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Indicators

TwoPoleButterworthFilter - indicator for MetaTrader 5

Published by:
Nikolay Kositsin
Views:
5046
Rating:
(13)
Published:
2011.11.25 12:20
Updated:
2016.11.22 07:32
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Real author:

Witold Wozniak

Two pole Butterworth filter is used for smoothing in this moving average calculation algorithm. The filter is described in John Ehlers' book "Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading".

Two Pole Butterworth Filter

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/583

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