OPEN-SOURCE SCRIPT
已更新 Hodrick-Prescott (HP) filter
This indicator is an implamentation of Hodrick-Prescott (HP) filter
This filter is a mathematical model the can remove cyclical components from the price signal to get the trend components.
The default values of lambda and length work well for almost all time frames.
This filter is a mathematical model the can remove cyclical components from the price signal to get the trend components.
- "Lambda" is the smoothing factor and can have a value between 1 and infinity.
- "Length" is the number of previous prices that are included in the filter.
The default values of lambda and length work well for almost all time frames.
版本注释
Converted to v5开源脚本
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。