# 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

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. • 200 days ago #

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

2. • 190 days 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:

3. • 166 days ago #

i dont think you understod the question.
i asked what this “sqrt(summation[50](PB*PB)/50)> nby” condition is for?
could you explain what that condition is meant to do?

• • 144 days ago #

Je cherche à traiter des effets de bords avec un encadrement ajustable des variables. Vous augmenter les gains en supprimant les inégalités avec “nbx et nby”. Vous dégradez d’autres ratios. A traiter au cas par cas suivant les marchés et ses préférences, objectifs, c’est mon idée…

4. • 163 days ago #

Hi,

Is this startegy suitable for daily SPY?

Regards

Register or

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