HannFilter
Hann windowed lowpass FIR filter.
Usage
Use as a windowing function before FFT-based dominant cycle measurement to achieve clean spectral separation between market cycles.
Background
The Hann window provides a smooth bell-shaped taper achieving -31.5 dB first sidelobe suppression. Ehlers uses it in Cycle Analytics for Traders as the preferred DFT window because it offers the best trade-off between frequency resolution and leakage rejection.
Parameters
length(default: 20): Filter length
Formula
[ H(n) = 1 - \cos\left(\frac{2\pi n}{L+1}\right) ] [ Filt = \frac{\sum_{n=1}^L H(n) \cdot Price_{t-n+1}}{\sum H(n)} ]