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RicardoSantos
Oct 23, 2019 5:02 PM

[RS]Signal to Noise Bands 

Euro Fx/New Zealand DollarFXCM

Description

EXPERIMENTAL:
Bands using Signal to Noise Calculation.
The bands calculation is similar to bolingers in the aspect that both use standard deviation.

Release Notes

Fixed null value and added a rescaling factor.
Comments
gorx1
Cool stuff

I would've tried using custom filter as basis (Hull or smth alike, the point is it should be fast & have a nice overshoot), and also some custom filter for variance (filtered |avg| error from the basis)

In DSP we can be very creative. I think I've dealt with different ways how to construct basis, made some good formulas, but with variance in DSP terms it's more complicated. Location filters like overshoots, but variance filters don't xd
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