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Tuesday

Indicator geHMA_HP


Forex indicator of Hull on the basis of Hodrick-Prescott's filter. Sam Hodrick-Prescott filter has a very large error (dynamically changed by the initial data) in the initial smoothed data and their number varies from 2 bar and above. But if you try to apply this filter the indicator of Hull, the redrawing of distortion in the initial bar is practically reduced to zero. The figure shows the effect of distortion: the red line is the indicator without adjustment for zero bar, a blue - indicator without on the zero bar that would show itself as a leading indicator on the steep sections of the chart.

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