Description
The FIR (finite impulse response) Hann is an indicator that filters the data to find the balance between the simple moving average's filtering capability and its lagging. This filter uses a weighting system for data points: the data points are assigned weights consistent with raised cosine. Most of the weight is given to data around the middle of the indicator's length, and least of the weight is given to data points at the beginning and the end of it.
The calculation of this filter is consistent with the formula of the Hann window function.
Input Parameters
| Parameter | Description |
|---|---|
price
|
The price to which the FIR Hann is to be applied. |
length
|
The length of the FIR Hann filter. |
Plots
| Plot | Description |
|---|---|
Hann
|
The FIR Hann plot. |
Example*
FIR_Hann with other windowing filters
*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.
Past performance is no guarantee of future performance.