Adaptive filters are a type of filter that does not belong to traditional low-pass, high-pass, band-pass, or band-stop filters. They can automatically adjust the filtering effect based on market volatility and periodicity. This type of filter provides a more flexible and intelligent tool to help us better understand and analyze market dynamics. John F. Ehlers has developed various adaptive technical indicators, such as the MESA Adaptive Moving Average (MAMA) and the Adaptive Laguerre filter, which can better adapt to market changes and provide more timely and accurate signals. Building an adaptive filter requires in-depth analysis of market data, understanding its inherent dynamics, and using this knowledge to dynamically adjust the filter's parameters.