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Butterworth Filter 4 *
Exported using NT Version 7.0.1000.2


These are the 2 pole and 3 pole Butterworth Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole filter (red) gives a better approximation for price, while the 3 pole filter (blue) offers superior smoothing.


Category NinjaTrader 7 Indicators 
 
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Details: Butterworth Filter
Category: NinjaTrader 7 Indicators 


February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing
Comments/ratings
4 * rwj67 December 7th, 2012 08:32 PM
Very handy tool!
4 * tornadoatc January 29th, 2013 08:29 AM
Nice Implementation
5 * khellian January 28th, 2017 11:29 AM
Great job - I've grown to really like this one . Do you have any plans to migrate a version to NT8 ?

 
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