The Voss Predictive Filter is a study that attempts to remove group and phase delays from the Weighted Moving Average output. This is done by extracting the first harmonic of the output using the Bandpass Filter and then applying a "negative-delay" formula to it.
The resulting plot can help track peaks and valleys in the price data with a reduced lag.
Input Parameters
| Parameter | Description |
|---|---|
length
|
The amount of bars in the primary cyclic component in the data. |
prediction length
|
The amount of bars by which the indicator lag is to be reduced. |
bandwidth
|
The tolerance of the measurement of the cycle period. |
Plots
| Plot | Description |
|---|---|
BandpassFilter
|
The Bandpass Filter output. |
VossFilter
|
The Voss Predictive Filter output. |
Example*
*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.