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:

7081

평가:

(9)

게시됨:

2019.01.07 12:01

Nonlinear Kalman filter (fl).mq5 (19.39 KB) 조회

ZIP 파일로 다운로드, MetaEditor에서 코드를 다운로드하는 방법

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

Theory :

John Ehlers describes what he calls the nonlinear Kalman filter in the following way :

Take EMA of price (better, a 3 Pole filter).
Take the difference (delta) between Price and its EMA.
Take an EMA of delta (or a 3 Pole filter):
Smoothing will help reduce whipsaws.
Ideally, smoothing introduces no major trend mode lag because delta is detrended.

Add the smoothed delta to EMA for a zero lag curve.
Add 2*(smoothed delta) to EMA for a smoother predictive line.

In order to add signals other than simple slope direction change, in this version you can chose 3 types of color changes :

color change on slope
color change on outer (floating) levels cross
color change on middle (floating) level (sort of a "zero line") cross

Usage :

You can use the color changes as signals

Singleton Example

This is a working singleton code example. The sole purpose of this post is to provide a working code sample of a singleton object. A singleton object is created when there 'can be only one' of the object. This is accomplished by making an object's constructor private, and ensuring assignment and copy operations are also private. I was working on an EA and identified that an object should never have more than one copy. I don't expect the EA to ever get large enough for it to actually matter that a singleton is used, but I like the clarity in the code for the object's type. The code follows closely the tutorial at http://www.yolinux.com/TUTORIALS/C++Singleton.html.

Averages crosses

Zero mean normalized nonlinear Kalman filter

Zero mean normalized nonlinear Kalman filter - with floating levels

Nonlinear Kalman filter - floating levels - MetaTrader 5용 지표