Comments on: Petra on Programming: Truncated Indicators

By: Petra Volkova

Petra Volkova — Tue, 11 Apr 2023 07:56:37 +0000

Roofing is a very wide bandpass, probably not what you want. A real bandpass filter, with code, is described in Ehlers’ book Cycle Analytics for Traders, if I remember right.

By: rki04013

rki04013 — Mon, 10 Apr 2023 17:29:06 +0000

The closest I got to a BandPass filter in Ehler’s works is the Roofing Filter. Would you consider this to be a BandPass filter?

By: rki04013

rki04013 — Mon, 10 Apr 2023 13:57:11 +0000

The BandPass function in Zorro takes as arguments the time series like Prices, a center period of bars (say 30) and a frequency range that can pass the filter (Say 2)

If we look at implementations in DSP packages (say scipy.signal), there are 3 arguments
N: order of the filter
W: critical frequency
type: lowpass, highpass, bandpass, bandstop
and these return b nad a which are basically the numerator and denominator polynomials of the filter

from scipy.signal import butter, sosfilt, sosfreqz
def butter_bandpass_filter(data, lowcut, highcut, fs, order=5):
sos = butter_bandpass(lowcut, highcut, fs, order=order)
y = sosfilt(sos, data)
return y

Difficult to find equivalence with the Zorro implementation. If you share link to the Ehler’s work it will be good

By: Petra Volkova

Petra Volkova — Sun, 09 Apr 2023 13:18:24 +0000

I don’t have it, it’s an internal Zorro function. But there are several Bandpass filter codes in Ehlers’ publications.

By: rki04013

rki04013 — Sat, 08 Apr 2023 19:56:41 +0000

Can you share Code for BandPass filter?

By: Joe

Joe — Tue, 11 Aug 2020 23:59:08 +0000

Petra wins the internet. Best reply!

By: Petra Volkova

Petra Volkova — Fri, 17 Jul 2020 09:34:53 +0000

In reply to abhi. Certainly safer than MS Edge.

By: abhi

abhi — Fri, 17 Jul 2020 06:06:12 +0000

hi,

is zorro safe software. MS Edge is blocking it coz it is not signed.

Abhi
Bangalore
India

By: Quantocracy's Daily Wrap for 06/21/2020 | Quantocracy

Quantocracy's Daily Wrap for 06/21/2020 | Quantocracy — Sat, 27 Jun 2020 05:45:22 +0000

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