NinjaTrader 7 Indicators - Butterworth Filter

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Butterworth Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Butterworth Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole filter (red) gives a better approximation for price, while the 3 pole filter (blue) offers superior smoothing.

Category NinjaTrader 7 Indicators

Details: Butterworth Filter
Category: NinjaTrader 7 Indicators

February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing