Thread: Trading Strategies Based On Digital Filters
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Old 11-11-2005, 08:28 AM
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There are several kinds of digital filters:

- FATL - Fast Adaptive Trend Line (suppression of high-frequency noise market cycles with very short periods of fluctuation);
- SATL - Slow Adaptive Trend Line (suppression of noise and market cycles with more longer periods of fluctuation);

- RFTL - Reference Fast Trend Line;
- RSTL - Reference Slow Trend Line (RFTL and RSTL are the analogues of MA in the sense of their delay for current prices);

- FTLM - Fast Trend Line Momentum;
- STLM - Slow Trend Line Momentum (FTLM and STLM show rate of changing (falls or growing) of FATL and SATL calculated similarly with Momentum indicator but using smoothing as a result of filtrations of the price);

- RBCI - Range Bound Channel Index (band-pass filter for filtration of low-frequency trend and high-frequency noise);

- PCCI - Perfect Commodity Channel Index (this indicator is similar with Commodity Channel Index CCI but having the different calculation).
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