gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 03:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/filters/voss/Voss.md
+18 -1
View File
@@ -1,4 +1,21 @@
# VOSS: Ehlers Voss Predictive Filter
# VOSS: Ehlers Voss Predictive Filter
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 20), `predict` (default 3), `bandwidth` (default 0.25) |
| **Outputs** | Single series (VOSS) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- The Voss Predictive Filter is a two-stage signal processing pipeline that extracts a dominant cycle from noisy price data and then predicts its fut...
- Parameterized by `period` (default 20), `predict` (default 3), `bandwidth` (default 0.25).
- 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.
> "The best filter is one that tells you what is about to happen, not what already did." — paraphrasing Ehlers