D09-F06-A07 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA

Ehlers Roofing Filter

What remains after removing both slow drift and high-frequency noise? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.

Selected expression

Roof_t = SuperSmoother(low_pass_period, HighPass(high_pass_period, P))

Availability rule

An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.

calculated · step 1 of 7

Verified synthetic fixture

This lab is paired with datasets/implementation-fixtures.json: 96 deterministic, oldest-to-newest observations spanning oscillating, rising, and moderating regimes. It is teaching data—not market history or predictive evidence.

Canonical latest output (D09-F06-A07)
{
  "high_pass": -1.4080590702156108,
  "value": -1.0173197105824179
}

Executable checks cover this result, flat/zero-volume boundaries, invalid timestamps, and prefix causality in both language entry points.