Hodrick-Prescott (HP) filter

This indicator is an implamentation of Hodrick-Prescott (HP) filter
This filter is a mathematical model the can remove cyclical components from the price signal to get the trend components.

• "Lambda" is the smoothing factor and can have a value between 1 and infinity.
  
• "Length" is the number of previous prices that are included in the filter.
  

The default values of lambda and length work well for almost all time frames.

הערות שחרור:

Converted to v5