Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Ehler Filter for Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:
amibroker, filter, ehler

Ehlers filter allows you to create smooth and lag free formulas.

Screenshots

Similar Indicators / Formulas

Application of Ehler filter
Submitted by kaiji almost 15 years ago
Ehlers Filter
Submitted by matrix2010 over 13 years ago
Ehlers Elliptical filter
Submitted by pipstar over 14 years ago
Distance Coefficient Ehlers Filter
Submitted by UnknownZ almost 14 years ago
Ehlers Adaptive Stochatic Indicator
Submitted by kaiji almost 15 years ago
Center of Gravity Oscillator
Submitted by Peixoto over 14 years ago

Indicator / Formula

Copy & Paste Friendly
_SECTION_BEGIN("EhlerFilter");
// ehler filter based on acclerartion and speed
// x - input
// n - length of FIR
// w - exponential weight of passed acceleration and speed 
// f - weighting factor between acceleration and speed
function Ehler1( x, V, n, w,f)
{y=x;
// acceleration + speed
a = x-2*Ref(x,-1) + Ref(x,-2);
s = f*(x-Ref(x,-1));
q=AMA(V*(abs(a)+abs(s))/x,w);

for( i = n-1; i < BarCount; i++ )
 {
   sy=0;sw=0;  
 for (j=i-n+1; j<i+1; j++)
  {sy = sy + q[j]*x[j]; 
   sw = sw + q[j];
  }
 y[i]=sy/sw;
 }
return y;
}
w=Param("w",0.62,0.05,0.99,0.01);
n=Param("n",8,1,42,1);
f=Param("f",-0.3,-10,10,0.1);
f=10^f;
eh=Ehler1(C,V,n,w,f);
Plot( Close, "Price", colorBlack, styleCandle );
Plot( eh, "Ehler", colorBlack ); 
Plot( MA(C,n), "MA", colorBlue ); 

_SECTION_END();

0 comments

Leave Comment

Please login here to leave a comment.

Back