hplp

blackcat1402

Level: 2 Background John F. Ehlers introuced HP-LP Roofing Filter in his "Cycle Analytics for Traders" chapter 7 on 2013. Function A “roofing filter” can be used to limit the frequency content of an input before proceeding to construct an indicator. The roofing filter is composed of a highpass filter that passes only frequency components whose periods are...