Hampel Filter

7 459

More exclusive indicators from everget

Subscribe to Trading Toolkit for $5.00/month to get exclusive indicators by this author. You pay right on TradingView and can use them on your charts straight away.

Explore Trading Toolkit
Hampel Filter script.

This indicator was originally developed by Frank Rudolf Hampel (Journal of the American Statistical Association, 69, 382–393, 1974: The influence curve and its role in robust estimation).

The Hampel filter is a simple but effective filter to find outliers and to remove them from data. It performs better than a median filter.

Exención de responsabilidad

La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.