OPEN-SOURCE SCRIPT
FIR Hann Window Indicator (Ehlers)

From Ehlers' Windowing article:
"A still-smoother weighting function that is easy to program is called the Hann window. The Hann window is often described as a “sine squared” distribution, although it is easier to program as a cosine subtracted from unity. The shape of the coefficient outline looks like a sinewave whose valleys are at the ends of the array and whose peak is at the center of the array. This configuration offers a smooth window transition from the smallest coefficient amplitude to the largest coefficient amplitude."
Ported from: { TASC SEP 2021 FIR Hann Window Indicator } (C) 2021 John F. Ehlers
Stocks & Commodities V. 39:09 (8–14, 23): Windowing by John F. Ehlers
Original code found here: traders.com/Documentation/FEEDbk_docs/2021/09/TradersTips.html
FIR Chart: traders.com/Documentation/FEEDbk_docs/2021/09/images/TT-Tradestation1.gif
ROC Chart: traders.com/Documentation/FEEDbk_docs/2021/09/images/TT-Tradestation1.gif
Ehlers style implementation mostly maintained for easy verification.
Added optional ROC display.
Style and efficiency updates + Hann windowing as a function coming soon.
Indicator added twice to chart show both FIR and ROC.
"A still-smoother weighting function that is easy to program is called the Hann window. The Hann window is often described as a “sine squared” distribution, although it is easier to program as a cosine subtracted from unity. The shape of the coefficient outline looks like a sinewave whose valleys are at the ends of the array and whose peak is at the center of the array. This configuration offers a smooth window transition from the smallest coefficient amplitude to the largest coefficient amplitude."
Ported from: { TASC SEP 2021 FIR Hann Window Indicator } (C) 2021 John F. Ehlers
Stocks & Commodities V. 39:09 (8–14, 23): Windowing by John F. Ehlers
Original code found here: traders.com/Documentation/FEEDbk_docs/2021/09/TradersTips.html
FIR Chart: traders.com/Documentation/FEEDbk_docs/2021/09/images/TT-Tradestation1.gif
ROC Chart: traders.com/Documentation/FEEDbk_docs/2021/09/images/TT-Tradestation1.gif
Ehlers style implementation mostly maintained for easy verification.
Added optional ROC display.
Style and efficiency updates + Hann windowing as a function coming soon.
Indicator added twice to chart show both FIR and ROC.
Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.