Hodrick-Prescott (HP) filter

25 มิ.ย. 2021

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.

28 ก.พ. 2022

เอกสารเผยแพร่

Converted to v5