Request: Ehlers Deycler (from TradingView)

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Author

Posts

07/07/2024 at 7:35 PM #234906 quote

Participant

New

Hello, I’m trying to convert this Ehlers Deycler indicator from TradingView but I can’t seem to get it work. Here is my code:

// Input parameters
length = 60
src = close

// Constants
once PI = 3.141592653589793

// Variables
PIx2Length = 2 * PI / length
cosValue = cos(PIx2Length)

alpha = 0
If (cosValue <> 0) then
   alpha = (cosValue + sin(PIx2Length) - 1) / cosValue
else
   If (barindex > 1) then
      alpha = alpha[1]
   endif
endif

decycler = alpha / 2 * (src + src[1]) + (1 - alpha) * decycler[1]

// Plotting the Decycler
return decycler AS "Decycler"

I would appreciate if someone could point me to my mistake(s).

07/08/2024 at 6:26 AM #234908 quote

Participant

Master

Ehlers Simple Decycler

07/08/2024 at 6:28 AM #234909 quote

Trianenn

Participant

New

Thanks JS! Although the indicators share the same name, the calculation is not the exactly the same.

07/08/2024 at 6:33 AM #234910 quote

Participant

Master

True, but all the Decyclers I’ve seen have a different calculation… 🙂

It’s such a difficult subject that I can’t judge which calculation is the right one…

07/08/2024 at 10:55 AM #234931 quote

Iván González

Moderator

Legend

You only have to convert radians to degrees.

PIx2Length=2*PI/length
transf = PIx2Length*360/(2*PI)
cosine=COS(transf)

PRT works with degrees and TV works with radians. Here you have the code:

//-----Inputs------------------------------------//
length=60
src=close
colorMA=1
//-----------------------------------------------//
//-----Moving average calculation----------------//
once PI = 3.14159265359

if barindex > length then

PIx2Length=2*PI/length
transf = PIx2Length*360/(2*PI)

cosine=COS(transf)
alpha=0

if cosine<>0 then
alpha=(cosine+sin(transf)-1)/cosine
else
alpha=alpha[1]
endif

MA=0
MA=alpha/2*(src+src[1])+(1-alpha)*MA[1]
//-----------------------------------------------//
//-----Color MA configuration--------------------//
if colorMA then
if MA>MA[1] then
r=0
g=255
elsif MA<MA[1] then
r=255
g=0
endif
endif
endif

return MA as "Decycler" coloured(r,g,0)style(line,2)

Trianenn and JS thanked this post

07/08/2024 at 11:48 AM #234938 quote

Trianenn

Participant

New

Perfect! Thanks Iván

JS thanked this post