cladi53 wrote: Wed Aug 28, 2024 4:03 am
Hello Mr tools and crew, hope have fun, can you tell me if this channel indi repaint? and what are based to make it?. Thanks soo much un advance.
From Mladen:
It is a digital filter based on sync() function. In short sync is defined as sync(n) = sin(n*Pi)/(n*Pi) and is, as it is obvious, using a syne wave like shaped coefficients for filtering - smoothing.
But, there is a but : sync can not be used "as is" for that purpose or one will get surprised with the result "jumping around" for different calculating lengths (I know at least one person that did not know that and was even bragging with a "fastest moving average there is" based on sync() and I suppose that by the time he discovered that "jumping effect" al he was left to do is to disappear from internet scene). For purpose of avoiding that, windowing is used. In this indicator I "overdid" a bit and made almost every window variation that is found in wikipedia (here is a link with rather good description of different types of window functions : Window function - Wikipedia, the free encyclopedia ).
After this description, now about some of the parameters. The 3 most important parameters are the frequency cutoff, the filter (window) type and the "causal" parameter.
Filter type can be :
0 - Hamming
1 - Hanning
2 - Blackman
3 - Blackman Harris
4 - Blackman Nutall
5 - Nutall
6 - Bartlet zero end points
7 - Bartlet Hann
8 - Hann
9 - Sine
10 - Lanczos
11 - "flat top"
Frequency cutoff can vary between 0 and 0.5. General rule is that the greater the cutoff is the "faster" the filter is, and the smaller the cutoff is the smoother the filter is.
And the most "problematic" parameter : the causal. In original filters (in digital signal processing) they are mostly using a non-causal (centered) mode since that way they can get a much clearer signal and a delay in a couple of hertzs is not noticeable at all. But in TA it can cause problems. So I decided to have an option to have a causal (non-recalculating, non-centered mode) and a non-causal (recalculating centered mode). One may ask why did I leave the non-causal mode. Well, for estimations, and for some other possible applications, And I like the extrapolation method used in it (it makes the possible error less and less depending on distance from current bar). Recalculation takes is (period-1)/bars (for example for a 15 period filter 7 bars can recalculate : 7th very little, 6th a bit more and so on ... I think that explains the how extrapolation is done) . Here is a comparison of the 2 modes (15 period, 0.01 Bartlet-Hann window types) :
If causal = true, no recalculating.
