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Re: Averages for cme_hh_trader



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Mark Johnson wrote
>I myself tend to avoid FIR filters and instead gravitate
>to IIR filters, because they often have a transfer function
>that can realized in an analogue electronic circuit built
>from resistors and capacitors.  Which makes for an enjoyable
>discussion under the heading "Resistor-Capacitor Circuits
>for Fun and Profit."

I have written a tutorial about how to create basic IIR filters,
both highpass and lowpass, and how to cascade them.  It includes
a layman's derivation of the formulas, ready-to-use formulas for
Bessel, critically-damped, and Butterworth lowpass and highpass
filters, including cutoff adjustment factor for cascading them,
and graphs of the response curves for each.

http://unicorn.us.com/trading/allpolefilters.html

EL code for the 2-pole lowpass/highpass filters is at
http://unicorn.us.com/trading/src/_filter2pole.txt

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