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

Ehlers - Non Linear Filters for Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:
amibroker

Nonlinear Ehlers Filters

Linear filters like moving averagesare great for slow, “stationary” data.Unfortunately, prices aren’t slow or stationary

Screenshots

Indicator / Formula

Copy & Paste Friendly
_SECTION_BEGIN("SONGOKU DRAGON");
//Nonlinear Ehlers Filter
//MODIFIED=SONGOKUDRAGON 
Price = (H+L)/2;
MomLength = 10;

PriceMomSum = 0;
FiveMomSum = 0;

FiveMom = abs(Price - Ref(Price, -5));
PriceMom = Price * FiveMom;
for (i=0; i < MomLength; i++) {
 PriceMomSum = PriceMomSum + Ref(PriceMom, -i);
 FiveMomSum = FiveMomSum + Ref(FiveMom, -i);
}
NLEF = PriceMomSum / FiveMomSum;
Buy=  Close  > NLEF;
Sell= Close < NLEF;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); 
PlotShapes( shapeUpArrow* Buy , colorBrightGreen ,0);
PlotShapes( shapeDownArrow* Sell, colorRed ,0);

Plot(Close, "Close", colorWhite, styleThick);
Plot(NLEF, "NonLinear Ehlers Filter", IIf(Close>NLEF, colorBrightGreen, colorRed), styleThick);
GraphXSpace = 10;

Filter = Buy OR Sell;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); 
AddTextColumn(FullName(),"Name");
AddColumn( Buy, "BUY" );
AddColumn( Sell, "SELL" );
_SECTION_END();

0 comments

Leave Comment

Please login here to leave a comment.

Back