Various - page 113

[Sergey Golubev]

Hodrick-Prescott filter

The Hodrick-Prescott filter is used in macroeconomics, especially in real business cycle theory to separate the cyclical component of a time series from raw data. It has a zero lag. There is a common disadvantage of such zero lag filters - the recent values are recalculated.

More information on one sided HP filter you can find here : statistics - Hodrick–Prescott filter (one-sided version) - Mathematica Stack Exchange or here time series - Formula for one-sided Hodrick-Prescott filter - Cross Validated and in pdf file attached to this post.

Forum threads (thanks to mladen)

• MACD of a Hodrick-Prescott filter - the first post of the thread  
• Hodrick Prescott Filter (modified adapted Kurt Annens version) - the post 
• Hodrick-Prescott filter HMA mode indicator - the post 
• end-point HMA variation of Hodrick-Prescott filter - the post
• Hodrick-Prescott filter "no lambda" indicator - the post 
• Hodrick-Prescott filter "no lambda" histo indicator - the post 
• goertzel_browser (simple versions, MTF, coloring, etc; Hodrick Prescott filter is used)
  - goertzel_browser_5.2.1 indicator - the post, 
  - goertzel_browser_5.3 indicator - the post 
  - goertzel_browser_5.4 indicator - the post
  - goertzel_browser_5.4_nrp indicator - the post 
  - goertzel_browser_5.5 indicator - the post (standalone indicator) 
  - goertzel_browser_5.51 indicator - the post 
  - goertzel_browser_5.52 indicator - the post 
  - goertzel_browser_5.53 indicator - the post  
  - goertzel_browser_5.1_cs_detrendampsmooth_1 indicator - the post 
• and much more from search here

The articles

• Analyzing the Indicators Statistical Parameters 
• Econometrics EURUSD One-Step-Ahead Forecast

CodeBase

• The Hodrick-Prescott Filter - indicator for MetaTrader 5
• Hodrick-Prescott Channel - indicator for MetaTrader 5 
• Trend Oscillator - indicator for MetaTrader 5
• Hodrick-Prescott Channel - indicator for MetaTrader 4
• Hodrick Prescott Indicator - indicator for MetaTrader 4
• HP Extrapolator - indicator for MetaTrader 4

============

[ramzam]

William Snyder:

Camisa,

Added the arrows and something i should have added from the start, now for the fast average you have a choice from 10 different fast averages. This is fast average is Hull with Slow being Kaufman Ama with m30 chart and the macd using 4 hr. timeframe.

Updated version posted here : https://www.mql5.com/en/forum/180002

hi in that pic  i seen one colored candles .. what is that indicator name. if possible can you share here

[Chris Mukengeshayi]

ramzam:

hi in that pic  i seen one colored candles .. what is that indicator name. if possible can you share here

Good day Mr Ramzam or any one, I'm interested in the 2 band indicator which are on the main window of the image you shared in post #1122

Does any know the name of that band or could you please share, I'm curious to test something on it/with it.

[SSL]

Hey mntiwana Tiwana

what are the settings you are using in this picture (with colors blue+golden rod (half trend tt))

I guess the Red & Blue arrows is using default (that is: 2)

Best Regards

Thanks mntiwana Tiwana

[mntiwana]

SSL:

Hey mntiwana Tiwana

what are the settings you are using in this picture (with colors blue+golden rod (half trend tt))

I guess the Red & Blue arrows is using default (that is: 2)

Best Regards

Thanks mntiwana Tiwana

Man,unfortunately i have no template of that time,i tried finding in my belonging folder if there is,but sorry.

It is of years ago but you can play/exercise with parameters and form/adjust like that,not a hard task,as you already have the both codes.

regards

[matej000]

Hello,

Mladen thank you for everything you do...

I have a question, your indicator qqe histo repaints. How come? I had it checked didnt find it repainting, then i went visual and saw that the lines change for historic candles...

Depends where the current price goes, accordingly the past line go up or down... Why is that?

Sorry if this is not correct thread.

Thank you

[Sergey Golubev]

I checked this old indicator ( Half Trend indicator from post #692) and it works now for new MT4 builds:

More Half Trend indicators:

Forum on trading, automated trading systems and testing trading strategies

Halt Trend EA

Sergey Golubev, 2019.02.09 07:59

Half Trend indicator (just in case someone will create EA based on it) - 

• HalfTrend 2 indicator is on this post #6197
• halftrend_tt_x5v3 indicator is on this post #39 
• halftrend_2 indicator is on this post #9831  (the other version)
• halftrend_tt_x5v4_barallert indicator is on this post #693