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Hodrick-Prescott Channel - MetaTrader 5용 지표
- 조회수:
- 15443
- 평가:
- 게시됨:
- 2010.09.22 10:24
- 업데이트됨:
- 2016.11.22 07:32
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The indicator plots a price channel using the Hodrick-Prescott Filter.
The first step is to calculate the smoothed values of Close prices. After that it smoothed again with higher smoothing period. As a result we will have HP and HPSlow. On the next step we calculate the standard deviation HP relative to HPSlow and construct the channel.
The indicator prints the ratio of a full channel width to HPSlow[0], presented in percents. This text can be easily moved at any place on the chart - just drag it with double mouse click and move.
We have used the HPF (Hodrick-Prescott Filter) function from https://www.mql4.com/ for smoothing.
Indicator input parameters:
- HP Fast Period – smoothing period of the HP;
- HP Slow Period - smoothing period of the HPSlow.
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/191
Smoothed Accelerator
MedianPriceChartIt plots the bar-averaged price charts (median price).
The indicator shows the position of the current price in a channel.
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