Filter without delay

 

Hello all!

The black line is the EUR/USD quotes, sampled at 1 sec. Red and blue are two filters with different parameters, respectively.

I am showing a few pictures of how the filter's response changes on trends. Where the red and blue lines break is the data boundary for the filter,

i.e. I do not look into the future.

Each division on the time scale = 1000 sec.

Let's add adaptive filtering and see :)

 
Miracles...
 
Zhunko >>:
Чудеса...

I don't even have anything to say. No delay. 8) I wonder how it's phased, surely it's distortion free?

 
SProgrammer >>:

У меня так даже и сказать то нечего. Без задержки. 8) А как с фазами у него интересно, наверняка БЕЗ искажений ?


Are you referring to the phase-frequency response?
 
Zhunko >>:
Чудеса...


Why miracles, it's just a normal filter with no delays.

I'm just saying that I'm wondering how to attach it to MTS

 
VDev >>:


А почему чудеса, самый обычный фильтр без задержек.

Я просто к тому запостил - думаю, как бы его к МТС прикрутить

And where do they get such regular filters? I need one too.

It's easy to attach them to MTS.

 
VDev >>:


Вы имеете в виду фазо-частотную характеристику?

I'm talking about keeping the phase.

 

It is redrawn. The pictures are not identical.

 
joo >>:

Он перерисовывается. Картинки не идентичны.

Yeah. That's the catch. It's used on the past with a look "into the future in relation to this past", when approaching the moment of "present time" a decreasing smoothing window is used, up to its collapse.

It seems clear - you can't build a billionaire pipsqueak on this. But I was thinking - how exactly would one use such a thing? I'm still thinking about it, but it might be useful nonetheless.

However, the question remains: where do they issue these things? I want it! :)

 
MetaDriver писал(а) >>

Right, that's the catch. It's used on the past with a look "into the future relative to this past", when approaching the moment of "present time" a decreasing smoothing window is used, up to its collapse.

It seems clear - you can't build a Billionaire Pipsar on it. But I have been thinking - how exactly should such a thing be used? I am still pondering, perhaps it will be useful nevertheless.

But the question remains: where do they give out such gizmos? I want it! :)

Look for example Extrapolator.

 
SProgrammer >>:

Я имею ввиду сохранение фазы.


In principle, the phase should be zero
Reason: