Trading Strategies Based On Digital Filters - page 15
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Dvarrin,
You are correct, that is how it's calculated, and don't forget the +1. As Simba said, i use the STLM template and replace the coefficients. I agree with the color change Simba as well. AS i said, i have a lot to learn about them, but they are very nice tools to use.
I have questions regarding what P and D values to use to create RBCI.....the documentation i have found isn't that clear.
cl
Now this is just what i have read and have tried. Whether or not a different Delay calculation is better is something that some research would have to go behind.
You are on the good track,conceptually,the implementation is not exactly right,try to think in terms of the period of standard SATL and standard RSTL..Post both P1 and D1 and delays(0 for SATL..?for RSTL..here lies the key)
I'm not sure i understand you Simba? Could you explain a bit further.
cl
Hi
I will post my values for the indicators. I can do it only in the evening.
For SATL, I was thinking of using 63 for P1 and 40 for D1. But for RSTL, I don't know which values to use. In Hurst book, the second curve should be half the period of the first one, so should we take 31 or 32 for the period of RSTL?
And yes, I've seen the delay parameter in DFM, but I cannot set it to a value greater than 30, except if I do with the arrow buttons.
Please!! Give me a small fish!! Or I'll die before I know how to fish on my own :-):-):-)
Hey dvarrin,
I can only tell you what i know :-) I was messing around with it. The color change in the histogram can be great to see directional changes. I tried doign it this way-
Ex - EURJPY 5 min
SATL - P1 = 87, D1=29
RSTL - P1 = 87, D1=29, Delay = 44
I have also experimented with using half the P value, then delay = half of that. So, RSTL p1=44, d1=29, delay = 22.
This one appears to have quicker signals, but again, i am fishing too. It's just oing to take some experimenting. What i do find to be useful is finding trend with STLM, entering when RBCI crosses up with MA and RTLM changes colors.
I'll keep you posted, hopefully tonight i can post some charts.
cl
Linuxer
Hey dvarrin,
I can only tell you what i know :-) I was messing around with it. The color change in the histogram can be great to see directional changes. I tried doign it this way-
Ex - EURJPY 5 min
SATL - P1 = 87, D1=29
RSTL - P1 = 87, D1=29, Delay = 44
I have also experimented with using half the P value, then delay = half of that. So, RSTL p1=44, d1=29, delay = 22.
This one appears to have quicker signals, but again, i am fishing too. It's just oing to take some experimenting. What i do find to be useful is finding trend with STLM, entering when RBCI crosses up with MA and RTLM changes colors.
I'll keep you posted, hopefully tonight i can post some charts.
clHi ,
1-Linuxer..are you the moderator of this section?there is a post by either dvarrin or clahn04 that was edited by you,is that so?Not that I have any problem,just the contrary,I appreciate your posts..I just want to know,pure curiosity,nothing less,nothing more
2-clahn04,dvarrin..again..what is the period of a STANDARD SATL?...don`t hate me
..too much...Just do a search for a standard SATL,post P1 and D1..then do a search for a standard RSTL..post its P1 and D1..and you will,probably,know the answer...the period is NOT P1,if it were,P1=63 D1=40 would be the same as P1=63 D1 =0...and it isn`t,I have just given you a tip 
...It might look like I play games,probably now you are starting to realize that I am not,unless you think that stressing a key point for everybody reading this thread is playing games, THIS IS THE KEY POINT..so,post the P1 ,D1 of a STANDARD SATL and RSTL....and let`s see if you know what is the period of a SATL,and why the delay used for a standard RSTL is the one they used
Regards
Simba
Simba,
Every search i have done for "standard satl" or "satl settings" has not given me the info you are talking about. Reading through the help topics again on the digital software, it says -
Delay, Bar.
That value defines a delay of the DF expressed in bars. They are RFTL, RSTL. Such indicators are used in Mechanical Trading System AT&CF.
Due to a lag RFTL and RSTL are more smooth and predictable. Indicators for AT&CF system (see example of digital filters use) might have delay to be equal of a half of P1. The software does it automatically. Anyway that value can be set to any values.
New Digital explained in a thread-
For the FATL or KGLP the recommended parameters are P1=10; D1=8; R=0.0864, A1=-40; and Delay=0;
or 13; 10; 0.06; -40; 0;
or 25; 13; 0.001; -60; 0.
For the SATL/KGLP:
79; 35; 0.039; -40; 0; or
49; 25; 0.024; -40; 0; or
50; 26; 0.001; -60; 0.
For RFTL and RSTL the recommended parameters are the same with KGLP but delay should be above zero integarl number.
Is there some "standard satl" indicator for download somewhere or "standard rstl" that shows what you are talking about?
cl
from digfiltr.mq4...
#define FATLPeriods 39
#define RFTLPeriods 44
#define SATLPeriods 65
#define RSTLPeriods 91
SATL standard = 65, RSTL = 91 ?
No D however....?
Hi ,
1-Linuxer..are you the moderator of this section?there is a post by either dvarrin or clahn04 that was edited by you,is that so?Not that I have any problem,just the contrary,I appreciate your posts..I just want to know,pure curiosity,nothing less,nothing more
2-clahn04,dvarrin..again..what is the period of a STANDARD SATL?...don`t hate me
..too much...Just do a search for a standard SATL,post P1 and D1..then do a search for a standard RSTL..post its P1 and D1..and you will,probably,know the answer...the period is NOT P1,if it were,P1=63 D1=40 would be the same as P1=63 D1 =0...and it isn`t,I have just given you a tip 
...It might look like I play games,probably now you are starting to realize that I am not,unless you think that stressing a key point for everybody reading this thread is playing games, THIS IS THE KEY POINT..so,post the P1 ,D1 of a STANDARD SATL and RSTL....and let`s see if you know what is the period of a SATL,and why the delay used for a standard RSTL is the one they used
Regards
SimbaHi Simba :-)
I have some problem with what you're asking us. On all SATL indicators I could find, P1 and D1 are not written in the code, like when we create the indicator with dfm, so I've no idea at all about which values are used.
Now at least I clearly understand that I was wrong to think that P1 is the period
i agree....i'm afraid i'm looking in the wrong place?
cl
Hi ,
1-Linuxer..are you the moderator of this section?there is a post by either dvarrin or clahn04 that was edited by you,is that so?Not that I have any problem,just the contrary,I appreciate your posts..I just want to know,pure curiosity,nothing less,nothing more
Regards
SimbaNo post was edited, only merged.
Because? no intermediate posts and only 2 minutes between each one. It helps to read other members and keep the history with fluency
periods
How many periods are in a 3 period SMA?Yeah 3..well the formula just takes (close2+close1+close0)*0.33333333...so,it is applying a fixed 0.333333 coefficient to 3 periods..Now...How many periods do we have in a Satl that is applying variable coefficients to periods from 0 to 64? And how many periods do we have for a RSTL based on variable coefficients applied to periods from 0 to 90?
Ok,now,if you want to do a RSTL for the TestSatl that you calculated,what would be the acceptable range(tip:+-10% on theoretical value) of periods for a TestRSTL ?