Low Band Pass Filter - LOWPASS


 

Parameters:

Description:

LOWPASS is a zero lag low bandpass filter similar to the Jurik indicator. It uses a Fast Fourier Transform to translate the input to the frequency domain, applies a low bandpass filter and returns the filtered signal in the real domain.  It is useful a general indicator similar to a moving average without the attendant lag.  It is extremely useful for smoothing other  indicators with a configurable delay.

There are two input parameters:
    
Width (0.0 to 0.5) adjusts the weighting exponent to alter the bandwidth of the filter i.e. the range of points considered by the filter.

Freq (0.001 to 0.2) (in frequency units) adjusts how responsive the filter is to variations in the input signal. Experimentation is suggested to find the best values. (note: if the fractional ranges turn out to be a problem for users, perhaps a range of arbitrary values could be mapped into the acceptable ones.)
   
The FFT routine used was written by Laurent de Soras and freely available for use (see notes in code).


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