What is FIR?
FIR (Finite Impulse Response) is an institutional-grade digital filter derived from aerospace and audio engineering. Unlike simple moving averages that weight all prices equally, FIR uses mathematically optimized weights to surgically remove noise while preserving the true market structure. Think of it as the difference between a butter knife and a scalpel.
What's New in ZEFIR?
This indicator solves the age-old problem of FIR filters: amazing noise reduction but terrible lag. By adding real-time extension algorithms, you get the best of both worlds - institutional-grade filtering with minimal delay.
Key Features
1. Advanced Window Functions
-Choose from 6 window types (Rectangular to Blackman-Harris)
-ALMA integration - Adaptive smoothing that lets you control where the filter "looks" (past vs recent data)
2. Zero-Lag Extension Modes
-ADAPTIVE: Smart projection using linear regression with decay - great for trending markets
-AGGRESSIVE: Ehlers Error-Correcting filter - ultra-responsive for scalping
See both the "true" FIR (solid line) and real-time extension (filling the gap)
3. Full Multi-Timeframe
-All MT5 timeframes (M1-MN1)
-Auto-select 1st/2nd higher timeframes
-Smooth interpolation option
-MTF Extensions not implemented in this version
Quick Settings Guide
Scalpers (M1-M15)Taps: 7-11, Window: Rectangular/Hanning, Extension: AGGRESSIVE
ALMA: Sigma 3-4, Sample 0.75
Day Traders (M15-H1)Taps: 15-19, Window: Hamming/ALMA, Extension: ADAPTIVE
ALMA: Sigma 5-6, Sample 0.6
Swing Traders (H1+)Taps: 21-31, Window: Blackman/ALMA, Extension: ADAPTIVE or OFF
ALMA: Sigma 6-8, Sample 0.5
Why It Works
FIR filters are the gold standard in signal processing - they preserve the true shape of price movements while removing noise. The problem? They lag by (Taps-1)/2 bars.
Our extension system fills this gap intelligently:
-You see the mathematically pure FIR signal (no distortion)
-Plus a smart projection to current price (no lag)
-Extensions repaint? Yes - they adapt in real-time (that's the whole point!)
ALMA Parameters Explained
-Sigma: Lower = more responsive (2-4 for fast markets, 6-8 for smooth trends)
-Sample: 0 = weight past prices, 1 = weight recent prices (0.5 = balanced)
Think of ALMA as a "smart moving average" that you can tune to focus where you want.
Based on John Ehlers' DSP research and Arnaud Legoux's adaptive filtering. Extension algorithms use regression analysis and error-correcting techniques for real-time response.
