Filter without delay - page 2

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A filter like this won't do much good. What is the adaptive filtering going to do?
 
joo >>:

Посмотрите например Extrapolator


MetaDriver >>:

Right, that's the catch. It is used on the past with looking "into the future relative to the given past", when approaching the moment of "present time" a decreasing smoothing window is used up to its collapse.


It seems clear - you can't build a Billionaire Pipsar on it. But I have been thinking - how exactly should such a thing be used?

I

am still pondering, probably it will be useful nevertheless.

However, the question still stands: where do they give out such gizmos? I want one!

:)


So, each filter will change past while filtering new data. What's so terrible about it?

Basically, I may use it as a DLL for MT4. Or, if it's quick, I may make an instance to play with. I will attach an archive of ticks for 2006-2007 :))) Taken from http://ratedata.gaincapital.com/ and converted to Matlab format.

Only one detail - it's all done in Matlab yet, so I'll have to convert it to Matlab RTL, it's about 80MB.

No problem, can you download it?


There will be 3 functions in the DLL, I gave an example of filter parameters on the pictures

1. interpolation of the input ticks at a given sample rate (1 Hz in the figures)

2. Filter coefficient calculation, input data:

- pass frequency (red filter - 0,0001 Hz, blue 0,0005 )

- cut-off frequency (red - 0.0005, blue 0.0025 )

- cut-off frequency suppression (60dB)

- sampling frequency

3.Filtering proper


 
neoclassic >>:
На таком фильтре каши не сваришь. А в чем будет заключаться адаптивная фильтрация?


That's what I'm thinking about
 
The simplest under MT If you find a way to use it, please send me an idea
Files:
glubokiyfiltr.mq4  3 kb
 
ivandurak >>:
Простейший под МТ Если найдете как использовать плз киньте идейку


If I understand correctly, it is filtered by bar values, mine by ticks. Although it is insignificant.
 
VDev писал(а) >>

In principle, I can make it as a DLL for MT4. Or, if it's quick, I can make an executable to play around with.

Is it of your own making or someone else's?

And algorithm ?

 
VDev >>:



Дык у каждого фильтра будет меняться прошлое при фильтрации новых данных. А что тут ужасного?


Well, that's a Nobel Prize bid...

 
VDev >>:


В принципе фаза должна быть нулевая

In principle, it is useful to finish kindergarten first. I wonder which group, 3 or 5.
Then some people try to attend school...

 
There is no delay, but there is overdrawing.
 

can you show me the latest data on the euro-dollar?

Minutes, you say, on ticks?

;)

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