SuperBandPass Filter strategy – DAX H4

SuperBandPass Filter strategy – DAX H4

Algorithm built by @ebous64 around the base indicator established by PRC SuperBandPass

In Incubation since December 2021. Not tested in real life.

Long on filter crossing above its -RMS line

Short on filter crossing below its RMS line

Long position output when filter passes below RMS, or below -RMS, false input signal

Short position output when filter passes above -RMS or above RMS (meaning false input signal)

Less logical additions possible: Short only (or complementary) at -RMS (long) and RMS (short) line crossings

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Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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  1. snucke • 11 days ago #

    could you explain this “sqrt(summation[50](PB*PB)/50)> nby”?
    what does it mean and what does it do?

  2. ebous64 • 23 hours ago #

    RMS = Root Mean Square
    Standard deviation calculated over a sufficiently long period (significant) to make it a mean reversion signal and from there to trade orders.

    PB = Pass Band
    Equation for the passband (PB) variable in closed form by taking the difference of the two EMA Z-transform responses.
    Ability to write each EMA and take their difference :
    EMA = a*Price+(1-a)* EMA with a as a fraction (of the price)

    Two Responses = Two exponential moving averages used as a Low Pass filter with two different frequencies ( 1:Period)

    Other points:
    The subtraction cancels without offset the low frequency signals common to the two initial filters.

    To go further, author’s article:
    https://store.traders.com/stcov341supa.html

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