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Re: Optimal Detrending by John F. Ehlers



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correction

for( i = 3; i < nSize; i++ )
{
DeTrend.array[i]= (float)(0.13785* (2*Price[i]-Price
[i-1]))

+ (float)(0.0007* (2*Price[i-1]-Price[i-2]) )

+ (float)(0.13785 * (2*Price[i-2]-Price[i-
3]) )

+ (float)(1.2103 * DeTrend.array[i-1])

- (float)(0.4867* DeTrend.array[i-2]);
> I had this code in my old "archives", it was in mstock code
> 
> OEF:=(0.13785*((2*P)-Ref(P,-1)))
> + (0.0007*((2*Ref(P,-1))-Ref(P,-2)))
> + (0.13785*((2*Ref(P,-2))-Ref(P,-3)))
> + (1.2103*PREV)
> - (0.4867*Ref(PREV,-1));
> OEF
>