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### Ehler Filter for Amibroker (AFL) mariapparaja1 over 9 years ago Amibroker (AFL)

Rating:
Tags:
amibroker, filter, ehler

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

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### 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();```