Indicators: TwoPoleButterworthFilter New comment Automated-Trading 2011.11.25 12:20 TwoPoleButterworthFilter: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".Author: Nikolay Kositsin New comment
TwoPoleButterworthFilter:
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".
Author: Nikolay Kositsin