Robust Filter

            The Robust filter  indicator is based on the robust filtering algorithm developed by the author using the multi-period averaged moving median. The algorithm for this averaging is shown in the last screenshot.  

                Indicator readings are visual, extremely simple and do not require comments. The purple line of the indicator marks an uptrend, the gold line expresses the area of ​​uncertainty in the direction of the trend movement, and the purple line - the downtrend. The moments when the price movement direction changes are marked with arrows. Accordingly, the entry points for Buy  when a green upward directed arrow appears, and for Sell when a purple downward arrow appears. StopLoss positions are shown with a red dotted line.  

Indicator settings.

• Price type  - applied price. Values: Close price, Open price (default), High price, Low price, Median price  ((high + low)/2), Typical price ((high + low + close)/3),   Weighted  price  ((high + low + 2*close)/4).
• The averaging period    -  averaging period. Values: any integer (3 default).
• The averaging method   -   averaging method. Values:  SMA (default), EMA,  SSMA, LWMA.
• Line (arrows) thickness.  Values: any integer (2 default).
• The Signal method -  Type of trading signal alert. Values:  No (default), Send alert, Print (in expert), Comment (in chart), Sound + Print, Sound + Comment, Sound, Push + Comment, Push,  Mail + Comment, Mail.
• The probability of triggering StopLoss P_sl - The probability of closing an order by StopLoss before the trend reversal.  Values: any real number between 0 and 1 (0.05 default).
• Calculate the lot size from the risk, deposit and P_sl ? – Calculate lot size based on risk, deposit and probability of order closing by StopLoss ?  Values: true, false (default).  
• Deposit in $   (5000 $ default).
• Allowable losses in % - Permissible losses as a percentage of the deposit (2% default).