Hann Window Amplitude Filter

2023년 6월 1일

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.

2023년 6월 1일

릴리즈 노트

Inclusion of a minimum base for the filter to test results with all periods having the same amplitude

2023년 6월 2일

릴리즈 노트

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

2023년 6월 2일

릴리즈 노트

Further optimizations and cleaning