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Miha Kralj
2026-03-13 13:47:10 -07:00
parent a8946cfab7 c75135ab14
commit 86a1db286c
404 changed files with 2754 additions and 1763 deletions
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lib/filters/hpf/Hpf.md
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@@ -13,9 +13,7 @@
| **PineScript** | [hpf.pine](hpf.pine) |
- The 2-Pole Highpass Filter (HPF) is designed to separate high-frequency components (like cycles and noise) from the underlying trend.
- Parameterized by `length` (default 40).
- Output range: Oscillates around zero (detrended signal).
- Requires `length` bars of warmup before first valid output (IsHot = true). Default: **40 bars**.
- **Similar:** [HP](../hp/Hp.md), [Roofing](../roofing/Roofing.md) | **Complementary:** SSF for low-pass | **Trading note:** High-pass filter; removes trend, isolates cycles and noise. Ehlers' 1-pole design.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The 2-Pole Highpass Filter (HPF) is designed to separate high-frequency components (like cycles and noise) from the underlying trend. By suppressing low-frequency movements, it acts as a "detrender," making it invaluable for oscillator construction and cycle analysis.
@@ -114,4 +112,4 @@ TValue cycle = hpf.Update(new TValue(time, price));
// Static batch calculation
double[] prices = ...;
double[] cycle = new double[prices.Length];
Hpf.Calculate(prices, cycle, 40);
Hpf.Calculate(prices, cycle, 40);