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everget
Oct 7, 2018 5:36 PM

Butterworth Filter 

FX:USDJPY
U.S. Dollar/Japanese YenFXCM

描述

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Butterworth Filter script.

This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).
Moving AveragesExponential Moving Average (EMA)ehlersbutterworthfilterpolesiirinfiniteimpulseresponseresponsepole
评论
marketrading001
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Hey everget,

Where did you get the coefficients for the higher poles? I'm trying to find the coefficients for multi-pole high pass filter. Could you help me?
JohnBaron
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@marketrading001, pinecoders.com/techniques/dsp/
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