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Andrew, try the "EMA-filtered" and some of the other MS code at:
http://users.bigpond.com/prominex/pegasus.htm#metastock
jose '-)
--- In equismetastock@xxxxxxxxxxxxxxx, "andrew_slemko"
<andrew_slemko@xxxx> wrote:
> Has anyone coded any indicators using digital signal processing
> filters to the price pattern itself? If so are you willing to share
> them?
>
> It is quite cutting edge. I was quite interested to see Ehler's new
> book (released just a month or two ago).
>
> Price patterns and/or derivative indicators can be considered the
> same as speech or audio waveforms, and the same filters and
> signal conditioning techniques used for advanced digital voice
> processing, for radio reception to pull audible signals out of high
> interference, and for speech frequency shaping tools - can all be
> employed to smooth response, separate signal from noise, and
> selectively filter in or out that which is desired, from the price
> pattern. Of course its no magic bullet, but it is far and away
> superior to using traditional "filters" like moving average,
> momentum, etc.
>
> Andrew
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