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Hodrick-Prescott (Causal)

ionone, Sat Feb 15, 2025 9:14 pm

I was able to successfully create a causal Hodrick-Prescott moving average
it keeps the same properties as the non causal version (low lag) but of course doesn't keep the phase linear (non-causal only)

I think it's a good filter and if you want to help me and thank me for all those free indicators with source (always) you can purchase one item
and it's cheap ! I also included the max number of activations possible (20)

as you can see it is very reactive even when there are sharp moves.
It is one of the very bests MAs out there

https://www.mql5.com/fr/market/product/132399
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