[blackcat] L2 Ehlers High Pass Filter (2 pole)

2022년 3월 31일

Level:2

Background

The second-order high-pass filter (2 pole) is a classic JF Ehlers specification.

Function

I have found many places where the algorithms are not uniform and some are even wrong. So, I did some research and wrote a high pass filter that I think is correctly defined. This indicator is often used as one of the basic elements of other trading systems.

When you are using it, you need to enter the HPPeriod setting period.

Remarks

Free but Open Source