Krelian99 wrote: Tue Dec 25, 2018 11:33 pm No, as all-pass with the Filter you filter out high and low frequencies. The art of filter designing is to filter out disturbance and frequencies that you don't need or want to see. Low frequencies have to less energy and too high frquencies is disturbance. You can filter with Hilbert Transformation, for proper filter design I recommend you other types of filters.

NTL, values around 80 for PAfilter give good results.

Thanks for the info but although do some coding even if I know of better filters to use I really won't know how to add them to replace the iHilbertPhase function within the indicator. Anyway, thank you very much for your explanation. I now have a much better understanding of how the indicator works. I'll try around 80 for the PaFilter and see how that goes.

mrtools wrote: Tue Oct 16, 2018 10:26 pm

Try this one!

Hello, I'm new here and saw your indicator Adaptive - jurik filter(mtf + alerts + fl's).
Would it be possible to get this indicator as a mq4 file?
Since I want to integrate it into a system and maybe modify it ,the source code would help me a lot.

Best regards

Kayleb wrote: Mon Jan 14, 2019 1:50 am

Hello, I'm new here and saw your indicator Adaptive - jurik filter(mtf + alerts + fl's).
Would it be possible to get this indicator as a mq4 file?
Since I want to integrate it into a system and maybe modify it ,the source code would help me a lot.

Best regards

At first you are welcome here
Sorry man,impossible because of so many reasons - but you can integrate it as ex4 too within any system you like,simply needs coding skills and expertise

Hello,
okay I thought so, nevertheless thank you,

Best regards

Krelian99 wrote: Tue Dec 25, 2018 11:33 pm

No, as all-pass with the Filter you filter out high and low frequencies. The art of filter designing is to filter out disturbance and frequencies that you don't need or want to see. Low frequencies have to less energy and too high frquencies is disturbance. You can filter with Hilbert Transformation, for proper filter design I recommend you other types of filters.

NTL, values around 80 for PAfilter give good results.

Hi Krelian99,

I was just revisiting your response to my post quoted above where you said:

You can filter with Hilbert Transformation, for proper filter design I recommend you other types of filters.

From you responses you seem to really know a lot about cycles, filtering, etc, so could you please let me know what other types of filters do you recommend for proper filter design?

Thank you very much.

Regards,
global

global wrote: Mon Feb 04, 2019 5:49 am Hi Krelian99,

I was just revisiting your response to my post quoted above where you said:

From you responses you seem to really know a lot about cycles, filtering, etc, so could you please let me know what other types of filters do you recommend for proper filter design?

Thank you very much.

Regards,
global

I actually missed it till now to do it properly. I had so many other interesting stuff. I followed the filter nothing approach, since for proper filter design you need a program like Matlab and I hadn't the time till now to charting Matlab with the MT4 data feed. Financial data also follow other rules than technical data. There are natural rules, so clear boundaries are given like damage in material the available amount of energy. Here are no natural rules. Here, a fat finger of a big player and the price jumps 50pips up or high, we also had 150pips. The boundaries in financial markets are S/R, singularities though and a proof that markets are human driven and the algos also behave like humans.

When you want to filter NTL, you need to know what to filter out regarding to your concept. Disturbances or the shakings or high till low frequency. Scalping don't need the higher frequencies, while trend following needs no lower frequencies. It must be clear that Online-Filtering also always has a delay, otherwise it's intended repainting (for offline use). You must do a system identification. Bode-Diagram is normally a good tool, but I doubt it helps in financial markets. They are too dynamic. In FX is a calm Asian Session, here it could help maybe. Of course there are much more powerful SI-tools, but I never checked them for FX. Neural network machine learning maybe could also be interesting, but here I know too less.

An often used simple FIR is the EMA or SMA. As dynamic S/R it is pretty good. Cause and effect are changed here, so IMO people who say an EMA is mathematical manipulation of price are not wrong but they use it the normal way. Here, the price tests the EMA whether bulls or bears come in or stay out (I have tons of examples), so some candles on the chart follow the EMA. This is a failure in the causality (seeing the future, e.g. a pit hole in the street you avoid, math jumps in) and never happens in natural or technical systems.

Krelian99 wrote: Mon Feb 04, 2019 9:33 am I actually missed it till now to do it properly. I had so many other interesting stuff. I followed the filter nothing approach, since for proper filter design you need a program like Matlab and I hadn't the time till now to charting Matlab with the MT4 data feed. Financial data also follow other rules than technical data. There are natural rules, so clear boundaries are given like damage in material the available amount of energy. Here are no natural rules. Here, a fat finger of a big player and the price jumps 50pips up or high, we also had 150pips. The boundaries in financial markets are S/R, singularities though and a proof that markets are human driven and the algos also behave like humans.

When you want to filter NTL, you need to know what to filter out regarding to your concept. Disturbances or the shakings or high till low frequency. Scalping don't need the higher frequencies, while trend following needs no lower frequencies. It must be clear that Online-Filtering also always has a delay, otherwise it's intended repainting (for offline use). You must do a system identification. Bode-Diagram is normally a good tool, but I doubt it helps in financial markets. They are too dynamic. In FX is a calm Asian Session, here it could help maybe. Of course there are much more powerful SI-tools, but I never checked them for FX. Neural network machine learning maybe could also be interesting, but here I know too less.

An often used simple FIR is the EMA or SMA. As dynamic S/R it is pretty good. Cause and effect are changed here, so IMO people who say an EMA is mathematical manipulation of price are not wrong but they use it the normal way. Here, the price tests the EMA whether bulls or bears come in or stay out (I have tons of examples), so some candles on the chart follow the EMA. This is a failure in the causality (seeing the future, e.g. a pit hole in the street you avoid, math jumps in) and never happens in natural or technical systems.

Thank you very much for your response Krelian99. I will ponder what you shared to see if I can practically apply something new.

I couldn't find this one on our forum so just posting this one up - Mrtools's Adaptive Day Impulse indicator for MT4 which comes packed with features such as MTF, Interpolation, Arrows, Alerts, Zig Zag display and more.

An excellent trend trading indicator so be sure to try this it out and add it to your collection.

Not sure if I posted this but just in case ,this is a smoothed wpr using a deviation to adapt the smoothing length of the jurik. Lines are colored on entering user defined overbought and oversold zones.

This is an old t3 vhf adaptive itrend, optimized it and added the newest prices.