60dB attenuation you get order of 1800, and if you need more attenuation? One more possible source of error is coefficient normalization. In general, it is interesting how MQL calculates mathematical functions.

I kind of figured it out, I just forgot that you can make StopBandBars bigger than PassBandBars (the generator prohibits it)

The only thing I wonder if it will be OK with FFC, i.e. will not invert the phase in the operating band

 
Timofei >> :

For some reason I have nothing in the window when running the CL1i_FATL indicator

Here is what it says in the "Experts" tab:

2009.06.18 23:37:19 CL1i_FATL EURUSD,H1: zero divide

somewhere dividing by zero

it looks like the author made this fake chicken by haste

 
sab1uk >> :

I kind of figured it out, I just forgot that you can make StopBandBars bigger than PassBandBars (the generator prohibits it)

The only confusion is whether it will be okay with the FFC, i.e. whether the phase in the operating band will not be reversed


There is no such limitation. StopBandBars are the width of the transition zone, not the start of the suppression band.

To keep things simple, I have put some parameters in the indicator window. The frequencies are normalized. Sampling rate=1.

Don't worry about the phase. In this type of filter, it should be linear from zero to the first minimum of the frequency response.

Files:
 
to Prival

Hi Sergey. Can you share your experience of collecting ticks? Maybe you know where you can download tick history (for experience), but not five digits? If I wanted to use the trade signals of the broker, I'd have to buy it if I wanted to get the deposit of ticks from the broker. I will thank you in advance.

 
paralocus писал(а) >>

Hi Sergey. Can you share your experience of collecting ticks? Maybe you know where you can download tick history (for experience), but not five digits? If I wanted to use the trade signals of the broker, I'd have to buy it if I wanted to get the deposit of ticks from the broker. I will thank you in advance.

>> 'Ticks collector (TickSave)'.

 

Get your tiki here, paralocus.

 
Thank you!
 

Something doesn't seem right to me. I'm attaching a picture. Below is my FIR filter( the simplest, but cooler than a slider. Filters everything clearly and correctly - tested more than once. Below is the indicator, made with the program. The problems are basically visible. + to all the amplitude should be about 38 pp. The filter made by the program has 120 pp (of course we can assume that the amplitude is amplified to visually see better). On the second picture you can see the problem too.

Sorry in advance for the quality of the pictures - I did everything on someone else's computer + DSP newbie, so correct me if wrong

Files:
1.rar  47 kb
Reason: