The Ehlers Highpass Filter is a technical analysis tool developed by John F. Ehlers. Based on aerospace analog filters, this filter aims at reducing noise from price data. Ehlers Highpass Filter eliminates wave components with periods longer than a certain value.
||The price to which the filter is applied.|
||Defines the maximum cycle length in bars. Cycles with greater lengths will be eliminated.|
The Ehlers Highpass Filter plot.
1. "Predictive Indicators for Effective Trading Strategies" by John F. Ehlers. Technical Analysis of Stocks & Commodities, January 2014.
2. "The Quotient Transform" by John F. Ehlers. Technical Analysis of Stocks & Commodities, August 2014.
3. "Decyclers" by John F. Ehlers. Technical Analysis of Stocks & Commodities, September 2015.
*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.