Various - page 113

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Sergey Golubev
Moderator
105173
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

CodeBase

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ramzam
88
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
1341
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.

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