DonovanWall

Resampling Filter Pack [DW]

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!
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コメント

thanks for sharing this great work! it would be very interesting to combine novel moving averages together with filters ;)
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thansk for this inc, is this work at 1D and 15 mint chart
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DonovanWall tapandave
@tapandave, Yes, this script is not timeframe specific. You can use it on any chart you'd like.
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tapandave DonovanWall
@DonovanWall, thanks for reply, keep going , post more amazing indicators.
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Still learning support/resist levels.
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DonovanWall Mostakim32
@Mostakim32, For some added clarity, the plotted levels in this script show the last value price was sampled at. The main intention is simply to provide a reference for the last sampled bar and price for easy visual tuning. You could use them for S&R, I suppose, but that's not the specific intention.
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Wesome sate up sir.
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Hello DonovanWall, appreciated your sharing this powerful stuff in our community, wish happy trading <3
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This publication is now featured in our Editors' Picks. In the name of all TradingView traders, thank you for your valuable contribution to the TradingView community, and congrats!
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