TAILIEUCHUNG - Ehlers, John - Cybernetics Analysis For Stock And Futures_9

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 180 return nTmp FIGURE Continued TABLE 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 4 -0 24749 6 8 10 12 -1 41211 14 -1 58246 16 18 20 22 7507 24 26 28 30 32 34 36 38 40 Super Smoothers 211 FIGURE 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 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 .