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

Application of Ehler filter for Amibroker (AFL)
kaiji
over 10 years ago
Amibroker (AFL)

Rating:
4 / 5 (Votes 3)
Tags:
amibroker, filter, ehler

Ehler filter using volume, momentum, rate of momentum for weighting.

Credit goes to goldfreaz

Similar Indicators / Formulas

Ehlers Filter
Submitted by matrix2010 over 9 years ago
Ehler Filter
Submitted by mariapparaja1 over 10 years ago
Ehlers Elliptical filter
Submitted by pipstar about 10 years ago
Distance Coefficient Ehlers Filter
Submitted by UnknownZ over 9 years ago
Center of Gravity Oscillator
Submitted by Peixoto over 10 years ago
Sine Wave Indicator
Submitted by kaiji over 10 years ago

Indicator / Formula

Copy & Paste Friendly
// 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 );

0 comments

Leave Comment

Please login here to leave a comment.

Back