Conversion Ehlers Roofing Filter Indicator From MT5 to proRealTime

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  • 02/13/2023 at 6:41 PM #209635 quote
    Bob Harris
    Participant
    Average

    Hi ,

    Please can anyone translate the Ehlers Roofing Filter Indicator From MT5 to proReal. I have found an indicator that someone has written called Ehlers roofing Filter here https://www.prorealcode.com/topic/john-ehlers-roofing-filter/ but the results are far less accurate than the MT5 version and I don’t have the programming skills to know why. Also the MT5 version has two lines and generates signals at the crossover.

    I have attached the MQ5 File or I can cut and paste the code if that helps

     

    Many Thanks in Advance

    Bob

    02/14/2023 at 10:23 AM #209649 quote
    Nicolas
    Keymaster
    Master

    Here is a rough conversion of the source code you provided, I don’t know why but I think there is something missing somewhere, I might investigate more later.

    once MSQRT12= 0.707106781186547524401
once MSQRT2=1.41421356237309504880
once MPI=3.14159265358979323846

twoPiPrd = MSQRT12 * 2 * MPI / hpLength
a1 = (Cos(twoPiPrd) + Sin(twoPiPrd) - 1) / Cos(twoPiPrd)
a2 = Exp(-MSQRT2 * MPI / lpLength)
beta = 2 * a2 * Cos(MSQRT2 * MPI / lpLength)
c2 = beta
c3 = -a2 * a2
c1 = 1 - c2 - c3
t1 = square(1 - (a1 / 2))
t2 = 1 - a1
t3 = square(t2)
t2 = t2*2

iprice=customclose
once hp=0

if barindex>hpLength then
hp =  t1 * (iprice - 2 * iprice[1] + iprice[2]) + t2 * hp[1] - t3 * hp[2]

//if rb[2]>0 then
r1 = (rb[1])
rr2 = (rb[2])
//else
//r1 = 0
//rr2 = 0
//endif

rb = c1 * ((hp + hp[1]) / 2) + c2 * r1 + c3 * rr2
tb = rr2
endif

if rb>0 then 
r=0
g=255
else
r=255
g=0
endif

return rb coloured(r,g,0),tb
    GraHal thanked this post
    02/15/2023 at 11:13 AM #209730 quote
    Bob Harris
    Participant
    Average

    Thank you Nicolas,

    You are a star

    I added the HPLength  and LpLength Variables as 80 and 40 respectively and it worked perfectly

     

    Have added the file below and I encourage folks to check it out.

    Regards

     

    Bob

    Nicolas thanked this post
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Conversion Ehlers Roofing Filter Indicator From MT5 to proRealTime


ProBuilder: Indicators & Custom Tools

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Author
author-avatar
Bob Harris @bob_harris Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Bob Harris
2 years, 12 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 02/13/2023
Status: Active
Attachments: 2 files
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