ZEFIR (ZERO EDGE FIR)


What is FIR?
FIR (Finite Impulse Response) is an institutional-grade digital filter derived from aerospace and audio engineering. Unlike simple moving averages that weight all prices equally, FIR uses mathematically optimized weights to surgically remove noise while preserving the true market structure. Think of it as the difference between a butter knife and a scalpel.

What's New in ZEFIR?
This indicator solves the age-old problem of FIR filters: amazing noise reduction but terrible lag. By adding real-time extension algorithms, you get the best of both worlds - institutional-grade filtering with minimal delay.

Key Features
1. Advanced Window Functions
-Choose from 6 window types (Rectangular to Blackman-Harris)
-ALMA integration - Adaptive smoothing that lets you control where the filter "looks" (past vs recent data)

2. Zero-Lag Extension Modes
-ADAPTIVE: Smart projection using linear regression with decay - great for trending markets
-AGGRESSIVE: Ehlers Error-Correcting filter - ultra-responsive for scalping
See both the "true" FIR (solid line) and real-time extension (filling the gap)

3. Full Multi-Timeframe
-All MT5 timeframes (M1-MN1)
-Auto-select 1st/2nd higher timeframes
-Smooth interpolation option
-MTF Extensions not implemented in this version

Quick Settings Guide
Scalpers (M1-M15)
Taps: 7-11, Window: Rectangular/Hanning, Extension: AGGRESSIVE
ALMA: Sigma 3-4, Sample 0.75

Day Traders (M15-H1)
Taps: 15-19, Window: Hamming/ALMA, Extension: ADAPTIVE
ALMA: Sigma 5-6, Sample 0.6

Swing Traders (H1+)
Taps: 21-31, Window: Blackman/ALMA, Extension: ADAPTIVE or OFF
ALMA: Sigma 6-8, Sample 0.5

Why It Works
FIR filters are the gold standard in signal processing - they preserve the true shape of price movements while removing noise. The problem? They lag by (Taps-1)/2 bars.

Our extension system fills this gap intelligently:
-You see the mathematically pure FIR signal (no distortion)
-Plus a smart projection to current price (no lag)
-Extensions repaint? Yes - they adapt in real-time (that's the whole point!)

ALMA Parameters Explained
-Sigma: Lower = more responsive (2-4 for fast markets, 6-8 for smooth trends)
-Sample: 0 = weight past prices, 1 = weight recent prices (0.5 = balanced)
Think of ALMA as a "smart moving average" that you can tune to focus where you want.

Based on John Ehlers' DSP research and Arnaud Legoux's adaptive filtering. Extension algorithms use regression analysis and error-correcting techniques for real-time response.

Cagliostro wrote: Mon Jul 07, 2025 5:02 am ZEFIR (ZERO EDGE FIR)

Exotic

I had some trouble figuring out how to handle iCustom, and in the end, I had to copy the entire settings structure.
Ideally, it would be helpful to also include the numeric value (1–7) alongside the signal, and if possible, optimize the input layout to streamline parameter entry in iCustom.
I’ve come up with some interesting ideas for creating an intriguing EA.
Best regards,
Thoth

Thoth wrote: Fri Jul 11, 2025 3:19 am I had some trouble figuring out how to handle iCustom, and in the end, I had to copy the entire settings structure.
Ideally, it would be helpful to also include the numeric value (1–7) alongside the signal, and if possible, optimize the input layout to streamline parameter entry in iCustom.
I’ve come up with some interesting ideas for creating an intriguing EA.
Best regards,
Thoth
Oracle Expert Advisor.mq5

Hi there - those functions are present in the private/ commercial version of the Oracle, together with advanced functionalities. The free stuff I share is not meant to be automatized for free, beyond what the indicator offers as is (that is already a lot!).

If you need a different support, happy to evaluate your needs.

+C+

Cagliostro wrote: Fri Jul 11, 2025 4:21 am Hi there - those functions are present in the private/ commercial version of the Oracle, together with advanced functionalities. The free stuff I share is not meant to be automatized for free, beyond what the indicator offers as is (that is already a lot!).

If you need a different support, happy to evaluate your needs.

+C+

What I’d like to do—with full code sharing, as it’s the least I can offer—is develop a multi-oracle system that integrates additional indicators/oscillators to autonomously assess trade entries and operate within a specific time window based on backtesting results.

The idea is to create a system that avoids overtrading and aims for a maximum weekly target of 2%.

As an added feature, I’m also considering a COT report combined with an ((ADX, Stochastic, and RSI) matrix). It’s something I’ve been evaluating lately in terms of feasibility. I already have a nearly functional COT oscillator and a Python script using Pandas and other libraries to generate advanced charts for analysis. Integration with MT5 is also a possibility.

Over time, this could evolve into something more sophisticated and precise than the initial concept.

TRUE TREND

To celebrate BTC new ATH, congrats to everyone holding the beast, and please the mighty moey_dw, who declared that Dadas True Trend is the best trendline indicator around, here we have an improved and upgraded MT5 version. Credits to @Dadas for the original code.

Cagliostro wrote: Fri Jul 11, 2025 8:32 am TRUE TREND

immediate top ten indicator bravo

Cagliostro wrote: Fri Jul 11, 2025 8:32 am TRUE TREND

To celebrate BTC new ATH, congrats to everyone holding the beast, and please the mighty moey_dw, who declared that Dadas True Trend is the best trendline indicator around, here we have an improved and upgraded MT5 version. Credits to @Dadas for the original code.


image_2025-07-10_235751095.png


True Trend.ex5

Top 10 indicator for sure. You've created something of such importance, I don't think you realize just how special this is haha. The dashboard is on another level, even being set to a default "Next Higher Timeframe" is very meaningful. The only thing that would make it the most perfect trend line indicator for MT5 is if the dashboard was adjustable (color wise). It would be one hell of a complete price action system.

Thank you for coding and releasing this. Grazie mille, Cagliostro.

Cagliostro wrote: Fri Jul 11, 2025 8:32 am TRUE TREND

To celebrate BTC new ATH, congrats to everyone holding the beast, and please the mighty moey_dw, who declared that Dadas True Trend is the best trendline indicator around, here we have an improved and upgraded MT5 version. Credits to @Dadas for the original code.


image_2025-07-10_235751095.png


True Trend.ex5

I love this thread, thank you for all of the precision instruments... i CANT WAIT to use this haha

BIG UPDATE

Cagliostro wrote: Fri Jul 04, 2025 10:14 pm Sadukey

image_2025-07-04_140731631.png


Thanks to @mrtools coding for MT4 > post1295568087.html#p1295568087

I've found this sophisticated implementation of the differential Gaussian filtering, with an oscillating (+/-/+) pattern charateristic of Laplacian of Gaussians (LoG), Difference of Gaussians (DoG) and Mexican Hat Wavelets (MHW), also known as Ricker Wavelets.

The indicator calculates two primary buffers:

Buffer1: Based on (HLC4 + Close) / 2
Buffer2: Based on (HLC4 + Open) / 2

The trend is determined by the relationship between these buffers, not by price position relative to the indicator.

It's very different from traditional MAs and also from digital filters, like Ehlers' ones or Kalman, and it performs at best on higher TFs (H1+) in identifying turning points and reversals. It's worth more testing.

image_2025-07-04_135450672.png


Jul 13 Update, download it again.
-Multi-Instance Robustness: Reworked the core logic to ensure multiple instances of the indicator can run on the same chart with different settings (e.g., MTF and colors) without interfering with each other.
-Code Modernization: Replaced the legacy MQL4 drawing with a single, efficient DRAW_COLOR_LINE for a cleaner two-color display and improved performance.
-New Feature - ATR Noise Filter: Added an adaptive ATR-based filter to significantly reduce whipsaws in ranging markets and improve signal quality.
-New Feature - Full Customization & Alerts: Implemented comprehensive user settings including unique color presets, visual options, and a complete suite of trend-change alerts.
-Performance Overhaul & Bug Fixes: Optimized MTF calculations using ArrayBsearch for maximum speed and fixed critical bugs related to interpolation and data indexing to ensure accuracy and stability.


image_2025-07-13_140729948.png



MT5 version is not repainting in MTF mode.