Syntax
public TruncatedBandPass(DataSeries ds, int period, double bandWidth, int length, string description)
public static TruncatedBandPass Series(DataSeries ds, int period, double bandWidth, int length)Parameter Description
| ds | A DataSeries object |
| period | Lookback period |
| bandWidth | Band width |
| length | Length |
Description
Featured in John Ehlers' article from
July 2020 issue of Technical Analysis of Stocks & Commodities magazine, the TruncatedBandPass indicator is an improvement of a bandpass filter's ability to reflect price by limiting the data range. Filtering out the temporary spikes and price extremes should positively affect the indicator stability.
Example
Please refer to
TASC July 2020 issue, "Truncated Indicators (Ehlers)".