Calculates a Finite Impulse Response Filter.
Syntax
Parameters
- s
- The financial series where the first element is the traded price on the most recent period,
the second element is the traded price of the previous periods and so on, for the asset under
consideration.
- 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.
Return Value
A series where the first element is the FIR of the asset on the most recent period considered,
the second term is the FIR on the period before that and so on.
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
See Also