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Recursive Median Filter

PostPosted: Sun Feb 11, 2018 6:18 am
by Apprentice
USDSEK H4 (02-11-2018 1114).png

As described in the article "Look, No Spikes! Recursive Median Filters" by John F. Ehlers, March 2018 issue of S & C magazine.
Recursive Median Filter.lua
(3.16 KiB) Downloaded 828 times

Recursive Median Oscillator.lua
(3.66 KiB) Downloaded 790 times

Tick Time Frame Recursive Median Filter.lua
(3.69 KiB) Downloaded 701 times

Tick Time Frame Recursive Median Oscillator.lua
(4.22 KiB) Downloaded 660 times


Re: Recursive Median Filter

PostPosted: Sun Apr 15, 2018 12:37 pm
by Paul W
Is it possible to create a "TWO RECURSIVE MEDIAN FILTER" - with alert

similar to "TWO TICK TIMED MOVINGES CROSS" ?

have tested, and compared

Recursive Median Filter appears to display fewer, and better alerts, than Two Tick Timed MAs

imo

Thanks

Re: Recursive Median Filter

PostPosted: Tue Apr 17, 2018 6:06 am
by Apprentice
Tick Time Frame Recursive Median Filter.lua & Tick Time Frame Recursive Median Oscillator.lua added.

Re: Recursive Median Filter

PostPosted: Tue Apr 17, 2018 6:54 am
by Apprentice
Two Tick Time Frame Recursive Median Filter Cross added.

Re: Recursive Median Filter

PostPosted: Tue Apr 17, 2018 9:58 am
by Paul W
My mistake

original error post was due to loading issues - my system - all features are working

----------------- upon further testing

have added 2 "Recursive Median Filter.lua" with settings I use

added "Two Tick Time Frame Recursive Median Filter Cross.lua" with identical settings (I believe)

when comparing, they should match-up (I believe) - attachment documents otherwise ?

or is there a setting I have omtted ?

thanks

Re: Recursive Median Filter

PostPosted: Wed Apr 18, 2018 1:32 pm
by Paul W
also have been able to duplicate "Two Tick Time Frame Recursive Median Filter Cross.lua" error

where "Recursive Median Filter.lua" with identical settings (I believe) loads without error ?

your assistance would be appreciated

thanks

Re: Recursive Median Filter

PostPosted: Thu Apr 19, 2018 3:31 pm
by Apprentice
Capture.PNG

As you can see here.
All three lines are the same.
Make sure that you have enough data loaded.
Because the current value is based on previous candle line values.
If gaps occur, try to use a higher duration.