AIS Ind Basic Window Functions MT5
- 指标
- 版本: 4.0
- 更新: 6 九月 2022
- 激活: 15
可以使用各种窗口函数来平滑时间序列。窗函数的特性可能彼此完全不同——平滑程度、噪声抑制等。该指标允许您实现主窗口函数并评估它们在金融时间序列上的表现。
指标参数：
- iPeriod – 指标周期。 iPeriod >= 2
- iCenter 是窗口函数中心所在的参考索引。默认情况下，此参数为 0 - 窗口中心与指标中心重合。当 1 <= iCenter <= iPeriod 时，窗口函数的中心将移动，因此指标的某些特征将发生变化。在图 1 中，您可以看到中心的选择如何影响窗口功能和指标的显示。此参数可以以 0.5 为增量进行更改。
一些窗口函数使用附加参数 - ParameterA 和 ParameterB。它们会影响窗口权重。正因为如此，指标的特性发生了变化。该表显示了窗口函数和更改参数的限制（如果使用它们）。可以使用脚本 https://www.mql5.com/ru/market/product/72156 估计给定参数的窗口函数权重分布
| Window | Parameter A | Parameter B |
|---|---|---|
| Bartlett - Hann window | ||
| Blackman window | ||
| Blackman window exact | ||
| Blackman – Harris window | ||
| Blackman – Harris window approx. | ||
| Blackman – Harris window corr. | ||
| Blackman - Harris window opt. | ||
| Blackman – Harris window ref. | ||
| Blackman - Nuttall window | ||
| Bohman window | ||
| Cauchy window | 0 <= ParameterA | |
| Connes window | 1 < = ParameterA | |
| Cosine gen. window 1st | 0 <= ParameterA <= 100 | |
| Cosine gen. window 2nd | 0 <= ParameterA <= 100 | |
| Dolph - Chebyshev window | 0 <= ParameterA | |
| Flat Top window | ||
| Flat Top window approx. | ||
| Gauss window | 1 < = ParameterA <= 2*iPeriod | |
| Gauss window approx. | 1 < = ParameterA <= 2*(iPeriod+1) | |
| Gauss window conf. | 1 < = ParameterA <= 2*(iPeriod+1) | |
| Gauss window gen. | 1 < = ParameterA <= 2*iPeriod | 0 <= ParameterB |
| Hamming window | ||
| Hamming window opt. | ||
| Hann window | ||
| Hann double window | ||
| Hann - Poisson window | 0 <= ParameterA | |
| Hyperbolic tangent window | 0 <= ParameterA | 0 <= ParameterB |
| Kaiser window | 0 <= ParameterA | |
| Kaiser - Bessel window | 0 <= ParameterA | |
| Kaiser – Bessel window approx. | ||
| Karre window | ||
| Lanczos window | ||
| Lanczos kernel window | 1 <= ParameterA | |
| Log window | 1 <= ParameterA | |
| Logistic window | ||
| Modified cosine window | ||
| Nuttall's window | ||
| Parzen window | ||
| Planck - Bessel window | 0 < = ParameterA <= iPeriod/2 | 0 <= ParameterB |
| Plank-taper window | 0 < = ParameterA <= iPeriod/2 | |
| Poisson window | 0 <= ParameterA | |
| Rectangular window | ||
| Rife – Vincent 3rd window | ||
| Rife – Vincent 4th window | ||
| Silverman window | 1 <= ParameterA | |
| Sinusoidal windows | 0 <= ParameterA | |
| Smoothed rectangular window | 0 < = ParameterA <= iPeriod/2 | |
| Stepped window | 0 <= ParameterA | |
| Triangular window | 0 < = ParameterA | |
| Tukey window | 0 < = ParameterA <= iPeriod/2 | |
| Welch window | 1 <= ParameterA |
