paulgriffiths:
Any advice on deciding this?
Best I can come up with i:
What I need is a way to delete the noise in the close price array, any ideas?
Thanks.
s
I can use this for removing some of the noise:
total = 0; double div = 1; for(shift= ArraySize(close) - 1; shift >= 4; shift--) { total += ((close[shift] - close[shift - 2]) + (close[shift - 1] - close[shift - 3]) + (close[shift - 2] - close[shift - 4])) / MathPow(div, 2.0); div++; } if (total > 0) direction = true; else direction = false;
Problem I'm having is it keeps changing from up to down or down to up way to quickly.
Slightest change in price change changes the direction variable.
There must be a better way to smooth it out?
Cheers.
Why not use Sum of X previous close prices then divide the new price on X ...
This will smooth the new price and minimize the noise.
As much as X is getting bigger, the output will be less sensitive to noise.
If you search about Noise reduction in Digital Signal/Image Processing, you may
find many ideas.
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Any advice on deciding this?
Best I can come up with i:
What I need is a way to delete the noise in the close price array, any ideas?
Thanks.
s