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.
릴리즈 노트
Update v1.1
Can be now applied to any indicator to remove noisy signal
릴리즈 노트
Update v1.2 - Now a L2 module, so you can filter signals better from other L2 indicators