Cluster Filter indicator belongs to the category of cluster filters, in which the delay is eliminated. Its main purpose is to filter, for example, the Moving Average, and its modifications – to filter any other data source.
Most of you know that over time, many trading systems and indicators stop working. The reason is that market quotes are not stationary. That is, Cluster Filter are designed to solve the problem of the problem of non-stationarity. Read more about this here. The indicator Cluster Filter is created according to the principle described in the above article.
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