Formule Bluster

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  • 12/11/2016 at 6:08 PM #18251 quote
    finplus
    Participant
    Master

    Bonsoir, quelqu’un pourrait il expliquer SVP les paramètres de cet indicateur (Bluster) ? Merci d’avance.

    bandedge=40

whitenoise= (Close - Close[1])
if barindex>bandedge then
// super smoother filter
a1= Exp(-1.414 * 3.14159 / bandedge)
b1= 2*a1 * Cos(1.414*180 /bandedge)
c2= b1
c3= -a1 * a1
c1= 1 - c2 - c3
filt= c1 * (whitenoise + whitenoise[1])/2+ c2*filt[1] + c3*filt[1]

filt1 = filt

if ABS(filt1)>pk[1] then
pk = ABS(filt1)
else
pk = 0.99* pk[1]
endif

if pk=0 then
denom = -1
else
denom = pk
endif

if denom = -1 then
result = result[1]
else
result = filt1/pk
endif
endif
    12/12/2016 at 8:52 AM #18270 quote
    Nicolas
    Keymaster
    Master

    Il s’agit d’un filtre mathématique de John Ehlers, le super smoother (Un filtre Butterworth à 2 pôles combiné à une SMA à 2 barres qui supprime la fréquence de Nyquist), le seul paramètre modifiable est le “bandedge”, ce qui correspond à la période de calcul du filtre.

    12/16/2016 at 7:08 PM #18689 quote
    finplus
    Participant
    Master

    merci Nicolas (encore une fois).

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Formule Bluster


Discussions générales sur le Trading

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finplus @finplus Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by finplus
9 years, 1 month ago.

Topic Details
Forum: Discussions générales sur le Trading
Language: French
Started: 12/11/2016
Status: Active
Attachments: No files
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