Merge branch 'dev'

This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
404 changed files with 2754 additions and 1763 deletions
+2 -4
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@@ -13,9 +13,7 @@
| **PineScript** | [baxterking.pine](baxterking.pine) |
- The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncati...
- Parameterized by `plow` (default 6), `phigh` (default 32), `k` (default 12).
- Output range: Oscillates around zero (extracts cyclical component).
- Requires `2K+1` bars of warmup before first valid output (IsHot = true).
- **Similar:** [Cfitz](../cfitz/Cfitz.md), [BPF](../bpf/Bpf.md) | **Complementary:** Hilbert Transform for phase | **Trading note:** Baxter-King bandpass filter; isolates business cycle frequencies. Symmetric FIR.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncating the infinite sinc-like impulse response at lag $K$ and normalizing the weights to sum to zero. It extracts cyclical components with periodicities between $p_L$ (low) and $p_H$ (high) bars, rejecting both the DC trend and high-frequency noise. Output oscillates around zero with a fixed delay of $K$ bars.
@@ -197,4 +195,4 @@ var (results, indicator) = BaxterKing.Calculate(series, pLow: 6, pHigh: 32, k: 1
var source = new TSeries();
var bkChained = new BaxterKing(source, pLow: 6, pHigh: 32, k: 12);
source.Add(new TValue(DateTime.UtcNow, price)); // bkChained.Last auto-updates
```
```