Indicators: Lyapunov_HP
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Lyapunov_HP:
The oscillator indicator based on Lyapunov stability theory, with the Hodrick-Prescott filter.
The indicator has two input parameters:
Due to the use of the HP filter, the indicator has the following feature: three bars including the current one are redrawn. This can be ignored however due to the relatively small lagging: the indicator is good at predicting possible changes in the price movement.
Author: Scriptor