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Digital Filters

#1
From Mladen Rakic:

Some of the digital filters in one place :

Hanning
Hamming
Blackman
Blackman / Harris
And (simply in order to demonstrate that almost anything can be a digital filter) :

rectangular - simple moving average
linear weighted moving average
triangular moving average

Image


Image


Recommendations:
Use it as any other moving average
Fir filters.mq5
(10.92 KiB) Downloaded 22 times


Re: Digital Filters

#2
From Mladen Rakic:

This is a variation of a digital filter using Hann windowing for filtering

with "speed up" factor set to 0, it is the same as original filter
any speed up factor > 0 makes it a bit more responsive
Image

The difference between the default (the green/red line) and the same period but with "speed up" factor set to 5
Image
Recommendations:
*Use it as any digital filter / average
*When using speed up factor, the greater the speed up factor the "faster" the filter will be but you might lose the smoothness. Some balance in this has to be found by experimenting with the speed up factor
Hann filter.mq5
(8.47 KiB) Downloaded 26 times
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