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[amibroker] Re: Ehler's Distant Coefficient Filter



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It's also been posted on the Amibroker Library, if anyone has trouble
with the word wrapping.



--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> 
> I grabbed this from the excel example, NOT the easylanguage
reference.    
> 
> Try this:
> -------------------------
> Price = (H+L)/2;
> CoefLookback = 5;
> 
> Coef = (Price-Ref(Price, -1))^2+(Price-Ref(Price,
> -2))^2+(Price-Ref(Price, -3))^2+(Price-Ref(Price,
> -4))^2+(Price-Ref(Price, -5))^2;
> 
> SumCoef=0;
> SumCoefPrice=0;
> for(i=0; i < CoefLookback; i++) {
> 	SumCoef = SumCoef + Ref(Coef, -i);
> 	SumCoefPrice = SumCoefPrice + (Ref(Coef, -i) * Ref(Price, -i));
> }
> DCEF = SumCoefPrice / SumCoef;
> 
> Plot(Close, "Close", colorBlack, styleLine);
> Plot(DCEF, "NonLinear Ehlers Filter", IIf(Close>DCEF, colorGreen,
> colorRed), styleLine);
> -----------------------------
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "ricko8294_98" <ricko@xxxx> wrote:
> > 
> > What? with all the talent out there, is there no one to come to my 
> > rescue?
> > 
> > I would appreciate someone pointing out what is wrong with my code
> > Thanks
> > Rick
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "ricko8294_98" <ricko@xxxx> wrote:
> > > 
> > > 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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