OPEN-SOURCE SCRIPT

Hann Window Amplitude Filter

Обновлено
This script is designed to implement a multi-signal Hann filter, which is essentially a movable Hann window filter. The purpose of this filter is to allow users to select the periods or frequencies that best align with their trading strategy or market analysis.

The Hann window filter operates by enabling the selection of either lower or higher frequencies. The period of the window is twice the number of signals you wish to filter. As you shift the window by the number of your signals, the signal on one side will have an amplitude of 0, while the other side will have an amplitude of 1.

Continuing to shift the window will result in new values of 0. This feature is particularly useful for further filtering the frequencies or periods that you want to focus on for your trading decisions.

In summary, this script provides a flexible and customizable tool for filtering signals based on their frequency or period, which can be a valuable addition to any trader's technical analysis toolkit.
Информация о релизе
Inclusion of a minimum base for the filter to test results with all periods having the same amplitude
Информация о релизе
Optimize to execute only when necesary, in the first bars and then remain constant
Added the coef variable to maintain the scale of the signal all factors now sum 1 maintaining the scale
Информация о релизе
Further optimizations and cleaning
amplitudeamplituydefilterfrequenciesmultiperiodmulti-timeframemultitimeframe

Скрипт с открытым кодом

В истинном духе TradingView автор этого скрипта опубликовал его с открытым исходным кодом, чтобы трейдеры могли понять, как он работает, и проверить на практике. Вы можете воспользоваться им бесплатно, но повторное использование этого кода в публикации регулируется Правилами поведения. Вы можете добавить этот скрипт в избранное и использовать его на графике.

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