Download Application of Ehler filter For Amibroker (AFL)

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4 / 5 (Votes 3)

amibroker, filter, ehler

Submitted by matrix2010 about 14 years ago

Submitted by mariapparaja1 about 15 years ago

Submitted by pipstar almost 15 years ago

Submitted by UnknownZ over 14 years ago

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Submitted by kaiji about 15 years ago

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// 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 );

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Application of Ehler filter for Amibroker (AFL)
kaiji
about 15 years ago
Amibroker (AFL)

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