Building a trading system using digital low-pass filters - page 32
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all noise was because the author of the dialogue denied correctness of realization of his filter
until by efforts of public
- was found publication of scientific works of Donetsk University, two authors, from where was taken the author's prog,
As a result A. Smirnov finally stopped denying correctness of their filter realization.
Further test showed,
- the filter has edge effect
- very bad smoothing window width is about 6 times bigger than muving of the same "smoothness", in real calculation - hundreds of bars.
-with a small window width, 4...8 bars corresponds to an unfiltered Slose
Сам вопрос:
Is there no problem with these digital filters?
There is a problem.
You're wrong!
'FIR filters'