Ehlers Filter for Amibroker (AFL)
matrix2010 over 15 years ago Amibroker (AFL)
This AFL calculate Ehlers Filter.
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Price = (H+L)/2;
MomLength = 15;
PriceMomSum = 0;
FiveMomSum = 0;
FiveMom = abs(Price - Ref(Price, -5));
PriceMom = Price * FiveMom;
for (i=0; i < MomLength; i++) {
PriceMomSum = PriceMomSum + Ref(PriceMom, -i);
FiveMomSum = FiveMomSum + Ref(FiveMom, -i);
}
NLEF = PriceMomSum / FiveMomSum;
Plot(Close, "Close", colorBlack, styleLine);
Plot(NLEF, "NonLinear Ehlers Filter", IIf(Close>NLEF, colorGreen, colorRed), styleLine);0 comments
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