RicardoSantos

Function Savitzky Golay Filter with 7 Vectors V0

202 0 10
EXPERIMENTAL:
request for ChartArt
might need some proof reading the formula as im unsure its complete. :o
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//@version=2
study("Function Savitzky Golay Filter with 7 Vectors V0", overlay=true)
//reference: http://www.statistics4u.info/fundstat_eng/cc_filter_savgolay.html
f_savitzky_golay_filter_w_7_vectors(_source)=>
    _polynomial = (-2 * _source[6] + 3 * _source[5] + 6 * _source[4] + 7 * _source[3] + 6 * _source[2] + 3 * _source[1] - 2 * _source[0]) / 21

plot(f_savitzky_golay_filter_w_7_vectors(close))

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