Bonjour Nicolas,
Ci-dessous la description :
This is an experimental study that calculates filter values at user defined sample rates.
This study is aimed to provide users with alternative functions for filtering price at custom sample rates.
First, source data is resampled using the desired rate and cycle offset. The highest possible rate is 1 bar per sample ( BPS).
There are three resampling methods to choose from:
-> BPS– Resamples based on the number of bars.
-> Interval – Resamples based on time in multiples of current charting timeframe.
-> PA – Resamples based on changes in price action by a specified size. The PA algorithm in this script is derived from my Range Filter algorithm.
The range for PA method can be sized in points, pips, ticks, % of price, ATR, average change, and absolute quantity.
Then, the data is passed through one of my custom built filter functions designed to calculate filter values upon trigger conditions rather than bars.
In this study, these functions are used to calculate resampled prices based on bar rates, but they can be used and modified for a number of purposes.
The available conditional sampling filters in this study are:
-> Simple Moving Average ( SMA )
-> Exponential Moving Average ( EMA )
-> Zero Lag Exponential Moving Average ( ZLEMA )
-> Double Exponential Moving Average ( DEMA )
-> Rolling Moving Average (RMA)
-> Weighted Moving Average ( WMA )
-> Hull Moving Average ( HMA )
-> Exponentially Weighted Hull Moving Average (EWHMA)
-> Two Pole Butterworth Low Pass Filter (BLP)
-> Two Pole Gaussian Low Pass Filter (GLP)
-> Super Smoother Filter ( SSF)
Downsampling is a powerful filtering approach that can be applied in numerous ways. However, it does suffer from a trade off, like most studies do.
Reducing the sample rate will completely eliminate certain levels of noise, at the cost of some spectral distortion. The lower your sample rate is, the more distortion you’ll see.
With that being said, for analyzing trends, downsampling may prove to be one of your best friends!
Et voici un screenshot, cet indicateur est un très bon filtre de tendance.
https://www.tradingview.com/x/7Nfkph3S/
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