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#1 Selling Amibroker Plugin featuring:
Ehler Filter for Amibroker (AFL)
Ehlers filter allows you to create smooth and lag free formulas.
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Similar Indicators / Formulas
Indicator / Formula
_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();
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