alexgrover

Template For Custom FIR Filters - Make Your Moving Average

Introduction

FIR filters (finite impulse response) are widely used in technical analysis , there is the simple or arithmetic moving average, the triangular, the weighted, the least squares...etc. A FIR filter is characterized by the fact that its impulse response (the output of a filter using an impulse as input) is finite, this mean that the impulse response won't have infinite outputs unlike IIR filters.

They are extremely simple to design to, even without the Fourier transform, this is why i post this template that will let you create custom filters from step responses. Don't hesitate to post your results.

How It Works

Originally you create your filters from the frequency response you want your filter to have, this is because the inverse Fourier