Watch how to download trading robots for free

Find us on Telegram!
Join our fan page

Interesting script?
So post a link to it -
let others appraise it

You liked the script? Try it in the MetaTrader 5 terminal

Views:

4323

Rating:

(16)

Published:

2015.10.12 17:14

Updated:

2016.11.22 07:32

\MQL5\Include\

dt_fft.mqh (28.84 KB) view

i-spectranalysis_obv.mq5 (5.5 KB) view

Download as ZIP, How to download code from MetaEditor

Need a robot or indicator based on this code? Order it on Freelance Go to Freelance

Real author:

klot

This indicator is an example of smoothing the On Balance Volume indicator timeseries by filtering high-order harmonics.

You can use this approach for smoothing the output of any indicator. The major advantage of this method is that it has practically zero latency.

Indicator input parameters:

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK; // Volume
input uint N = 7;                                 // Series length
input uint SS = 20;                               // Smoothing coefficient
input int Shift=0;                                // Horizontal indicator shift in bars

where:

N — sets the series length (power of two);
SS — smoothing coefficient in the resulting spectrum zeroes out frequencies exceeding the set value. SS cannot be greater than 2^N. If SS = 2^N, the OBV series is repeated.

This indicator requires the following library: https://www.mql5.com/ru/code/7000.

Fig.1. The i-SpectrAnalysis_OBV indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/13748

i-SpectrAnalysis_MA_Cloud

This indicator is an example of smoothing the Moving Average indicator timeseries by filtering high-order harmonics.

i-SpectrAnalysis_MA

This indicator is an example of smoothing the Moving Average indicator timeseries by filtering high-order harmonics.

i-SpectrAnalysis_AD

This indicator is an example of smoothing the Accumulation/Distribution indicator timeseries by filtering high-order harmonics.

i-SpectrAnalysis_Force

This indicator is an example of smoothing the Force Index indicator timeseries by filtering high-order harmonics.

i-SpectrAnalysis_OBV - indicator for MetaTrader 5