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2010.06.09 10:23
Indicators

FIR_filter - indicator for MetaTrader 5

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Published by:
Vladimir
Views:
3628
Rating:
votes: 20
fir_filter.mq5 (2.41 KB)view

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 Software Corp.
Original code: https://www.mql5.com/ru/code/120

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