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지표

Hodrick-Prescott Channel - MetaTrader 5용 지표

조회수:
15443
평가:
(35)
게시됨:
2010.09.22 10:24
업데이트됨:
2016.11.22 07:32
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

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.

Hodrick-Prescott Channel

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/191

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