Category

Multi-Bar Functions

Description

Bandpass filter as described by John Ehlers.

Syntax

EhlersBP(expr, count, bandwidth)

Parameters

expr - data series formula

count - lookback period

bandwidth - passband width

Notes

Isolates a specific frequency band centered on the given period, with the bandwidth parameter controlling how narrow the passband is (smaller values = narrower band). Both the period and bandwidth arguments may be dynamic expressions, allowing the filter to adapt on each bar.

This function supports one-pass calculation when used in the Data Section.

Example

EhlersBP(Close, 20, 0.3)

Isolates the frequency band centered on a 20-bar cycle.

Useful for extracting a specific cyclical component from price data while rejecting both trend and noise outside that band.

Copyright © 2020-2026 Systematic Solutions, LLC