The pictures attached show parameters of Low Pass Filters. The axis X of the picture 1 is a period, and on the picture 2 is a frequency.

Pass band cutoff frequency of LPF, P1 (bars):
- the cutoff expressed in bars. All swings of the price of the period more than P1 will be suppressed. In classical MA it corresponds to the moving average period.

Stop band frequency, D1 (bars):
- transient period. The recommended value for FATL is 2 days. For slow filters such SATL the difference between D1 and P1 need to be more significant.

Ripples in the pass band, R (Db):
- That value needs to be set up as low as possible in order to decrease distortions.

Stop Band attenuation, A1 (-dB):
- That value defines attenuation in stop band region. The recommended value is - 40dB that corresponds to 100 times attenuation.

Delay, Bar:
- That value defines a delay of the digital filter expressed in bars, for RFTL and RSTL to be more smooth and predictable.

For the FATL or KGLP the recommended parameters are P1=10; D1=8; R=0.0864, A1=-40; and Delay=0;
or 13; 10; 0.06; -40; 0;
or 25; 13; 0.001; -60; 0.

For the SATL/KGLP:
79; 35; 0.039; -40; 0; or
49; 25; 0.024; -40; 0; or
50; 26; 0.001; -60; 0.

For RFTL and RSTL the recommended parameters are the same with KGLP but delay should be above zero integarl number.

But we may use our own settings according to the pairs, timeframe etc.

Attached Images

	lowpass1.bmp (61.7 KB, 2221 views)
	lowpass2.bmp (61.4 KB, 2003 views)