Building A Better Trend Filter

June 11th, 2012, 09:36 PM

bomberone1

I my opinion one of the best trend filter is the Butterworth filter

Butterworth filter design - MATLAB

Tr

Thanks!

I'm thinking this might be the same Butterworth filter by John Ehlers. If this is true you can find the EasyLanguage code for two different Butterworth filters here:

2-Pole Butterworth Filter

3-Pole Butterworth Filter

I've not played around with these filters much, but they do look interesting.

June 11th, 2012, 09:38 PM

NW27

Well bugger me.

I just this minute (5min before posting this) noticed your web address below your name!

Over the last 3 days, I've been looking at info on your site with great interest.
I love what you have been doing. Great work.
No wonder I liked your thread. Please continue.

Neil.

Thanks Neil. Glad to hear you like what I post. I always try to post helpful and relevant material.

Building A Better Trend Filter

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Building A Better Trend Filter