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Thanks for the responses,
the Ehler URL http://www.mesasoftware.com/pub/index.html is interesting but
the math is a bit much for me :-(
I will try to code a DLL starting with what you made up for me Stephane,
thanks!
Herman.
> -----Original Message-----
> From: nenapacwanfr [mailto:nenapacwanfr@x...]
> Sent: Saturday, June 22, 2002 9:59 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Optimal Detrending by John F. Ehlers
>
>
> 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
> >
>
>
>
>
>
>
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