INNER CODE UNIT · Python

roofing_filter

aticio/legitindicators · legitindicators.py:157

def roofing_filter(data, hp_length, ss_length):
    """Python implementation of the Roofing Filter indicator created by John Ehlers

    :param data: list of price data
    :type data: list
    :param hp_length: High Pass filter length
    :type hp_length: int
    :param ss_length: period for super smoother
    :type ss_length: int
    :return: Roofing Filter applied data
    :rtype: list
    """
    hpf = []

    for i, _ in enumerate(data):
        if i < 2:
            hpf.append(0)
        else:

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