The Adaptive Laguerre Filter calculates a smoothed, dynamically adjusted trendline plotted directly on the main price chart. It dynamically adjusts its damping factor (alpha) based on recent price range variations and median percentile calculations over a spec
Indicator · Pine Script v6 · On the chart
Ehlers Highpass Filter (HPF)
This indicator calculates John Ehlers' two-pole Highpass Filter (HPF) to isolate cyclic noise from market data.
GitHub stars99on the repository
Pine versionv6current
Lines of code37
Settings2inputs
LicenceApache-2.0
Last update4 weeks ago27 Sep 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
37 lines of Pine Script v6 from lib/filters/hpf/hpf.pine, published under Apache-2.0. Keep the author's credit and licence lines when you reuse it.
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Ehlers Highpass Filter (HPF)", "HPF", overlay=true)
//@function Calculates 2-Pole Highpass Filter
//@param src Series to calculate HPF from
//@param length Cutoff period (determines alpha)
//@returns HPF value
//@optimized Uses 2-pole IIR highpass filter with O(1) complexity per bar
hpf(series float src, simple int length) =>
int safe_length = math.max(length, 1)
float pi = math.pi
float omega = 2.0 * pi / safe_length
float alpha = (math.cos(omega) + math.sin(omega) - 1.0) / math.cos(omega)
var float hp_val_internal = 0.0
float hp1 = nz(hp_val_internal[1], 0.0)
float hp2 = nz(hp_val_internal[2], 0.0)
float ssrc = nz(src, src[1])
float src1 = nz(src[1], ssrc)
float src2 = nz(src[2], src1)
float alpha_div_2 = alpha / 2.0
float one_minus_alpha = 1.0 - alpha
hp_val_internal := (1.0 - alpha_div_2) * (1.0 - alpha_div_2) * (ssrc - 2.0 * src1 + src2) + 2.0 * one_minus_alpha * hp1 - one_minus_alpha * one_minus_alpha * hp2
hp_val_internal
// ---------- Main loop ----------
// Inputs
i_length = input.int(40, "Length", minval=1)
i_source = input.source(close, "Source")
// Calculation
hp_component = hpf(i_source, i_length)
// Plot
plot(i_source - hp_component, "Trend Component", color=color.yellow, linewidth=2)
Overview
By subtracting the highpass filter output from the input price series, it removes high-frequency fluctuations and plots the smooth underlying trend component directly on the main chart. Users can customize the length parameter to control the cutoff frequency and select any standard price source series. The script executes cleanly without repainting.
- Ehlers 2-pole highpass filter algorithm
- Trend component extraction plot
- Adjustable cutoff length parameter
- Configurable price source selection
Details
Published by
mihakralj on GitHub
Type
Indicator, Pine Script v6
Draws
On the price chart
Category
Trend
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Topics
algorithmic-tradingcsharpdotnetpinescriptpythonquantitative-financesimdta-libtechnical-analysistechnical-indicators
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Length | int | 40 | i_length |
| Source | source | close | i_source |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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