Trade Station Formula Golden Rule: Do You Have Recursive Filter Characteristics?

This article introduces common recursive filters in TradeStation formulas, including FIR and IIR structures. It lists some common moving averages and filter types such as simple moving average, weighted moving average, exponential moving average, etc. Additionally, it mentions the principles and applications of the Kalman filter as a type of recursive filter. The article emphasizes that recursive filters are suitable for real-time systems and have the ability to adapt and adjust to changes in market conditions. Finally, it provides a list of common types and application areas for both recursive and non-recursive filters.

通达信公式淘金秘诀:是否具备递归滤波器特征

本文介绍了通达信公式中常见的递归滤波器,包括FIR和IIR结构。其中列举了一些常见的均线和滤波器类型,如简单移动平均、加权移动平均、指数移动平均等。此外,还提到了Kalman滤波器作为一种递归滤波器的原理和用法。文章指出,递归滤波器在实时系统中适用,并且具备自适应性和适应市场风格变化的能力。最后,还列举了递归滤波器和非递归滤波器的常见类型和应用领域。

blackcat1402
blackcat1402
This cat is an esteemed coding influencer on TradingView, commanding an audience of over 8,000 followers. This cat is proficient in developing quantitative trading algorithms across a diverse range of programming languages, a skill that has garnered widespread acclaim. Consistently, this cat shares invaluable trading strategies and coding insights. Regardless of whether you are a novice or a veteran in the field, you can derive an abundance of valuable information and inspiration from this blog.
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