From b6193ad1daaa15460d0d2f293c5dc90b4178eea4 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sat, 22 Nov 2025 13:34:37 +0100 Subject: [PATCH] chore: delete old HighPass_Filters files --- Indicators/MyIndicators/HighPass_Filters.md | 58 --------------------- 1 file changed, 58 deletions(-) delete mode 100644 Indicators/MyIndicators/HighPass_Filters.md diff --git a/Indicators/MyIndicators/HighPass_Filters.md b/Indicators/MyIndicators/HighPass_Filters.md deleted file mode 100644 index 5eae888..0000000 --- a/Indicators/MyIndicators/HighPass_Filters.md +++ /dev/null @@ -1,58 +0,0 @@ -# Ehlers High-Pass Filters Professional - -## 1. Summary (Introduction) - -This document describes two indicators based on John Ehlers' High-Pass (HP) filters: the **1-Pole High-Pass Filter** and the **2-Pole High-Pass Filter**. - -A High-Pass filter is a "detrender." Its primary purpose is to remove the low-frequency (long-term trend) components from the price data, leaving only the higher-frequency, cyclical components. The result is a zero-mean oscillator that shows the market's short- to mid-term cycles without the distortion caused by an overarching trend. - -These filters are powerful building blocks for more complex indicators (like the Roofing Filter or Band-Pass Filter), but they can also be used as standalone oscillators to analyze market cycles. We have implemented two versions: - -1. **HighPass_1P_Pro:** A simple, fast, 1-pole version. -2. **HighPass_2P_Pro:** A more advanced, 2-pole version that provides superior trend removal and a smoother output. - -## 2. Mathematical Foundations and Calculation Logic - -Both filters are recursive IIR filters. The "number of poles" refers to the complexity of the filter and its ability to attenuate unwanted frequencies. - -### 1-Pole High-Pass Filter - -This is a simple filter that calculates the difference between the price and a slow-moving component. Its recursive formula is: -$\text{HP}_i = (\frac{1-\alpha}{2}) \times (P_i - P_{i-1}) + (1-\alpha) \times \text{HP}_{i-1}$ - -### 2-Pole High-Pass Filter - -This is a more effective filter that squares the response of the 1-pole filter, resulting in a steeper attenuation of low frequencies (12 dB per octave vs. 6 dB). Its recursive formula is: -$\text{HP}_i = (\frac{1-\alpha}{2})^2 \times (P_i - 2P_{i-1} + P_{i-2}) + 2(1-\alpha)\text{HP}_{i-1} - (1-\alpha)^2\text{HP}_{i-2}$ - -In both cases, the `alpha` coefficient is derived from the user-selected `Period`. - -## 3. MQL5 Implementation Details - -* **Dedicated Calculators:** Each filter (`HighPass_1P_Pro` and `HighPass_2P_Pro`) has its own dedicated, self-contained calculator class for clarity and stability. -* **Heikin Ashi Integration:** Both calculators support calculation on smoothed Heikin Ashi data. -* **Stability via Full Recalculation:** Both indicators employ a full recalculation on every `OnCalculate` call to ensure the stateful, recursive calculations are always stable. - -## 4. Parameters - -* **Period (`InpPeriod`):** The cutoff period of the filter. This determines which cycles are considered "slow" (and are thus removed). A longer period will allow longer trends to pass through, while a shorter period will detrend the data more aggressively. A good starting point is **20** to **48**. -* **Applied Price (`InpSourcePrice`):** The source price for the calculation. - -## 5. Usage and Interpretation - -Both High-Pass filters are **cycle oscillators** used for timing and analysis. - -### **1. Comparing the Two Versions** - -* **HighPass_1P_Pro (1-Pole):** This version is faster and more responsive but also "noisier." It may not fully remove the influence of a strong trend. -* **HighPass_2P_Pro (2-Pole):** This version provides a **significantly smoother** output and is much more effective at removing the trend component. The resulting oscillator has a more stable zero mean and clearer cyclical swings. **For most applications, the 2-Pole version is the recommended choice.** - -### **2. As a Standalone Oscillator** - -* **Zero-Line Crosses:** A cross of the zero line indicates a shift in cyclical momentum. -* **Peaks and Valleys:** The turning points of the oscillator identify the tops and bottoms of the short-term market cycles. -* **Trend Filtering:** As with all detrending oscillators, it is crucial to use them in conjunction with a separate, long-term trend indicator. Only take buy signals (e.g., a valley turning up) when the main trend is bullish, and vice versa. - -### **3. As a Building Block (Primary Use)** - -The main purpose of these filters in Ehlers' work is to serve as the first stage for more advanced indicators. As we have implemented in our `Roofing_Filter_Pro`, a High-Pass filter's output can be fed into a smoothing filter (like a SuperSmoother) to create a clean, tradable Band-Pass oscillator.