Overload List
| Overload | Description |
|---|---|
| FiniteImpulseResponse(String,Series,ElementValue,Double[]) | Calculates a Finite Impulse Response Filter. |
| FiniteImpulseResponse(Series,ElementValue,Double[]) | Calculates a Finite Impulse Response Filter. |
| FiniteImpulseResponse(SeriesCollection,ElementValue,Double[]) | Calculates a Finite Impulse Response Filter. |
Exceptions
| Exception | Description |
|---|---|
| ArgumentException | Thrown 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)