EhlersHP

EhlersHP

Category

Description

Two-pole highpass filter as described by John Ehlers.

Syntax

EhlersHP(expr, count)

Parameters

expr - data series formula

count - lookback period

Notes

Removes low-frequency components (trends) from the input, passing only cycle activity shorter than the specified period.

Useful for detrending a price series while preserving its cyclical behavior.

This function supports one-pass calculation when used in the Data Section.

Example

EhlersBP(Close, 40)

Removes trend components longer than 40 bars from the closing price, leaving only shorter-term cyclical movement.

Useful as a detrending step before cycle analysis.