John Ehlers roofing filter

Francesco78 · 2017-04-26T13:07:47+00:00

Hi all, I was tring to replicate an indicator explained by John Ehlers in a youtube video. I attach the formula as image. When I try to code it on PRT I dont get any line, I presume is because the definition of Ehlers indicator at time t refers to the same indicator at time t-1: Indicator: a = (cos(0.707*360/48)+sin(0.707*360/48)-1)/cos(0.707*360/48) hp = 0 hp = (1+a/2)*(1-a/2)*(close-2*close[1]+close[2])+2*(1-a)*hp[1]-(1-a)*(1-a)*hp[2] return hp Can someone help with that? MAny thanks Francesco

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04/26/2017 at 2:07 PM #33507 quote

Francesco78
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Master

Hi all,

I was tring to replicate an indicator explained by John Ehlers in a youtube video.

I attach the formula as image.

When I try to code it on PRT I dont get any line, I presume is because the definition of Ehlers indicator at time t refers to the same indicator at time t-1:

Indicator:

a = (cos(0.707*360/48)+sin(0.707*360/48)-1)/cos(0.707*360/48)
hp = 0

hp = (1+a/2)*(1-a/2)*(close-2*close[1]+close[2])+2*(1-a)*hp[1]-(1-a)*(1-a)*hp[2]
return hp

Can someone help with that?

MAny thanks

Francesco

roofing-filter.png

04/26/2017 at 2:17 PM #33516 quote

Francesco78
Participant

Master

I guess I sorted this one by writing this

a = (cos(0.707*360/48)+sin(0.707*360/48)-1)/cos(0.707*360/48)

hp1 = (1+a/2)*(1-a/2)*(close[1]-2*close[2]+close[3])
hp2 = (1+a/2)*(1-a/2)*(close[2]-2*close[3]+close[4])

hp = (1+a/2)*(1-a/2)*(close-2*close[1]+close[2])+2*(1-a)*hp1-(1-a)*(1-a)*hp2
return hp

Do you agree?

Many thanks

Francesco

04/26/2017 at 7:29 PM #33560 quote
gabri
Participant

Master
Francesco,

ecco il codice
```
alpha1 = (cos(.707*360 / 48) + sin (.707*360 / 48) - 1) / cos(.707*360 / 48)

if barindex>1 then
HP = (1-alpha1/2)*(1-alpha1/2)*(Close-2*dClose(1)+dClose(2))+2*(1-alpha1)*HP[1] - (1 - alpha1)*(1 - alpha1)*HP[2]
else
HP = 0
endif

a1 = EXP(-1.414*3.14159 / 10)
b1 = 2*a1*cos(1.414*180 / 10)
c2 = b1
c3 = -a1*a1
c1 = 1 - c2 - c3

if barindex>1 then
Filt = c1*(hp + hp[1]) / 2 + c2*Filt[1] + c3*Filt[2]
else
filt=0
endif
return filt
```
Nicolas thanked this post
04/26/2017 at 7:33 PM #33567 quote

Francesco78
Participant

Master

Grazie mille Gabri!

Saluti

Francesco

04/27/2017 at 6:12 PM #33721 quote

Francesco78
Participant

Master

Scusami Gabri ma continua a venire una linea pari a zero e basta, a te esce qualcosa di diverso?

Grazie

Francesco

04/27/2017 at 6:16 PM #33723 quote

Francesco78
Participant

Master

problema risolto, grazie!..:)

07/17/2017 at 7:10 PM #40893 quote

gabri
Participant

Master

Ok
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