Modified on 2020/05/31 05:40 by Eugene — Categorized as: TASCIndicators


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

dsA DataSeries object
periodLookback period
bandWidthBand width


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.


Please refer to TASC July 2020 issue, "Truncated Indicators (Ehlers)".