Low-Latency TriX Smoothing with Harmonic Filtering

Summary

The document describes an indicator that smooths a TriX time series by filtering higher-order harmonics. It presents this as a general technique that can also be applied to other indicator outputs, with the stated advantage of practically zero latency. The indicator settings include the TriX period and applied price, a power-of-two series length, a smoothing coefficient, and a horizontal shift.

The smoothing coefficient controls which frequencies in the resulting spectrum are zeroed out. It cannot exceed the spectrum size; at its maximum, the TriX series is repeated rather than smoothed. The document provides parameter descriptions but no chart-based evaluation, trading results, or comparison with alternative filters. It therefore explains the indicator's construction and controls, but does not establish whether its smoothed signals improve trading performance or how they behave across markets and time frames.

Key ideas

• The indicator smooths TriX by filtering higher-order harmonics.
• The same filtering approach can be applied to other indicator time series.
• The method is described as having practically zero latency.
• The series length is set as a power of two, and the smoothing coefficient determines which frequencies are removed.
• At the maximum smoothing coefficient, the output repeats the TriX series.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.