John Ehlers roofing filter

• 04/26/2017 at 2:07 PM #33507
  Francesco78

  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

  

  Francesco78

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  04/26/2017 at 2:17 PM #33516
  Francesco78

  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

  

  Francesco78

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

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

  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

   

  1 user thanked author for this post.

  Nicolas

  

  gabri

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  04/26/2017 at 7:33 PM #33567
  Francesco78

  Grazie mille Gabri!

  Saluti

  Francesco

  

  Francesco78

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  04/27/2017 at 6:12 PM #33721
  Francesco78

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

  Grazie

  Francesco

  

  Francesco78

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  04/27/2017 at 6:16 PM #33723
  Francesco78

  problema risolto, grazie!..:)

  

  Francesco78

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

  Ok

  

  gabri

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