The Hampel Filter indicator identifies and filters out price outliers to smooth price data directly on the main chart. It calculates the rolling median and Median Absolute Deviation (MAD) of the chosen source series over a specified length. When a data point e
Indicator · Pine Script v6 · On the chart
Highpass Filter (2-Pole)
This indicator calculates a 2-pole Infinite Impulse Response highpass filter to isolate higher-frequency components or remove trends from a given price source.
GitHub stars47on the repository
Pine versionv6current
Lines of code37
Settings2inputs
LicenceMIT
Last update8 months ago28 Feb 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 indicators/filters/hpf.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.
// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Highpass Filter (2-Pole) (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
Highpass Filter (2-Pole) computes an internal highpass value based on a configurable length parameter and plots the resulting trend component directly on the price chart. The main settings allow users to adjust the input length and select the data source. It is implemented using an O(1) complexity per bar approach in Pine Script version 6.
- 2-pole highpass filter calculation
- Configurable length parameter
- Customizable price source input
- Price chart overlay plotting
Details
Published by
mihakralj on GitHub
Type
Indicator, Pine Script v6
Draws
On the price chart
Category
Volatility & bands, Moving averages
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
pinescriptpinescript-indicatorstechnical-analysistradingview-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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