量化交易系统

MT5-Signal Noise Indicator

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The Signal Noise Indicator is a non-parameterized oscillator generated by high, low and close noises.


Input

  • Period: Reference period of the Low Pass Filter, used for the signal detection.


Values

  • High Noise: maximum high noise;
  • Power High Noise: high signal strength, showed when the smallest noise occurs in the same signal direction;
  • Low Noise: maximum low noise;
  • Power Low Noise: low signal strength, showed when the smallest noise occurs in the same signal direction;
  • Close Noise: noise value at a bar closure.