FIR filters - page 11
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Now, about the programme.
Today I discovered that it's redrawing the indicator line.
What program?
the main purpose of the generator is to generate an impulse response
and the indicator code is there as an example
If you want to optimize the indicator, do the calculation not by tick but by fresh bar.
what kind of program?
The main purpose of the generator is to generate a pulse response
And the indicator code is just an example
Rework the code to calculate by opexes and for optimization do not calculate by tick but by fresh bar appearance
It's for
https://www.mql5.com/ru/users/begemot61
He wrote this filter himself, which is attached.
As far as I understood from the afftar description of JMA on its website, this filter works well up to the returns model described by the Cauchy distribution. And this distribution, as we know, does not have not only the second, but even the first moment (i.e. m.o.).
Djuric even says, whoever shows the filter that works better on data subject to Cauchy distribution by returns, will get a cash prize.
I don't know how cool Djuric is, but I've recently had the idea of averaging the price series without rewires and this is what I've got:
Green is LWMA.
Blue - JMA by Spiggy.
Red - my algorithm of averaging
But it is of no use, since I've tried everything else and it is absolutely useless for TC - it gives small profit when fitting and turns out to be a loss of forward. The only good thing is that my algorithm is very simple and works without lags
I don't know how cool Djuric is, but I just had the idea of averaging the price series without re-drawing and this is what I got:
Green is LWMA.
Blue - JMA by Spiggy.
Red - my algorithm of averaging
But it is of no use, since I've tried everything else and it is absolutely useless for TC - it gives small profit when fitting and turns out to be a loss of forward. The only good thing is that my algorithm is very simple and works without lags.
Can i get the source code of red ?
And also get the source.
JMA by Spiggy ?JMA от Spiggy ?
https://www.mql5.com/ru/code/7307
https://www.mql5.com/ru/code/7307
Thank you. I suggest you look at my line with FATL.
..............
Is it possible to get the source of the red one ?
Of course, you can get it later, when I have a clear description of the algorithm. There is already an indicator implementation. Together with the description I will put it out to the public.
I don't want to take this absolutely useless algorithm to the grave, though very simple in its implementation.
Of course, it will be possible to get some later, once I have a coherent description of the algorithm. There is already an indicator implementation. Together with the description, I will post it to the public.
I can't take this absolutely useless algorithm, although very simple in its implementation, to the grave, can I?
Thank you. It's a very good setup.
If you have the time and inclination, could you please briefly give your opinion
regarding the so-called cluster approach to market analysis ?
what kind of program?
The main purpose of the generator is to generate a pulse response
And the indicator code is just an example
Rework the code to calculate by opexes and do the calculation not by tick but by the appearance of a new bar for optimization
I have signed up for a free mailing list. I received a "gift" of a digital indicator FATL.
I used it to get the price line in my CL1i_FATL indicator.
The results are good.
Only two questions
1. The FATL indicator has a lot of ratios, I think these are the filtering results.
2. If these ratios are obtained as a result of filtering on the historical data, it means that the "gift" indicator
First, the indicator has to be tuned for each symbol and each timeframe; second, these readjustments have to be performed periodically,
because everyone here is shouting that the instrument spectrum is floating ?????
Can you say something about the "gift" you received?
Since, as long as the link to their site is maintained, there are no other restrictions on distribution, I attach
- The "gift" I received,
- My indicator, built using the "gift",
- A programme that trades on my indicator in a "cluster" pattern.
- Kositsin's file, included in the INCLUDE trading program
Maybe someone would like to experiment.
Since the indicator is quite fast, the trading goes on the principle, as one guy here expressed it:
- He who never gets tired of losing, wins!
All settings are made for 4-digit quotes.
Start with 100 quid with 0.01 lot, in one week you will have 200 quid if you play 7(seven) major instruments simultaneously.
For https://www.mql5.com/ru/users/begemot61
Now, about the programme.
Today I discovered that it is redrawing the indicator line.
It's clear that it's here somewhere:
int start()
{
int limit, i;
int counted_bars=IndicatorCounted(); //amount of bars shanged
if(Bars<=(FilterLength+1)) return(0); //not enough bars for calculations
if(counted_bars < 0) return (0); //eror protection
if(counted_bars > 0) counted_bars--;
limit=Bars-counted_bars-1;
for (i = limit;i>=0;i--) // Cycle for uncalculated bars
{
FilterBuffer1[i] = FilterResponse(i); // Value of 0 buffer on i-th bar
}
return(0);
}
----------------------------
It turns out that the program changes not only the i-th buffer element but also the elements already generated by ....
I may be wrong, but I don't see any overdrawing in the code. The last bar will change if any price other than OPEN is used as the price is not yet fixed for the last bar. All other values should be the same.