JOHN EHLER’S NONLINEAR FILTER

JOHN EHLER'S NONLINEAR FILTER

Type : Indicator, Name : Nonlinear Ehlers Filter

Inputs: Price((H+L)/2), Length(15);
Vars: count(0), SumCoef(0), Num(0), Filt(0);
Array: Coef[25](0);

{Coefficients can be computed using any statistic of choice —-
—- a five-bar momentum is used as an example}

For count = 0 to Length — 1 begin
Coef[count] = AbsValue(Price[count] — Price[Count + 5]);
{The line above is all that needs to be changed to use other statistics.
For example: Coef[count]=AbsValue(Price[count]-Filt[count+1]);}
end;

{Sum across the numerator and across all coefficients}
Num = 0;
SumCoef =0;

For count = 0 to Length -1 begin
Num = Num + Coef[count]*Price[count];
SumCoef = SumCoef + Coef[count];
end;

Filt = Num / SumCoef;

Plot1(Filt, «Ehlers»);

Подписаться
Уведомить о
0 комментариев
Межтекстовые Отзывы
Посмотреть все комментарии