MetaTrader 5 MT5 Indicators FIR_filter – indicator MetaTrader 5

FIR_filter – indicator MetaTrader 5

The indicator shows moving average, calculated using the digital filter. In this example the Hann Window is used.

You can use the other filter coefficients, just modify them in OnInit():

   for(int k=0;k<Per;k++)
   {
      w[k]=0.5-0.5*MathCos(2.*pi*(k+1)/(Per+1));
      wsum+=w[k];
   }

FIR_filter


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Alternative:   McGinley dynamic average - indicator MetaTrader 5