Short Term Trading Member Forum

[dindindon]

Re Band Pass filter

Hi Oddlot

The band pass filter allow signals with the intrinsic frequency within the band to pass through. Say high limit is 50 trading days, low limit is 25 trading days, the pass band is from 25 to 50 TDs. Signal frequency out of the pass band will be attenuated . Signal frequency within the band will pass through.

However, signals produce aliasing effect within the band. My studies showed there is no such ideal band pass filter that can ‘snap’ the hunting frequency with reasonable ‘visual’ quality. In general, the phase and magnitude generated by those band pass filters for stock market indices is not reliable and/or in consistency. Occasionally, you can home in a nearly ideal cycle wave, but sooner or later, it drifts out. I could be worng on such assessment. Just my 2 cents.

DinDinDon