Conversion Ehlers Roofing Filter Indicator From MT5 to proRealTime

Bob Harris · 2023-02-13T17:41:28+00:00

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

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02/13/2023 at 6:41 PM #209635 quote

Bob Harris
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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

EhlersRoofingFilter.mq5

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

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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
```
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02/15/2023 at 11:13 AM #209730 quote

Bob Harris
Participant

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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

Roofing-Indicator-Custom.itf
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Conversion Ehlers Roofing Filter Indicator From MT5 to proRealTime

ProBuilder: Indicators & Custom Tools

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Bob Harris @bob_harris Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by Bob Harris
3 years, 7 months ago.

Topic Details

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