EhlersHighpassFilter

Description

The Ehlers Highpass Filter is a technical analysis tool developed by John F. Ehlers. Based on aerospace analog filters, this filter aims at reducing noise from price data. Ehlers Highpass Filter eliminates wave components with periods longer than a certain value.

This filter is used in such technical indicators as Ehlers Roofing Filter, Ehlers Simple Decycler, and Ehlers Decycler Oscillator.

Input Parameters

price The price to which the filter is applied.
roof cutoff length Defines the maximum cycle length in bars. Cycles with greater lengths will be eliminated.

Plots

HighpassFilter

The Ehlers Highpass Filter plot.

Further Reading

1. "Predictive Indicators for Effective Trading Strategies" by John F. Ehlers. Technical Analysis of Stocks & Commodities, January 2014.

2. "The Quotient Transform" by John F. Ehlers. Technical Analysis of Stocks & Commodities, August 2014.

3. "Decyclers" by John F. Ehlers. Technical Analysis of Stocks & Commodities, September 2015.

Example*

*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.

  Past performance is no guarantee of future performance.