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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/filters/elliptic/Elliptic.md
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| **Signature** | [elliptic_signature](elliptic_signature.md) |
- The Elliptic filter (or Cauer filter for the history buffs) is the uncompromising extremist of linear filtering.
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [Cheby1](../cheby1/Cheby1.md), [Butter2](../butter2/Butter2.md) | **Complementary:** Phase analysis | **Trading note:** Elliptic (Cauer) filter; sharpest transition of all IIR filters but has ripple in both bands.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Elliptic filter (or Cauer filter for the history buffs) is the uncompromising extremist of linear filtering. It offers the steepest possible roll-off for a given order, but extracts a heavy price: ripple in both the passband and the stopband. While Butterworth is polite and Chebyshev is opinionated, Elliptic is aggressive. This implementation delivers a sharp 2nd-order Lowpass response with **1dB passband ripple** and a crushing **40dB stopband attenuation**.
@@ -90,4 +88,4 @@ Correctness is non-negotiable.
| :--- | :--- | :--- |
| **PineScript** | ✅ | Matches the reference implementation logic. |
| **Python** | ✅ | Validated against scipy.signal.cheby1 (proxy) and noise reduction tests. |
| **Stability** | ✅ | Unity gain enforced. Transient suppression active. |
| **Stability** | ✅ | Unity gain enforced. Transient suppression active. |