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Same story with the Ehlers "Smooth" function code from "Optimal Detrending", by John F. Ehlers in the July, 2000 issue of TASC.
It also used an uninitialized variable and the output on the initial bar was zero rather than the price, as it should have been.
Thought I would post the revised code for that also.
Bob Fulks
{ *******************************************************************
Function : Ehlers.Smooth
Last Edit : 7/1/2000
Provided By : Bob Fulks
Description :
This function is from "Optimal Detrending", by John F. Ehlers
in the July, 2000 issue of TASC. It is revised to properly
initialize the value to eliminate errors in the initial bars.
Inputs:
Price: Price series to be smoothed.
********************************************************************}
Inputs: Price(NumericSeries);
Vars: Ave(Price);
Ave = 0.13785 * (2 * Price - Price[1])
+ 0.0007 * (2 * Price[1] - Price[2])
+ 0.13785 * (2 * Price[2] - Price[3])
+ 1.2103 * Ave[1]
- 0.4867 * Ave[2];
Ehlers.Smooth = Ave;
{ *******************************************************************
Indicator : Ehlers.Smooth
Last Edit : 7/1/2000
Provided By : Bob Fulks
Description : Plots the Ehlers.Smooth function.
Inputs:
Price: Price series to be smoothed.
********************************************************************}
Input: Price(MedianPrice);
Plot1(Ehlers.Smooth(Price), "Smooth");
Attachment Converted: "f:\eudora\attach\SMOOTH.ELA"
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