Hello all,Â
Inspired by MrTools, i decided to have a dedicated thread for digital filter as i dont think we have one yet.
Digital filters are really simple, as you can see from the code itself.
One of the digital filters that i like is SATL and i have also attached FATL and RSTL for your review
If there is anyone else who have can share more, please feel free.
- FATL – Fast Adaptive Trend Line
- Purpose: Detects fast trend changes in price with minimal lag.
- Characteristics:
- A digital low-pass filter optimized for responsiveness.
- Reacts quickly to recent price changes, ideal for short-term signals.
- Usage: Often used for fast trend detection, entry signals, or leading indicators in adaptive systems.
- SATL – Slow Adaptive Trend Line
- Purpose: Identifies the underlying long-term trend while filtering out short-term noise.
- Characteristics:
- A smoother digital filter with a longer period response.
- Provides stability and reduces the effect of market "choppiness".
- Usage: Acts as a dynamic baseline or support/resistance trend; often paired with FATL to confirm direction.
- RFTL – Reference Fast Trend Line
- Purpose: A stable reference version of the fast trend.
- Characteristics:
- Similar to FATL in responsiveness but slightly more conservative or differently tuned.
- May use a reference calculation to reduce overshooting or artifacts.
- Usage: Acts as a reliable fast filter for comparative purposes—like identifying crossovers with other trend lines.
- RSTL – Reference Slow Trend Line
- Purpose: A benchmark slow trend indicator, complementary to SATL.
- Characteristics:
- Designed for robust trend indication over long durations.
- Reference-calculated for consistency and smoother behavior than SATL in some systems.
- Usage: Can serve as a high-confidence anchor in trend systems, often used to gauge overall bias or regime.
