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fir_filter.mq5 (2.41 KB) view

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The indicator shows moving average, calculated using the digital filter. In this example the Hann Window is used.

You can use the other filter coefficients, just modify them in OnInit():

   for(int k=0;k<Per;k++)
   {
      w[k]=0.5-0.5*MathCos(2.*pi*(k+1)/(Per+1));
      wsum+=w[k];
   }

FIR_filter

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/120

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FIR_filter - indicator for MetaTrader 5