This Noise Filter is build upon a logic of Hurst Exponent and MA-ATR %-Distance to Price and does a great job at filtering choppy trades and noise. The Hurst Exponent will analyze a time series and determine whether it is a geometric Brownian motion, mean reverting or trending and effective at filtering out whipsaws.
- Getting Started -
1. Add the Noise Filter to your Chart 2. Add one of my Indicator Modules to your Chart, such as the QQE++ Indicator 3. Select the Noise Filter in the Indicator Settings 2. Add the Backtest Module to your Chart 3. Select the QQE Indicator in the Backtest Settings
- Alerts for Automated Trading -
This module is coming soon and you will be able to create alerts for the QQE Signals as part of my framework. See my signature below for more information.
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Update v1.1
Can be now applied to any indicator to remove noisy signal
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Update v1.2 - Now a L2 module, so you can filter signals better from other L2 indicators