Visual Basic (Declaration) | |
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Public Overloads Shared Function FiniteImpulseResponse( _ ByVal sc As SeriesCollection, _ ByVal elementValue As ElementValue, _ ByVal weights() As Double _ ) As SeriesCollection |
Visual Basic (Usage) | Copy Code |
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C# | |
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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.
Exception | Description |
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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. |
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)