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Tham khảo tài liệu 'ehlers, john - cybernetics analysis for stock and futures_9', tài chính - ngân hàng, đầu tư chứng khoán phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 210 CYBERNETIC ANALYSIS FOR STOCKS AND FUTURES Convert Degrees to Radians function DegToRad nValue var nTmp nTmp nValue Math.PI 180 return nTmp FIGURE 13.12 Continued TABLE 13.4 Three-Pole Super Smoother Filter Coefficients Y C 0 X 0 B 1 Y 1 B 2 Y 2 B 3 Y 3J Cutoff Period C 0 B 1 B 2 B 3 2 1.361195 -0.33625 -0.02682 0.001867 4 0.805867 0.398405 -0 24749 0.043214 6 0.402981 1.08099 -0.60712 0.123145 8 0.22088 1.505892 -0.93465 0.20788 10 0.132326 1.783327 -1.20026 0.28461 12 0.085031 1.976163 -1 41211 0.35092 14 0.057706 2.117205 -1 58246 0.407548 16 0.04089 2.22456 -1.72139 0.455938 18 0.029999 2.308883 -1.8364 0.497514 20 0.022647 2.376806 -1.93294 0.533488 22 0.01 7507 2.432658 -2.01501 0.564848 24 0.01381 2.479376 -2.08557 0.592385 26 0.011083 2.51902 -2.14683 0.616731 28 0.009027 2.553078 -2.2005 0.638395 30 0.007451 2.582648 -2.24788 0.657784 32 0.00622 2.60856 -2.29001 0.675232 34 0.005246 2.631451 -2.32771 0.691011 36 0.004465 2.651819 -2.36163 0.705347 38 0.003831 2.670059 -2.39232 0.718425 40 0.003313 2.686486 -2.4202 0.730403 Super Smoothers 211 FIGURE 13.13 Transfer Response of a Three-Pole Super Smoother Filter KEY POI VTS TO REMEMBER A Regularized filter has smoothing superior to that of an exponential moving average because an extra pole in the transfer response is introduced. The a and X parameters of the Regularized filters can be independently assigned. The optimum relationship between a and X for a flat passband response is approximately a exp 0.16 X . A Butterworth filter is an analog filter whose response is maximally flat at zero frequency. A Butterworth digital filter is generated via an approximate translation from the analog version. Butterworth filters can have an arbitrarily large number of poles. The passband of Butterworth filters is prescribed by a single parameter. That parameter is the Cutoff Period where the attenuation of the filter is 3 dB. The Super Smoother filter is formed by retaining the IIR part of a Butterworth digital .
