FIR filters - page 17

[[Deleted]]

I often hear that good filters need more than 1500 bars of history, i.e. this is the cut-off period, as I understand it. Unfortunately I am not a programmer, I struggled and struggled, but could not understand how to bypass the limit in the cutoff period of 300 and make it larger. Could you tell me how to do it, i.e. in the generator of digital filters cut-off period can not be set above 300 (P1) there is a limit on it how to bypass this restriction

[bank]

bliznec1986 >>:
часто слышу что добротным фильтрам требуеца история свыше 1500 баров, т.е. это я так понял период отсечки . К сожалению я не програмист, мучался мучался но так и не смог понять как обойти предел в периоде отсечки 300 и сделать его больше . Не могли бы вы подсказать как это сделать, т.е. в генераторе цифровых фильтров период отсечки нельзя установить свыше 300 (P1) там на это стоин ограничение как же обойти это ограничение

use the Hippo generator
or cascade from two components:
the output filter picks up the story by overshooting a few bars, e.g. 10 bars
but such filter will have a breakdown in frequency response in the area of frequencies equal to the "overshoot" step
so the pre-filter must reliably cut off frequencies with a period of less than 10 bars

[[Deleted]]

So has anyone managed to finally implement an adaptive digital filter (or make a kind of oscillator: it was discussed here http://forum.viac.ru/viewtopic.php?t=880 and here http://forum.viac.ru/viewtopic.php?t=1034&postdays=0&postorder=asc&start=500 above first post by user magos) or a file to swap filter coefficients ??? I don't think anyone will let me use it, but maybe)))

[[Deleted]]

If you know or can do such a thing, please don't hesitate to answer me in person or write to me on Facebook.

[bank]

bliznec1986 >>:
Так удадалось ли кому реализовать наконец адаптивный цифровой фильтр ( или сделать своеобразный генератор качающихся частот : это обсуждалось здесь http://forum.viac.ru/viewtopic.php?t=880 и здесь http://forum.viac.ru/viewtopic.php?t=1034&postdays=0&postorder=asc&start=500 сверху первый пост пользователя magos ) или файл для подкачки коэфициентов фильтра ??? Хотя врядли кто даст поюзать, но вдруг)))

It's not the filters.
for the hundredth time - they are needed to subtract the constant component
no adaptive filters will help you with the wrong understanding of the market
use a FIR with this impulse response

you will have a uniform optimal amplitude-frequency response

[[Deleted]]

How often do you personally reset the filters (if you use them)?

[bank]

bliznec1986 >>:
а у вас лично как часто перенастраиваются фильтры ( если вы их пользуете)

adaptive lying on the shelf, on MT5 maybe back
adjust to the spectrum with each discrete sample
in addition to the spectral adaptation the sampling rate also adequately floats relative to the average daily tick market density

[[Deleted]]

What is the best use on ticks or candles will do

[[Deleted]]

Why is it on the shelf? As a very clever man, you must have found a use for it.

[bank]

bliznec1986 >>:
а почему на полке то вы как весьма умный человек наверяка нашли им применение почему на полке пылятся

because it's a minor thing, I do a simple FIR
I don't have to load the processor for this... I don't do the analysis alone...