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#1 Selling Amibroker Plugin featuring:
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Ehlers - Non Linear Filters for Amibroker (AFL)
Rating:
5 / 5 (Votes 2)
Tags:
amibroker
Nonlinear Ehlers Filters
Linear filters like moving averagesare great for slow, “stationary” data.Unfortunately, prices aren’t slow or stationary
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Indicator / Formula
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_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
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