Hurst has introduced the filters definition into the world of finance. Before the filters were widely used in the various areas of physics. The filters is the tool, which allows excluding the large particles from the analysis, and including only the certain type of the particles. The change of the tool’s application sector to financial markets has required certain adjustments, though the main logic is the same. As we follow through a set of calculations, we can build the multiple dominant cycles, which appear at the different data periods. The traders should look at the values suggested by Fourier in his research as the rule of thumb, though with the development of trading facilities and higher trading volumes the cycle length has been changing. The band pass filter can help you to visualise the cycles and adjust it to your strategy. This indicator is not time frame specific, so that it can be used by the investors, who base their strategy on both medium and short-term trade horizons. When Hurst has created his initial research on DJ, he has performed more than three million calculation to see the results of his work. With our trading tools, you can achieve the same result in a matter of seconds.