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FTLM_STLM Digital Filter
Exported using NT Version 7.0.1000.6
This is a set of indicators, which is based on the work of V. Kravchuk, who published an article on Maximum Entropy Spectral Analysis in the
Valutny Speculyant.
The indicators are freely available for MetaTrader, and I have translated them to NinjaTrader.
The indicator formulas show that they are highly curve fitted, probably to the daily charts of EURUSD about 10 years ago. Therefore they should be used with precaution.
The indicators include
FATL, SATL, RFTL, RSTL: The Fast Adaptive Trendline (FATL), the Slow Adaptive Trendline(SATL), the Reference Fast Trendline (RFTL) and the Reference Slow Trendline (RSTL) are four digital filters that were obtained by Maximum Spectum Entropy Analysis. These four filters can be displayed via the anaAdaptiveTrendlines indicator, which is included with the package.
FTLM_STLM: This is the Fast Trendline Momentum and the Slow Trendline Momentum. FTLM as calculated as the difference FATL - RFTL, STLM as the difference SATL - RSTL. Display via anaFTLMSTLM indicator.
Range Bound Channel Index (RBCI): Allows to identify overbought and oversold conditions by using all main market cycles.
Perfect Commodity Channel Index (PCCI): Shows the high frequency component of the current volatility.
Update July 20, 2011: Range Bound Channel Index and Perfect Commodity Index added.
Category
NinjaTrader 7 Indicators
Details:
FTLM_STLM Digital Filter
Category:
NinjaTrader 7 Indicators
July 20th, 2011
Size: 15.32 KB
Downloaded: 885 times
Keywords:
digitalfilters
fir
ftlm_stlm
rbci
stlm
fatl
ftlm
pcci
satl
953
Fat Tails
View Download Details
January 21st, 2015 09:34 PM
ElChacal
Great Indicator!
October 29th, 2014 10:45 AM
Bvend
September 29th, 2012 07:08 PM
registertrading
May 16th, 2012 05:11 AM
qualitiedx
Nice work poly kala
April 2nd, 2012 07:24 AM
georgest
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