The original was obviously generated by the Purebeam decompiler and is a bit hard to read when modifying.

The way the Laguerre filter works is quite complicated. It is often called a "time warping" filter as it messes around with the X-axis (time) by manipulating the difference between the group-delay and the phase-delay of the filter. Suffice to say that it filters with almost no lag, which is great for timing entries/exits.

Looking at the combined efforts on this thread I am moving from "cautiously optimistic" to genuine stirrings of excitement. It seems that this method really does work!! Maybe not on all pairs or all timeframes, but for those it does, it is staggeringly accurate.

PS. I have actually traded from the beach before using my SMS system! I can just call my broker in London who puts the trade on my account. When I get home it shows up in the MT terminal window.

I only do 0.1 lot on a £10K live account but the account is up 11% in a week. What can I say...

PS. Some background on me.... I have a First in Mathematics and a PhD in Astrophysics. I work freelance for the European Space Agency and NASA and have written code for the Space Shuttle. My main thing is mathematical analysis/synthesis and turning those algorithms into efficient and reliable code (can't affort too many "repaints" of the critical indicator when orbiting Saturn, a billion miles from home....)

No, I will not post source. You must allow a girl a few secrets....

The code modules conditionally compile, so stuff that is not wanted is not included in the final ex4, but all the routines are visible in the source whether included or not. A lot of it contains some potentially commercially very valuable ideas, especially on MM which I am talking to a hedge fund about at present.

While filling in a humungeous spreadsheet for my boss (v boring) I am using the MTF indy to scalp the EU M1 chart in the direction of the higher trends. Am making around 15 pips every 5-10 minutes. Quite fun!!

LOL! I wish some of my boyfriends had been as appreciative as you guys! Glad to help out.

OK, OK, I know it's probably stupid. But I am now making £100 on 5 minute trades. That's 1% in 5 minutes. And the banks are paying 1% a YEAR (LOL!!!).

Taking Paul's advice and stopping now. Am going to make an apple pie.

I hope we don't break the FF server....!!!!

http://www.forexfactory.com/showpost.php?p=2780675&postcount=292

I have no reason to doubt that the market is governed by the Laws of Physics, like everything else. Why? Because if the market were the only thing yet discovered in the Universe NOT to be governed by the laws of physics, that would be such a fantastic discovery we could just go to Stockholm and collect the $1m Nobel prize and forget about trading!!!

These are obviously digital filters as we are dealing with a sampled data system. Nearly all are FIR (finite impulse response) low pass filters. Nearly all indys remove "noise" by removing high frequencies. Hence "low pass".

However, filters like Laguerre, which arose in military radar applications, are much more sophisticated and use some fancy digital signal processing to achieve ultra-low lag while still filtering successfully.

Interestingly, my new indys are a kind of Kalman filter in that they use higher order derivatives to anticipate movement, just like a missile autopilot. There is no point in aiming AT a moving target as it will have moved by the time you get there. You need to aim AHEAD of the target.

In our case, we can flog thru the differential calculus and trade off FIR (finite impulse response) for IIR (infinite impulse response) and hence play with the phase response. This allows us to get the LAG right down to almost zilch.

Q: Just one question...Anne are you married??? A: Not very often... Anne

Paulus and I have received invitations to take this whole thing to a closed forum. We are very tempted to do this. It is very obvious who are the serious players and who are the timewasters. The former will receive private invitations to join the closed group. The latter will not.

http://www.forexfactory.com/showpost.php?p=2785149&postcount=523

Sam, You are a babe! You have saved me digging through a box of 10 year old CD's (mostly unlabelled!!) to find the PDF

http://www.forexfactory.com/showpost.php?p=2785470&postcount=599

You know how good swimming naked feels......? Well, this "naked trading" on almost empty charts is almost as good....!!