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Hello
I have been trying for several days to try to translate the
TradeStation code for Ehlers Distant Coefficient Filter and can't
seem to get it to work. I seem to just get a straight line
If someone has the AmiBroker code for it, or can translate this for
me I would be most appreciative
TradeStation Code:
Inputs: Price((H+L)/2),
Length(15);
Vars: count(0),
LookBack(0),
SumCoef(0),
Num(0),
Filt(0);
Array: Coef[25](0),
Distance2[25](0);
For count = 0 to Length - 1 begin
Distance2[count] = 0;
For LookBack = 1 to Length begin
Distance2[count] = Distance2[count] + (Price[count] - Price
[count + LookBack])*(Price[count] - Price[count + LookBack]);
end;
Coef[count] = Distance2[count];
end;
Num = 0;
SumCoef =0;
For count = 0 to Length -1 begin
Num = Num + Coef[count]*Price[count];
SumCoef = SumCoef + Coef[count];
end;
If SumCoef <> 0 then Filt = Num / SumCoef;
Plot1(Filt, "Ehlers");
***********************
My attempt to translate this is as follows:
// Ehler's Distant Coefficient Filter
Pr = (H+L)/2;
Length = 27;
for(i = 0; i < Length -1; i++)
{
d2[i] = 0;
for(Lb = 1; Lb < Length; Lb++)
{
d2[i] = d2[i] + (Pr[i] - Pr[i + Lb])^2;
}
Coef[i] = d2[i];
}
num = 0;
Sumcoef = 0;
for(i=0;i < Length -1; i++)
{
num = num + Coef[i] * Pr[i];
Sumcoef = Sumcoef + Coef[i];
}
Filt = Nz(num / Sumcoef);
Plot(Filt,"Filt",colorGreen);
TIA
Rick
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