[pshaiCmd] FIRLTER (FIR Filter)

-- Author: pshai

DefineCommand('FIRLTER', 'FIR Filter')

local src = DefineParameter(ListNumberType, 'src', 'Source values', true, ClosePrices())
local length = DefineParameter(NumberType, 'length', 'Period length for calculations', true, 14)

local function getFilt(values, length, i)
    local DMSum = 0
    local coef = 0

    for count = 1, length do
        local i2 = (i + count - 1)
        DMSum = DMSum + (1 - Cos((PI*2) * (count) / (length + 1))) * ArrayIndex(values, i2)
        coef = coef + (1 - Cos((PI*2) * (count) / (length + 1)))
    end

    local _dmh = 0
    if coef != 0 then 
        _dmh = DMSum / coef
    end

    return _dmh
end


local result = Load('result', {})

if Load('warmup', true) then
    local len = ArrayGet(Min(Count(src) - length, 100), 1)

    for i = 1, len do
        result[i] = getFilt(src, length, i)
    end

    Save('warmup', false)
else
    result = ArrayUnshift(result, getFilt(src, length, 1))
end

Save('result', Grab(result, 0, 500))

DefineOutput(ListNumberType, result, 'Filtered values')