VossPredictiveFilter

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.

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