Hello,
I a total noob in programming indicators. So I hope, someone can help me a little bit. All my tests only generates errors. I can´t draw anything in the indicatorwindow... Maybe because im to dump

OK here is, what I want to realize:
I want to build a discrete Firstorder-Butterworth-Lowpass. The time-equation looks like this originally:

Output[i] = Var_A*Input[i] + Var_A*Input[i-1] - Var_B*Output[i-1]
Var_A and Var_B are two constants f.e. 0.245 and -0.509
Input[i] is the current Close
Input[i-1] is the last/older Close
Output[i] is the current output of this formula
Output[i-1] is the last/older output of this formula

Now we can simpliefy the equation to the following a little bit:
Output[i] = Var_A * (Input[i] + Input[i-1]) - Var_B * Output[i-1]

But I am not able to implement this in an indicator. It should be printed in the pricewindow, not in an extrawindow.

I have no experience in programming with fields, so i hope, someone can help me.
PS: To get the right values, in the indicator there must be a +, not a - to get the right bars(?).

Thanks for reading

Are here really no programmers?
Or is my text maybe not clear enough?
JustY

enjoy.

Attached Files

Butterworth.mq4 (1.2 KB, 131 views)

Thanks,
thats great

I worked a little bit with the indicator, its great wrk ralph, thanks again

In this version I insertet "right" filter-parameters. I have added two more indicatorlines.
Now we have a filtered channel of the highs, lows and close.

I think its nice for trenddetection.

But maybe you can help me once more ^^

I would like to add a second indicatorwindow under the chart. In this window should be displayed the signal of an FirstOrder-Highpass-Butterworthfilter. This would be good to "see" the noise in the market. So maybe you can help me again.

The timeequation for the highpass is the following:
y[i] = F * x[i] + F * x[i-1] - G * y[i-1]
But this is programmed. The var is calles output_noise
Can you help me, to display it in a extra window?

Thank you very much

Attached Files

Butterworth-ad.mq4 (2.1 KB, 72 views)

As far as I know, there is no escape, but you'll have to split it up into two indicators; one which displays in the main window, and one which displays in a separate window.

Hi again,
here is a Butterworth-Highpass of first order. The filterparameters are also calculated like the lowpass above. When you open the indicator, you can see the filtered noise in pips (red) and a sma of the noise (green).
In the next posting I will show my trading idea with those two indicators.

Attached Files

Butterworth-ad2.mq4 (1.6 KB, 63 views)

Here is my trading-idea:
indicators:
butterworth-ad with A=0.1367 B=-0.7265 (red)
butterworth-ad with A=0.0305 B=-0.9391 (yellow)
butterworth-ad2 with F=0.8633 G=-0.7265 (red - new ind. window, green is sma)

For an open-signal, both price-channels must show in the same direction(every line!). As a filter you have to use the sma of the highpass (green).
Long:
All six lines in the chartwindow have to rise upwards, and the green sma must cross the zeroline from - to +.
Short:
(invert long text)
Exits:
Maybe its able to use the sma for this, for example when you are long, you have to close the position, if the sma crosses from + to -.

Attached Images

eurusd01.JPG (199.4 KB, 253 views)