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Merge branch 'dev'
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@@ -13,9 +13,7 @@
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| **PineScript** | [baxterking.pine](baxterking.pine) |
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- The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncati...
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- Parameterized by `plow` (default 6), `phigh` (default 32), `k` (default 12).
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- Output range: Oscillates around zero (extracts cyclical component).
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- Requires `2K+1` bars of warmup before first valid output (IsHot = true).
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- **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.
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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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.
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@@ -197,4 +195,4 @@ var (results, indicator) = BaxterKing.Calculate(series, pLow: 6, pHigh: 32, k: 1
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var source = new TSeries();
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var bkChained = new BaxterKing(source, pLow: 6, pHigh: 32, k: 12);
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source.Add(new TValue(DateTime.UtcNow, price)); // bkChained.Last auto-updates
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```
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```
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