Inspired by my friend and colleague Aleksandr Temesov Ph.D. in digital signal processing,  who synthesized the minimum phase part of the filter generated by the REMEZ exchange algorithm.

https://eeweb.engineering.nyu.edu/iselesni/EL713/remez/remez.pdf

Thanks to Derek Melchin for concise code of the custom indicator.

Here are custom indicators for Finite Impulse Response Synthesized Filters:

Temesov Adaptive Trend Line (TATL) with filter length 21 bars.

Fast Adaptive Trend Line (FATL) with filter length 40 bars.

Slow Adaptive Trend Line (SATL) with filter length 100 bars.

Hope they will be useful in generating alphas on QuantConnect.

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