Optimal Detrending by John F. Ehlers

["Herman van den Bergen" <psytek@xxxx>]

Re: http://store.traders.com/traderscom/v12029opdetb.html

Hello,

Has anybody succeeded in coding the Optimum Detrending/Smoothing
function/oscillator published in TASC (July, 2000, p20) in AFL?

This appears an application for the AMA or AMA2 but I still have no
intuitive appreciation of their use :-( I still dream of a more intuitive
AFL syntax equivalent for "Prev" - but faster :-)

The EasyLanguage formula is given as:

S1 = 0.13785;
S2 = 0.0007;
S3 = 0.13785;
S4 = 1.2103;
S5 = 0.4867;
Price = (H+L)/2;

Smooth = S1 * (2*Price-Price[1]) +
S2 * (2*Price[1]-Price[2]) +
S3 * (2*Price[2]-Price[3]) +
S4 * (Smooth[1]-S5*Smooth[2]);

Any help would be much appreciated!

Have a great day,
Herman.