Digital Filter indicators for MT4

Hello all, 

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  

Re: Digital Filter indicators for MT4

Learn how to gain an advantage in trading by using Digital Indicators Technical Analysis!
[disk_stm_b3]You are a trader, or are going to be?

Then you should know that the work of traders and financial market analysts fundamental and technical analysis is used.

Fundamental analysis we now leave aside, but on the technical analysis of talk in more detail.

Surely you know such a common indicator, as a moving average. It is used by all and sundry, ranging from traders, analysts and statisticians ending.

Unfortunately, the widespread distribution of this indicator, as well as many others, such as RSI, MACD and others, led to the fact that the signals on these indicators almost DO NOT WORK .

Digital Indicators Technical Analysis
Here is what Mark Jurik, a recognized expert in the West on technical analysis indicators, about the classic indicators (ie, such as moving average and other indicators, the default built-in to your trading platform):

"Beware of using traditional indicators. Thousands of novice traders use them, and their signals have long discounted and discounted by the market. In order to gain an advantage, be an innovator, and look for indicators of the highest quality ..."

Mark Yura,
founder technical analysis Jurik Research

Mark Jurik in America, just committed to developing the most superior quality indicators. It should be noted, its indicators are really good. But the question now is not about them, and the fact that the common indicators DO NOT WORK , or work very badly.

It has long been attempts to improve, alter, change the moving average. Many napridumali all indicators with exponential smoothing, a triangular-weighted, God knows how. But it all haphazardly and chaotically, without any theoretical framework and method.

What I'm getting at?

From the point of view of the theory of time series analysis, everything technical analysis indicators - the so-called digital filters.

Digital filters, indicators built on a scientific basis, were first described in an article by Vladimir Kravchuk, as discussed below, and it is unusual lights synthesized using SYSTEM method.
These indicators, and I want you to imagine. Here's a picture of Vladimir Kravuka articles:


The first indicator - Fast Adaptive Trend Line

FATL (Fast Adaptive Trend Line) - «fast" adaptive trend line is obtained using a digital filter with a small low frequency cut-off period.

The second indicator - Slow Adaptive Trend Line

SATL (Slow Adaptive Trend Line) - "slow" adaptive trend line is obtained via a digital low-pass filter with a large period cutoff

third indicator - Reference Fast Trend Line

Support "fast" trend line.

The fourth indicator - Reference Slow Trend Line

Support "slow" trend line.

The fifth indicator - Fast Trend Line Momentum

shows the rate of change (fall or rise) FATL and indicator Momentum is calculated similarly by the formula: FTLM (k) = FATL (

k) -RFTL (k) The sixth LED - Slow Trend Line Momentum

shows the rate of change (drop or growth) SATL and evaluated similarly Momentum indicator according to the formula: STLM (k) = SATL (

Seventh indicator - Range Bound Channel Index

band-limited channel index - calculated by means of a bandpass filter.

Eighth indicator - Perfect Commodity Channel Index

Perfect Commodity Channel Index - calculated by the formula: PCCI (k) = close (

Indicator signals
Often ask - how to interpret your indicators?

The basic rules of interpretation and the principle of the indicators described in the article by Vladimir Kravchuk .

In addition to them, here are some clear signals that you can use (for example, the daily chart of EUR / USD):


Signal occurs when FATL RFTL intersects at right angles with the falling down RFTL. The same signal can up taking into account the provisions of the indicators.


Signal steady trend. It occurs when the minimum RSTL, clearly shows the beginning of a steady uptrend. The same thing - with a maximum RSTL shows on a downward trend.

Extremely useful RBCI indicator. In the picture displayed indicator behavior when approaching the boundaries of their dynamic, and thus the subsequent price action. I think, understand how to interpret signals from RBCI.

This is not all the signals and rules, there are many more, and they are much more accurate on standard, classic indicators such as moving average, and others.

The history of the development of Digital Indicators
In 2002, I came into possession of articles analyst at Alfa Bank, Vladimir Kravchuk, where he described his method of charting created AT & CF, and invites all traders and analititkam pay attention to the use of the theory of digital filtering of analyzing the market.

At that time I worked on the creation of the trading system and could not pass up these articles. In these articles, Vladimir Kravchuk and described for the first time, the method of the above indicators AT & CF - FATL, SATL etc.

Of course, I set a goal to synthesize these indicators, and after a while I did it. Indicators worked well.

About a year later I decided to make an easy-to-use version of the indicators for all interested traders and analysts. We have made it and you can get it on this site.

Sometimes wonder - how close are your lights to those described in the articles Kravchuk?

The answer is - they are not identical, because we do not IMEM V.Kravchuka access to the development, in addition to his public papers, but the indicators are very close. If we compare the behavior of the graphs of the articles, the differences in behavior are almost invisible and do not affect the decision-making.

Besides - Principle indicators of the same, although our indicators have been developed completely independently on the basis of public articles, Vladimir Kravchuk.

We did not change the names of their indicators, so as not to confuse the reading of Article Vladimir Kravchuk.

By the way, these articles you can read freely available under Articles

It will be very helpful to you. Do it.

I want to note that the indicator itself a method of analysis can be improved, and what we will do in the future. Not all the development we are publishing in open access, but for our customers will be a significant advantage in the future.

That's actually the whole story.

Re: Digital Filter indicators for MT4

Dynamic Double Zone Digital filters averages - trend score 2_1

Yet another variation but this one is using the no lag double smoothed averages in order to smooth and calculate trend score,having that possibility,we have a total of 60 types of averages available in this calculation now (+20 types of prices) .... 30 averages - all double smooth-interpolated mtf-user friendly and alerts
Indicator is just a tool.

Use it only if it can benefit you. Leave it if you don't know how to use it optimally.

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