Short Term Trading Member Forum

[dindindon]

re band pass filter

Hi Oddlot

The filter settling time is an important criteria. as long as the underlying wave can persist its cycle longer than a factor of the settling time, you may expect a possible good 'snap shot'. The other equally important criteria is the impulse response.
Then, the Q factor, ... etc. These requirements are so different from the Fourier based analysis. ... ...
To say the less, the signal’s Randomness ( versus unpredictability, see http://en.wikipedia.org/wiki/Randomness#In_statistics ) is the key. usually the daily Open/Close discontinuity noise may smear the signal quality.