This overlay indicator plots a Supertrend from an ATR length and factor, four exponential moving averages, and a selectable VWAP or TWAP taken from a chosen timeframe on the price chart. It also shows MACD and stochastic with adjustable lengths, smoothing, ver
Indicator · Pine Script v4 · On the chart
Hampel Filter
The Hampel Filter indicator identifies and filters out price outliers to smooth price data directly on the main chart.
GitHub stars948on the repository
Pine versionv4older, still runs
Lines of code23
Settings3inputs
LicenceGPL-3.0
Last update10 days ago18 Oct 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
23 lines of Pine Script v4 from movings/hampel_filter.pine, published under GPL-3.0. Keep the author's credit and licence lines when you reuse it.
//@version=4
// Copyright (c) 2018-present, Alex Orekhov (everget)
// Hampel Filter script may be freely distributed under the terms of the GPL-3.0 license.
study("Hampel Filter", shorttitle="HF", overlay=true)
length = input(title="Length", type=input.integer, minval=1, defval=14)
scalingFactor = input(title="Scaling Factor", type=input.float, step=0.1, defval=3)
src = input(title="Source", type=input.source, defval=close)
_median(src, length) =>
percentile_nearest_rank(src, length, 50)
sampleMedian = _median(src, length)
// Median Absolute Deviation
mad = _median(abs(src - sampleMedian), length)
hf = abs(src - sampleMedian) <= scalingFactor * mad
? src
: sampleMedian
// Plot EMA of the filtered samples
plot(ema(hf, length), title="HF", linewidth=2, color=#6d1e7f, transp=0)
Overview
Hampel Filter calculates the rolling median and Median Absolute Deviation (MAD) of the chosen source series over a specified length. When a data point exceeds the user-defined scaling factor multiplied by the MAD, it is treated as an outlier and replaced with the median value. Finally, it plots an Exponential Moving Average (EMA) of the filtered values, providing a noise-reduced trend line.
- Rolling median and MAD outlier detection
- Adjustable scaling factor for outlier thresholds
- Exponential moving average smoothing of filtered series
Details
Published by
everget on GitHub
Type
Indicator, Pine Script v4
Draws
On the price chart
Category
Moving averages, Volatility & bands
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.
Repository
Topics
pinepinescripttechnical-indicatorsindicatorsoscillatorbandsaveragetradingviewindicatormoving-average
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Length | int | 14 | length |
| Scaling Factor | float | 3 | scalingFactor |
| Source | source | close | src |
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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