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지표

i-SpectrAnalysis_Momentum - MetaTrader 5용 지표

조회수:
3267
평가:
(15)
게시됨:
2015.10.12 17:02
업데이트됨:
2016.11.22 07:32
\MQL5\Include\
dt_fft.mqh (28.84 KB) 조회
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

Real author:

klot

This indicator is an example of smoothing the Momentum indicator timeseries by filtering high-order harmonics.

You can use this approach for smoothing the output of any indicator. The major advantage of this method is that it has practically zero latency.

Indicator input parameters:

input int   MomentumPeriod=14;
input ENUM_APPLIED_PRICE   MomentumPrice=PRICE_MEDIAN;
input uint N = 7;   // Series length
input uint SS = 20; // Smoothing coefficient
input int Shift=0;  // Horizontal indicator shift in bars

where:

  • N — sets the series length (power of two);
  • SS — smoothing coefficient in the resulting spectrum zeroes out frequencies exceeding the set value. SS cannot be greater than 2^N. If SS = 2^N, the Momentum series is repeated.

This indicator requires the following library: https://www.mql5.com/ru/code/7000.

Fig.1. The i-SpectrAnalysis_Momentum indicator

Fig.1. The i-SpectrAnalysis_Momentum indicator

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/13737

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