Static BP

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(Static Band Pass Filter)

Category: MESA8

 

Input parameters

Name

Setting

Default

Optimization range

Center period

Integer>0

20

8-60

Delta

Number>0

0.2

0.05-0.5

Price

Input time series

Close

 

 

Description

The Static BP indicator is a bandpass filter that is applied with its constant Center Period across the entire data series.  This is contrasted with the BP Indicator whose center period is adjusted by the MESA-measured dominant cycle.  The Delta parameter is the bandwidth of  the filter in terms of +/- percent of its center period.  A smaller number gives a narrower bandwidth to eliminate extraneous cycle components and a larger number give a wider bandwidth to improve responsiveness to transients.