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- flyboy replied May 13, 2010
Fixed it. It was a coding error on my part. So now I have a decent hull moving average, a sinc filter (with lag) and a butterworth filter (without lag). The butterworth still seems to have more lag than the hull moving average though. PS: does ...
- flyboy replied May 12, 2010
Okay here's the butterworth filter. It tracks very nicely but doesn't smooth terribly well. Playing with the period doesn't affect things at all as far as I can see.
- flyboy replied May 10, 2010
sinc filter lag. — Forgive me for dragging up old material. I've just implemented a sinc filter in my trading system, and I've found my implementation has horrible lag. I was under the impression that a sinc filter had low phase lag. Am I ...
- Posts by Member Search: 'flyboy'