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hello I jump quickly in the question,
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/* Distant Coefficient Nonlinear Ehlers Filters */
/* Consult April 2001 TASC for details */
/* AFL implementation by Tomasz Janeczko */
/* Use automatic scaling and middle grid */
/* and show dates */
/* Requires AmiBroker 3.60 or higher */
/* VBScript version */
periods = 15;
mprice = (High + Low)/2;
Plot(scNLEF(scMp(),15),"",colorGreen,1);
Plot(C,"",colorBlack,64);
/* Distant Coefficient is calculated here using AFL scripting */
/*
EnableScript("vbscript");
coef = mprice;
<%
mprice = AFL( "mprice" )
coef = AFL( "coef" )
periods = AFL( "periods" )
for i = periods To UBound( mprice )
coef( i ) = 0
for k = 1 To periods
coef( i ) = coef( i ) + ( mprice( i ) - mprice( i - k ) )^2
Next
Next
AFL("coef") = coef
%>
Plot( Sum( coef * mprice, periods )/Sum( coef, periods ),"",colorRed,1);
*/
/*
EnableScript("jscript");
mprice = (High + Low)/2;
nRange=15;
<%
function GetArray( Name )
{return VBArray( AFL( Name ) ).toArray();}
mprice = GetArray( "mprice" );
y = new Array();
nRange= AFL.Var( "nRange");
for( i = 0; i < mprice.length; i++ )
{
y[i] = 0;
nk = i>nRange ? nRange : i;
for( k=1; k<=nk; k++)
y[i] = y[i] + Math.pow(mprice[i] - mprice[i-k],2) ;
}
AFL("y") = y ;
%>
Graph1= Sum( y * mprice, nRange )/Sum( y, nRange );
Graph1Style = 1;
Graph1Color= 4;
*/
>
> 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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> http://www.amibroker.com/
>
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