dotnetCHARTING Send comments on this topic.
FiniteImpulseResponse(SeriesCollection,ElementValue,Double[]) Method
See Also 
dotnetCHARTING Namespace > FinancialEngine Class > FiniteImpulseResponse Method : FiniteImpulseResponse(SeriesCollection,ElementValue,Double[]) Method


sc
A collection of series objects. For example, to evaluate this indicator for two series you will need to pass a series collection containing this two series.
elementValue
Specifies the particular element value (for example High, Low, Close or Open of the financial time series) which will be considered within this indicator evaluation. In particular, if you wish to use the element value high then you should pass the parameter High. In a similarly fashion if you wish to use the low, close or open, then you should pass the parameter Low, Close, Open, respectively.
weights
A double array which represent the different weights associated with the given prices.
Calculates a Finite Impulse Response Filter.

Syntax

Visual Basic (Declaration) 
Public Overloads Shared Function FiniteImpulseResponse( _
   ByVal sc As SeriesCollection, _
   ByVal elementValue As ElementValue, _
   ByVal weights() As Double _
) As SeriesCollection
Visual Basic (Usage)Copy Code
Dim sc As SeriesCollection
Dim elementValue As ElementValue
Dim weights() As Double
Dim value As SeriesCollection
 
value = FinancialEngine.FiniteImpulseResponse(sc, elementValue, weights)
C# 
public static SeriesCollection FiniteImpulseResponse( 
   SeriesCollection sc,
   ElementValue elementValue,
   double[] weights
)

Parameters

sc
A collection of series objects. For example, to evaluate this indicator for two series you will need to pass a series collection containing this two series.
elementValue
Specifies the particular element value (for example High, Low, Close or Open of the financial time series) which will be considered within this indicator evaluation. In particular, if you wish to use the element value high then you should pass the parameter High. In a similarly fashion if you wish to use the low, close or open, then you should pass the parameter Low, Close, Open, respectively.
weights
A double array which represent the different weights associated with the given prices.

Exceptions

ExceptionDescription
ArgumentExceptionThrown if the length of the given series, s, is less than the length of weights double array or if any elements of the s is strictly negative.

Remarks

This is a type of smoothing filter that assigns different weights to prices from the past.

Evaluation

The FIR indicator is evaluated by the following formula:
FIR = ((historicalValues[i]*weights[0]) + historicalValues[i-1]*wights[1] + ...)/(Sum of weights)

See Also

© 2018 All Rights Reserved.