Universal Digital Filter: A Game-Changer for MetaTrader 5 Traders

Meet the Creator:

Sergey Ilyukhin, the mind behind the "Digital Methods Generator" methodology, has brought us an innovative tool for traders.

The Universal Digital Filter is designed to simplify the creation of digital filters within your MetaTrader 5 platform. With this handy MQL5 filter, there’s no need to mess around with other digital filters—this one does it all!

If you’re looking to dive deeper, check out the article "Practical Implementation of Digital Filters in MQL5 for Beginners" for a comprehensive guide.

To get started, simply place the DF.dll file in the following directory: \MetaTrader5\MQL5\Libraries\.

Important! To ensure that DF.dll works as intended, you’ll need three additional DLL files: bdsp.dll, lapack.dll, and mkl_support.dll. These files handle crucial mathematical operations and should be placed in either C:\Windows\System32\ for 32-bit systems or C:\Windows\SysWOW64\ for 64-bit systems.

Before you jump in, make sure to check the following:

Ensure the "Allow DLL imports" option is checked in Tools → Options → Expert Advisors;
Confirm that the mathematical libraries (bdsp.dll, lapack.dll, mkl_support.dll) are in the correct folder.

Input Parameters Explained:

Ftype - Choose your filter type:
  0 - LPF (FATL/SATL/KGLP);
  1 - HPF (KGHP);
  2 - Band-pass (RBCI/KGBP);
  3 - Rejection (KGBS).
P1 - Cut-off period (bars);
D1 - Transient process cut-off period (bars);
A1 - Attenuation in rejection band (dB);
P2 - Second cut-off period (bars);
D2 - Second transient process cut-off period (bars);
A2 - Second attenuation in rejection band (dB);
Ripple - Pulsations in pass band (dB);
Delay - Delay (bars).