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I wonder if this is an implementation of the Kalman filters in Ehlers'
Optimal Tracking Filter Paper? The abstract to the TASC article doesn't
provide enough information to decide. (don't suppose you have the pdf
file...)
In case you are not aware of it, Ehlers MESA site is loaded with good
information - of the Ehlers flavor, in particular
http://www.mesasoftware.com/pub/index.html
I suspect the Optimal Tracking Filters paper is related - although I have
not attempted to compare the EasyLanguage codes.
btw: PREV isn't intuitive to me at all - I've never used it? intuition is
learned :) I don't want to start a religious jihad, but I find a Mac
non-intuitive also....
Cheers,
Richard
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxx>
To: "AmiBroker" <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 22, 2002 8:21 AM
Subject: [amibroker] Optimal Detrending by John F. Ehlers
> 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.
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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