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Indicateurs

SATL - indicateur pour MetaTrader 5

Publié par:
Nikolay Kositsin
Vues:
9321
Note:
(13)
Publié:
2011.09.19 15:37
Mise à jour:
2016.11.22 07:32
satl.mq5 (7.24 KB) afficher
Besoin d'un robot ou d'un indicateur basé sur ce code ? Commandez-le sur Freelance Aller sur Freelance

Real author:

Vladimir Kravchuk

"New Adaptive Method of Following the Tendency and Market Cycles"

Slow Adaptive Trend Line (SATL) is formed with the digital filter of the low frequency FLF-2.

Filter FLF-2 serves to suppress noises and market cycles with longer periods of oscillation. Filters of low frequency FLF-1 and FLF-2 provide attenuation in the stop band with no less than 40 dB and absolutely don’t distort the amplitude and phase of entry discontinuous price series in the pass band (bandwidth).

These properties of the digital filters provide significantly improved (in comparison with simple moving average) noise suppression that in its turn allows reducing sharply the probability of appearance of "false" signals for purchase and sell.

There are no analogues to SATL among widely known technical instruments. This is not a moving "average", but just the adaptive line estimate of a long-term trend.

Unlike moving average, SATL has no any phase delay with regard to current prices.

SATL_filter

SATL filter coefficients

SATL

Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/404

Stochastic_Cross_Alert_SigOverlayM_cw Stochastic_Cross_Alert_SigOverlayM_cw

The indicator generates buy and sell signals and issues alerts in case of the Stochastic Oscillator indicator overbought or oversold levels crossing.

JMA adaptive average JMA adaptive average

Using JMA adaptive moving average is the best way to smooth price ranges with a minimum time lag.

J2JMA J2JMA

Moving average with the double adaptive JMA smoothing of a price range.

RBCI RBCI

Range Bound Channel Index (RBCI) digital filter removes low frequency trend, generated by low frequency spectrum components, and high frequency noise, generated by high frequency spectrum components.