Digital filter for indicators

Posted By eMoe Friday, November 16, 2012
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eMoe
 Posted Friday, November 16, 2012
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Hello All,

I'm continuing learn the technical analyze and now I've started to review different types of smoothing and filters.

Instead of using standard smoothing such as MA types I've tried to find something new.

I've found following filter methods those are uses in “Adaptive Trend &Cycles Following” (AT&CF): FATL, SATL, RFTL, RSTL, FTLM, STLM, RBCI, PCCI.

Those methods are uses in telecommunications but were adapted to the FX Market by Yakovlev.

I’ve found small freeware tool “Digital filter generator”. It was developed by Sergey Ilukhin.

This tool can produce the filters with selected parameters. Unfortunately it is integrated only with MQL4 language, but it also can produce the text-file with data.

If anybody has ideas of how to use those filters automatically, please let me know – I will try to implement it in ActFX script.



Best regards!
 Digital_filter_generator.zip (7 views, 3.27 MB)
Friday, November 16, 2012 by eMoe
black
 Posted Tuesday, November 20, 2012
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eMoe (11/16/2012)

Hello All,

I'm continuing learn the technical analyze and now I've started to review different types of smoothing and filters.

Instead of using standard smoothing such as MA types I've tried to find something new.

I've found following filter methods those are uses in “Adaptive Trend &Cycles Following” (AT&CF): FATL, SATL, RFTL, RSTL, FTLM, STLM, RBCI, PCCI.

Those methods are uses in telecommunications but were adapted to the FX Market by Yakovlev.

I’ve found small freeware tool “Digital filter generator”. It was developed by Sergey Ilukhin.

This tool can produce the filters with selected parameters. Unfortunately it is integrated only with MQL4 language, but it also can produce the text-file with data.

If anybody has ideas of how to use those filters automatically, please let me know – I will try to implement it in ActFX script.



I'm not really answering your question directly. But, all indicators have some filtering qualities to them. Virtually all indicators that produce lines on the main chart are filters of a sort.

If you are producing your own "filter" scripts - your own indicator scripts - one place you might go for all kinds of ideas is the ActForex Indicator scripts right in your own computer. They can be found at C:\Documents and Settings\Owner\Application Data\YOUR.BROKER.DIRECTORY\LATEST.ACTTRADER.UPDATE\resource\act_scripts\indicators in your computer (locations vary slightly from computer to computer).

Another place is FM Labs at http://www.fmlabs.com/reference/default.htm. FM Labs has some terrific indicator formulae. I recommend the SMI.

A third place is the indicators at http://www.actfx.com/DownloadsCategory18.aspx. I recommend the Schaff Indicator.

Good luck.

Smile
Tuesday, November 20, 2012 by black

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