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- asm8086 replied Jan 15, 2010
Tweaked ULLMA — Hi novatago, Here's the Matlab code to design the "asm8086" filter (posts #526 & #527) : %---------------------------------------------------------------------------- N=39; BIN=1; WIN=3; ITP=4; ...
- asm8086 replied Nov 13, 2009
Clutter Filter — Hi all, This is one of my first clutter filter attempt, not perfect yet, but as you can see most of my rejected bars (in yellow in my chart) coincide very well with the first CB chart (the white bars), although I reject a ...
- asm8086 replied Nov 6, 2009
Codebreaker vs Igorad — Purley, what is a "smoothed sine weighed SMA" or a "pole smoother" ? And what do you want to say with "I have seen CB's ullma(I am not going to share it)" ? CB's MAs are simply Sinc (cardinal sine) Lowpass filters. I ...
- asm8086 replied Nov 4, 2009
TopCat Filters — BTW, I made a clone of the first CB's chart (post #1). You can download my Matlab code here : file . Only run the Codebreaker.m function to get the following chart : image The algorithm : 1. Smooth the H1 candlesticks with ...
- asm8086 replied Oct 15, 2009
ULLMA vs SMA — I don't agree when CB said his filter's smoothing factor is equivalent to a 39 bar SMA. It's not because your filter's length is 39 the cutoff period is 39. So we have to compare the CB's ullma type 0 and my filter with a 6 bars ...
- asm8086 replied Oct 15, 2009
Lag — The most important is the phase delay (the lag), and when the phase delay is negative, this want to say that the filter is predictive (at least partially). Mine is below zero for all periods from +inf to 105 bars image image
- asm8086 replied Oct 14, 2009
ullma — Hi All ! for those still interested in ultra low lag filters that CB talked about here (on page 10) : url , I made an exact replication of the 4 filters in MQL4 and Matlab language : file . image image image Also, playing with ...
- asm8086 replied Feb 9, 2009
The result of EMD/DESA analysis on GBP/JPY M15
- asm8086 replied Apr 1, 2008
The Hodrick-Prescott filter works perfectly to get the trend (the Dickey-Fuller test show that the residue is stationary), but it's non-causal ! If someone have an idea to utilizes it even so... The first figure shows the bid GBP/JPY M15 (open ...
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