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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/filters/voss/Voss.md
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| **PineScript** | [voss.pine](voss.pine) |
- 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).
- **Similar:** [BPF](../bpf/Bpf.md), [Roofing](../roofing/Roofing.md) | **Complementary:** Cycle period indicators | **Trading note:** Voss predictive filter; attempts to predict the next cycle value. Zero-lag by design.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
## Introduction
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1. Ehlers, J. F. "A Peek Into the Future." *Technical Analysis of Stocks and Commodities*, August 2019.
2. Voss, H. U. "Anticipating chaotic synchronization." *Physical Review E*, 61(5), 2000.
3. Ehlers, J. F. *Cycle Analytics for Traders*. Wiley, 2013.
3. Ehlers, J. F. *Cycle Analytics for Traders*. Wiley, 2013.