거래 로봇을 무료로 다운로드 하는 법을 시청해보세요

당사를 Twitter에서 찾아주십시오!
당사 팬 페이지에 가입하십시오

스크립트가 흥미로우신가요?
그렇다면 링크 to it -
하셔서 다른 이들이 평가할 수 있도록 해보세요

스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오

조회수:

4237

평가:

(12)

게시됨:

2018.06.18 16:21

Kalman_Filter.mq5 (8.45 KB) 조회

ZIP 파일로 다운로드, MetaEditor에서 코드를 다운로드하는 방법

이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

Indicator Kalman Filter. It allows efficiently smoothing the noise, extracting the main trend from it.

Kalman Filter is a variety of recursive filters. To assess the system status as of the current operation tact, it needs a status assessment (as the system status assessment and the error assessment of defining this status) at the preceding operation tact, and measuring at the current tact. This property distinguishes it from packet filters requiring to know at the current operation tact the history of measurements and/or assessments.

More about Kalman Filter.

The indicator has three input parameters:

K - Kalman factor;
Sharpness - factor for calculating the error minimization;
Applied price - price used for calculations.

Calculations:

Kalman[i] = Error + Velocity[i]

where:

Error = Kalman[i-1] + Distance * ShK
Velocity[i] = Velocity[i-1] + Distance * K / 100
Distance = Price[i] - Kalman[i-1]
ShK = sqrt(Sharpness * K / 100)

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/20916

HL_StdDev

The oscillator shows standard deviation calculated on the difference between the High and the Low.

EMA_Trend

Two channels by the High and Low of MA.

Wiseman

Wiseman is an indicator basically aimed at showing the candlestick, on which the trend has changed its direction.

Rainbow_Volume

A colored tick-volume indicator.

Kalman_Filter - MetaTrader 5용 지표