Hi,
John Ehlers (see: Rocket Science for Traders) introduced two indicators last year:
The recursive median filter (RMF) and the recursive median oscillator (RMO).
Is there anyone that can code these specifically as I am unable to progress with the Variables part of the conversion?
Thanks in advance,
Best
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//Recursive Median Filter (c) 2017 John F. Ehlers
//Inputs:
LPPeriod(12 );
//Vars:
alpha1(0 ),
RM(0 );
//Set EMA constant from LPPeriod input
alpha1 = (Cos (360 / LPPeriod) + Sin (360 / LPPeriod) - 1 ) / Cos (360 / LPPeriod);
//Recursive Median (EMA of a 5 bar Median filter)
RM = alpha1* MedianPrice [ 5 ] + (1 - alpha1)* RM[ 1 ] ;
Return RM as "Recursive Median Filter"
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
//Recursive Median Oscillator (c) 2017 John F. Ehlers}
//Inputs:
LPPeriod(12 ),
HPPeriod(30 );
//Vars:
alpha1(0 ),
alpha2(0 ),
RM(0 ),
RMO(0 );
//Set EMA constant from LPPeriod input
alpha1 = (Cos (360 / LPPeriod) + Sin (360 / LPPeriod) - 1 ) / Cos (360 / LPPeriod);
//Recursive Median (EMA of a 5 bar Median filter)
RM = alpha1* MedianPrice [ 5 ] + (1 - alpha1)* RM[ 1 ] ;
//Highpass filter cyclic components whose periods are shorter than HPPeriod to //make an oscillator
Alpha2 = (Cos (.707 * 360 / HPPeriod) + Sin (.707 * 360 / HPPeriod) - 1 ) / Cos (.707 * 360 / HPPeriod);
RMO = (1 – alpha2 / 2 )* (1 – alpha2 / 2 )* (RM - 2 * RM[ 1 ] + RM[ 2 ] ) + 2 * (1 – alpha2)* RMO[ 1 ] - (1 – alpha2)* (1 – alpha2)* RMO[ 2 ] ;
Return RMO as "Recursive Median Oscillator"
Return 0 , as "Zero line"
There are some promising backtests based on these indicators her midway down the page. Pls see screenshot: http://traders.com/Documentation/FEEDbk_docs/2018/03/TradersTips.html
.
