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Miha Kralj
2026-02-27 07:48:12 -08:00
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lib/filters/sgf/Sgf.md
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# SGF: Savitzky-Golay Filter
# SGF: Savitzky-Golay Filter
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `polyOrder` (default 2) |
| **Outputs** | Single series (Sgf) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- SGF (Savitzky-Golay Filter) is a digital signal processing technique that smoothes data by fitting successive sub-sets of adjacent data points with...
- Parameterized by `period`, `polyorder` (default 2).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "SMA smoothes. Savitzky-Golay understands."