Hodrick-Prescott (HP) filter

2021년 6월 25일

This indicator is an implamentation of Hodrick-Prescott (HP) filter
This filter is a mathematical model the can remove cyclical components from the price signal to get the trend components.

• "Lambda" is the smoothing factor and can have a value between 1 and infinity.
  
• "Length" is the number of previous prices that are included in the filter.
  

The default values of lambda and length work well for almost all time frames.

2022년 2월 28일

릴리즈 노트

Converted to v5