Smoothing DeMarker with Harmonic Filtering

Summary

The document describes smoothing a DeMarker indicator series by filtering higher-order harmonics in its spectrum. It presents this as a general technique that can also be applied to other indicator outputs. The stated advantage is very low latency, making the method relevant when smoother signals are desired without the delay associated with conventional smoothing approaches.

The method is controlled by a series length parameter, a smoothing coefficient, and a horizontal shift. The series length is specified as a power of two, while the coefficient determines which frequencies are removed; setting it to the maximum allowed value repeats the original DeMarker series. The document provides no comparative tests, performance results, or detailed explanation of implementation and signal behavior. It therefore introduces a filtering approach and its parameters, but does not establish how it affects trading outcomes or whether it suits a particular market or timeframe.

Key ideas

• Harmonic filtering can smooth a DeMarker time series by suppressing higher frequencies.
• The described approach is presented as having practically zero latency.
• The series length must be a power of two.
• The smoothing coefficient controls the frequency cutoff, and its maximum setting leaves the series repeated.
• The document offers no performance evaluation or trading results.

Tags

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