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	<title>
	Comments on: The One Euro Filter	</title>
	<atom:link href="https://financial-hacker.com/the-one-euro-filter/feed/" rel="self" type="application/rss+xml" />
	<link>https://financial-hacker.com/the-one-euro-filter/</link>
	<description>A new view on algorithmic trading</description>
	<lastBuildDate>Sun, 22 Mar 2026 09:30:33 +0000</lastBuildDate>
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	<item>
		<title>
		By: Petra Volkova		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133974</link>

		<dc:creator><![CDATA[Petra Volkova]]></dc:creator>
		<pubDate>Sun, 22 Mar 2026 09:30:33 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133974</guid>

					<description><![CDATA[In reply to &lt;a href=&quot;https://financial-hacker.com/the-one-euro-filter/#comment-133926&quot;&gt;Arnis Lapsa&lt;/a&gt;.

I guess the indicator was intended for futures with daily bars, as almost all indicators by Ehlers. For Forex or other assets with very small differences, or for shorter bar periods, you must use an accordingly higher Factor. 

You could experiment with a modification, for using really the rate of change instead of just a difference.]]></description>
			<content:encoded><![CDATA[<p>In reply to <a href="https://financial-hacker.com/the-one-euro-filter/#comment-133926">Arnis Lapsa</a>.</p>
<p>I guess the indicator was intended for futures with daily bars, as almost all indicators by Ehlers. For Forex or other assets with very small differences, or for shorter bar periods, you must use an accordingly higher Factor. </p>
<p>You could experiment with a modification, for using really the rate of change instead of just a difference.</p>
]]></content:encoded>
		
			</item>
		<item>
		<title>
		By: Arnis Lapsa		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133926</link>

		<dc:creator><![CDATA[Arnis Lapsa]]></dc:creator>
		<pubDate>Sat, 21 Mar 2026 13:10:29 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133926</guid>

					<description><![CDATA[issue was - rate of change  was deep down in decimals for selected instrument

with Factor values [200000, 400000, 600000] difference becomes visible
(guess the instrument)

which leads me thinking - it&#039;s a really bad parameter design

responsiveness is tightly coupled with how many digits signal value has]]></description>
			<content:encoded><![CDATA[<p>issue was &#8211; rate of change  was deep down in decimals for selected instrument</p>
<p>with Factor values [200000, 400000, 600000] difference becomes visible<br />
(guess the instrument)</p>
<p>which leads me thinking &#8211; it&#8217;s a really bad parameter design</p>
<p>responsiveness is tightly coupled with how many digits signal value has</p>
]]></content:encoded>
		
			</item>
		<item>
		<title>
		By: Arnis Lapsa		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133925</link>

		<dc:creator><![CDATA[Arnis Lapsa]]></dc:creator>
		<pubDate>Sat, 21 Mar 2026 12:56:38 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133925</guid>

					<description><![CDATA[fraction of the rate of change doesn&#039;t have an effect on cutoff period

```
#include  // copy pasta from article

DLLFUNC void run()
{
	StartDate = 20260101;
	LookBack = 500;
	vars p = series(price(0));
	var x = OneEurFilter(p,100, .2); // &#060;--- notice Factor argument
	var y = OneEurFilter(p,100, .4);
	var z = OneEurFilter(p,100, .6);
	plot(&#034;x&#034;,x,LINE,BLACK);
	plot(&#034;y&#034;,y,LINE,GREEN);
	plot(&#034;z&#034;,z,LINE,BLUE);
}
```

all 3 graphed lines look identical]]></description>
			<content:encoded><![CDATA[<p>fraction of the rate of change doesn&#8217;t have an effect on cutoff period</p>
<p>&#8220;`<br />
#include  // copy pasta from article</p>
<p>DLLFUNC void run()<br />
{<br />
	StartDate = 20260101;<br />
	LookBack = 500;<br />
	vars p = series(price(0));<br />
	var x = OneEurFilter(p,100, .2); // &lt;&#8212; notice Factor argument<br />
	var y = OneEurFilter(p,100, .4);<br />
	var z = OneEurFilter(p,100, .6);<br />
	plot(&quot;x&quot;,x,LINE,BLACK);<br />
	plot(&quot;y&quot;,y,LINE,GREEN);<br />
	plot(&quot;z&quot;,z,LINE,BLUE);<br />
}<br />
&#8220;`</p>
<p>all 3 graphed lines look identical</p>
]]></content:encoded>
		
			</item>
		<item>
		<title>
		By: Arnis Lapsa		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133885</link>

		<dc:creator><![CDATA[Arnis Lapsa]]></dc:creator>
		<pubDate>Fri, 20 Mar 2026 12:23:34 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133885</guid>

					<description><![CDATA[appreciated]]></description>
			<content:encoded><![CDATA[<p>appreciated</p>
]]></content:encoded>
		
			</item>
		<item>
		<title>
		By: Petra Volkova		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133725</link>

		<dc:creator><![CDATA[Petra Volkova]]></dc:creator>
		<pubDate>Tue, 17 Mar 2026 09:20:07 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133725</guid>

					<description><![CDATA[In reply to &lt;a href=&quot;https://financial-hacker.com/the-one-euro-filter/#comment-133707&quot;&gt;Aengus&lt;/a&gt;.

Thanks for the info! I got the code from Ehler&#039;s TASC article.]]></description>
			<content:encoded><![CDATA[<p>In reply to <a href="https://financial-hacker.com/the-one-euro-filter/#comment-133707">Aengus</a>.</p>
<p>Thanks for the info! I got the code from Ehler&#8217;s TASC article.</p>
]]></content:encoded>
		
			</item>
		<item>
		<title>
		By: Recent Quant Links from Quantocracy as of 03/16/2026 - Quantocracy		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133715</link>

		<dc:creator><![CDATA[Recent Quant Links from Quantocracy as of 03/16/2026 - Quantocracy]]></dc:creator>
		<pubDate>Tue, 17 Mar 2026 05:45:09 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133715</guid>

					<description><![CDATA[[&#8230;] The One Euro Filter [Financial Hacker] [&#8230;]]]></description>
			<content:encoded><![CDATA[<p>[&#8230;] The One Euro Filter [Financial Hacker] [&#8230;]</p>
]]></content:encoded>
		
			</item>
		<item>
		<title>
		By: Aengus		</title>
		<link>https://financial-hacker.com/the-one-euro-filter/#comment-133707</link>

		<dc:creator><![CDATA[Aengus]]></dc:creator>
		<pubDate>Tue, 17 Mar 2026 03:04:19 +0000</pubDate>
		<guid isPermaLink="false">https://financial-hacker.com/?p=4925#comment-133707</guid>

					<description><![CDATA[It may be worth mentioning the originators of this filter are at https://gery.casiez.net/1euro/ where many different language implementations reside.]]></description>
			<content:encoded><![CDATA[<p>It may be worth mentioning the originators of this filter are at <a href="https://gery.casiez.net/1euro/" rel="nofollow ugc">https://gery.casiez.net/1euro/</a> where many different language implementations reside.</p>
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