AIS Kolmogorov Zhurbenko Filter MT5
- Indicators
- Aleksej Poljakov
- Version: 1.0
- Activations: 15
The Kolmogorov-Zhurbenko filter can be considered as a special window function designed to eliminate spectral leakage. This filter is optimal for smoothing stochastic (including financial) time series.
The indicator based on this filter contains the following parameters:
- iLength - the period of the original rectangular window used to build the filter. Valid value is 2 - 255.
- iDegree - filter order. If iDegree=0, then a simple moving average will be obtained. If iDegree=1, then you get a triangular moving average. Higher orders allow for better smoothing and noise suppression. Allowed value is 2 - 255. Also, this parameter affects the final period of the indicator = iLength + iDegree * (iLength - 1).
- iMultiplier - a multiplier showing the number of standard deviations counted from the filter value.
The appearance of the indicator is shown in the pictures.
Thanks for the availability of this good developer for helping me configure his fantastic indicators.