Voir comment télécharger gratuitement des robots de trading
Retrouvez-nous sur Twitter !
Rejoignez notre page de fans
Un script intéressant ?
Poster un lien vers celui-ci -
laisser les autres l'évaluer
Vous avez aimé le script ? Essayez-le dans le terminal MetaTrader 5
Indicateurs

Filtered averages - indicateur pour MetaTrader 5

Vues:
4492
Note:
(17)
Publié:
2018.11.10 19:49
Mise à jour:
2019.01.29 16:23
Besoin d'un robot ou d'un indicateur basé sur ce code ? Commandez-le sur Freelance Aller sur Freelance

Theory:

The indicator that is using self adjusting filter (published and described here : Filtered Price ) but applied to one of the 4 types of averages :

  • simple moving average (SMA)
  • exponential moving average (EMA)
  • smoothed moving average (SMMA)
  • linear weighted moving average (LWMA)

Filter size is the "size" of self adjusted deviations and can be fractional.

Usage:

You can use the color change as a signal.








Filtered price Filtered price

Filtered price using self adjusting deviation for price filtering

Triangular moving average Triangular moving average

Triangular moving average

Filtered WPR Filtered WPR

Filtered WPR (Williams Percent Range)

Range weighted average Range weighted average

Range weighted average - average that uuse the current volatility for weighted average calculation