Re: Optimal Detrending by John F. Ehlers

["nenapacwanfr" <nenapacwanfr@xxxx>]

Hi hermann,
I don't understand the Ama2 myself, but why don't you write it in a 
plugin, are you sure of the formula?

stephane

AmiVar VDetrending( int NumArgs, AmiVar *ArgsTable )
{
int i;
AmiVar DeTrend;
DeTrend= gSite.AllocArrayResult();

int nSize = gSite.GetArraySize();

float *Price = ArgsTable[ 0 ].array;

double S1 = 0.13785;
double S2 = 0.0007;
double S3 = 0.13785;
double S4 = 1.2103;
double S5 = 0.4867;

for( i = 3; i < nSize; i++ )
{
DeTrend.array[i]= ((float)S1* (2*Price[i]-Price[i-
1]))

+ ((float)S2* (2*Price[i-1]-Price[i-2])) 

+ ((float)S3 * (2*Price[i-2]-Price[i-3])) 

+ ((float)S4 * (DeTrend.array[i-1] - (float)
S5*DeTrend.array[i-2]));
}
return DeTrend;
}
> 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.