Causal Hodrick Prescott Moving Average

The Hodrick-Prescott filter is a well known filtering algorithm

Perfect for offline jobs it lacks realtime capabilities that are necessary in trading

This is a first time a causal Hodrick-Prescott filter has been made


I was able to successfully make a causal (realtime) version of the Hodrick-Prescott algorithm which keeps the lag to a minimum

as you can see on the screenshots, it is really responsive to sharp changes while retaining a high smoothing ability,

making it one of the best smoothers of all time

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Jean Francois Le Bas
TruRange is a Next-Level trend and range detection created from algorithms based on   price action. No other indicator apart from ATR is used in the computing of the main line indicator It separates Trending and Ranging market conditions without any lag. It's good to separate mean reverting strategies from trending/breakout strategies. Settings : Bars : number of bars to compute Sensitivity : a lower value will have longer range periods while a higer value will have more smaller ranging period
Equilibrium MA
Jean Francois Le Bas
This indicator cuts right through the price, in a straight line 100% non repaint, you get a new value at the opening of each new bar It is perfect for mean reversal strategies : open far from the line and close when the price touches the line It works really well for mean reverting pairs specially (CHF, NZD). It has absolutely no lag when there is a sudden move up or down and follows trend exactly ! This indicator should be a must have tool in the toolbox of every trader
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