Out of sporting interest, I engaged in adaptive quote filtering - page 7

 
Nail_Saby писал(а) >>

About using this indicator:

You can make an EA that opens a buy when the slope of the line is directed upwards and reaches >=X degrees and closes orders at a reverse slope of <X, and vice versa at Y respectively.

This angle will not be constant in different market phases and will be very difficult to identify.

 
SProgrammer писал(а) >>
You can still draw pictures in a graphic editor. :) >> That's besides the fact that they can be useless.

You are clearly out of touch.

 
Angela >>:

Вы явно, не в теме.

I'm definitely out of the loop. I'm sorry. If anything. :(

 
Nail_Saby >>:

Об использовании данного индикатора:

Можно сделать советник, который открывает бай, когда наклон линии направлен вверх и достигет >=Х градусов и закрывает ордера при обратном наклоне <Х, и наоборот сел при Y соответственно.

So far, I'm more inclined to open on channel breakouts from flat areas. The "flatness" can be thought of as the ratio of std. curve deviation to std. price deviation ... Although it will in some way be a repetition of model used in calculation, and I don't welcome tautology in indicators...


Angela >>

the indicator is very heavy for a tester, on all ticks it takes more than 4 hours to calculate the picture size

I'm sticking to the principle "all great things are easy" - if it is long and complicated, it means there is something to work on. Mine was also a bit slow at first, but I had a feeling that it could be faster, so I developed a rather nice algorithm that solved the problem equivalent to the original one.

I love beautiful algorithms:)

 
alsu >>:

..., немного освежив в памяти то, что проходили по ЦОС. И получил вот что (сразу скажу, никаких перерисовок нет):



Вопрос к тем, кто занимался плотно сабжем: это (график) хорошо или нет?

"Is it good or not?" is fine. The answer to this question, however, depends on how it is subsequently used.

After all, it is just one element of the analysis system, which can be used, for example, as follows:






no redraws, counts instantly.


See

The picture is now smaller, it's not convenient. What are the acceptable image sizes here?

 
alsu >>:

"плоскоту" можно считать как отношение стд. отклонения кривой к стд. отклонению цены

This is like considering the RMS error of the price relative to the curve

 

Hello, dear forum participants! First of allthis post is addressed to people interested in the development of their analysis systems, more specifically, intechnical indicators. I am more or less familiar with Signal Processing Toolbox based on MATLAB and have an idea of spectrum analysis and discrete filtering of time series. I am interested in complex IIR filters such as Elliptic, Chebyshev. I synthesized coefficients of Chebyshev filter via MATLAB, i.e. denominator and numerator of filter (coefficients are attached below). Now the main thing: how to implement a Chebyshev filter with specified coefficients in an indicator using MQL4? Please help. I would like to hear constructive criticism, remarks. The filter, the coefficients of which are presented, has 8 sections and this filter has order 16. In the comparison screenshot a simple MA is red, Chebyshev FIR filter is green, initial time series is blue, it is M60 NZDUSD.

Screenshot

Files:
 
Whatever... Chebyshev, Hrenebyshev. What's next???? What's the financial point then?
 
nikelodeon:
Whatever... Chebyshev, Hrenebyshev. What's next???? What's the financial point then?
In all the threads! What have you found? Apparently bored, with nothing to do, no one to chat with.
 
And what is adaptability anyway?
Reason: