Can anyone code the John Ehlers Recursive Median Filter & Oscillator

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
Bard

//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

TT-Quantacula2.png