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AIS Dual Lanczos Filter MT5


This indicator is a combination of two modified Lanzosch filters.

The first filter is used to extrapolate the price. Based on past values, it predicts a possible price movement within the current bar. That is, it shows what the price would be if past trends remained unchanged.

The second filter is for smoothing and averaging the price within the window defined by the filter level. Due to the selection of weight coefficients, this filter reacts most actively to the periodic component present in the price movement.

You can adjust the operation of the indicator using the EF and IF parameters. By selecting the EF and IF values, you can get signals about the beginning of trend price movements.

  • EF is the window size of the exponential filter. Valid value of EF = 0…255. And the number of bars processed in the calculation is 2*EF 1. The larger this parameter, the stronger the impact of the past values of the price series. The result is displayed on the chart with solid lines.
  • IF-adjusts the size of the averaging window. The value of IF = 0…255. The number of bars to be calculated is 2*IF 1. The higher the IF value, the longer periods in price movement are detected using this filter. The result is displayed on the chart with dashed lines.

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