var LowPass(var *data,int period) { var* LP = series(*data,3); var a = 2./(period+1); var a2 = a*a; return LP[0] = (a-a2/4)*data[0] + 0.5*a2*data[1] - (a-0.75*a2)*data[2] + 2*(1.-a)*LP[1] - (1.-a)*(1.-a)*LP[2]; }