Hodrick-Prescott indicator with standard error bands

Hodrick-Prescott indicator with standard error bands

This is an extension of Nicolas’s great indicator that implements the Hodrick-Prescott smoother. My contribution just consists of calculating the standard error bands (with respect to the close) around the HP line.

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ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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