Re: MT4 Indicator requests and ideas

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loxx wrote: Sat Sep 17, 2022 2:43 am Question. does anyone have any FIR Digital Filter content for MT4/5? I'm looking for insanely heavy lifting code here, stuff that normally gets ignored due to complexity. I'm starting to map out most of the popular windowing functions used in FIR filters and I'm looking for some tried and true applications in trading that have been battle tested by others. I've found a few items, but no where near the amount of content I would expect. Let me know if anyone has a forum or some code repo that we could use to pull some ideas from here. thanks!
Sorry for the ignorant question, but what is a FIR Digital filter?
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Re: MT4 Indicator requests and ideas

16483
mrtools wrote: Sat Sep 17, 2022 2:01 pm Sorry for the ignorant question, but what is a FIR Digital filter?
Finite Impulse Response, specifically ones using the following windowing functions here: https://en.wikipedia.org/wiki/List_of_window_functions

The focus is on discrete-time signal processing.

Check out the book attached to this post if you want to dive deep. These basically variations of weighted moving averages, thats one way to think about them.
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Re: MT4 Indicator requests and ideas

16484
loxx wrote: Sat Sep 17, 2022 3:20 pm Finite Impulse Response, specifically ones using the following windowing functions here:

The focus is on discrete-time signal processing.

Check out the book attached to this post if you want to dive deep. These basically variations of weighted moving averages, thats one way to think about them.
Also part of this is getting to the point where we create our own filters. So basically we create out own moving averages. That's the goal with diving deep here.
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