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Stefan Stefan 25.09.2017

Afirma Indicator

A rare but very consistent indicator is available in the code base from now. Autoregressive finite impulse response moving average (afirma). It contains multiple digital filters under the hood (Windows of Hanning, Hamming, Blackman, Blackman-Harris). By themselves these algorithms are precise but delaying. Therefore the endpoints are presented in this tool, the number of which is equal to the delay period. The filtered values are smoother by a cubic spline fitting with using the least squares method. As a result, PTMC traders obtain the prime moving average that accurately tracks the prices without a time lags.


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