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The .ela file is a set of code
written for TradeStation and when
imported can be used to setup indicators and/or
systems based
on this adaptive filter.
The code that you would see is:
<FONT face=Arial
size=2>{***********************************************************Function:
DH_adaptive_noise_fAuthor: Dennis
HMods: Clyde LeeLast Edit:
11/27/2000
Counts how many bars back are required for the
price toexceed a noise level and sets the lookback of an
exponentialmoving average or a T3 average to that number of
bars.
Added:If noise is set negative then it is a
multiplier of a 14 barStandard Deviation of the INPUT data is used as
noise.
avgmode allows the use of original exponential
smoothing orT3Average smoothing of determined length -- use lee
version.
smoleng allows the use of additional smoothing by
applicationof a FIXED LENGTH t3average to the adaptive value
computed.
<FONT face=Arial
size=2>************************************************************}
input:
price(numericseries), {price or other series to
smooth
}
noise(numericsimple), {filter price movements
smaller than this
}
{if < 0 then noisef=AbsValue(noise)*ATR14
}
max_per(numericsimple), {maximum period for noise search and
max
}
{smoothing period
allowed.
}
avgmode(numericsimple), {<=1 = exponential smoothing
(original)
}
{ 2 = T3Average (lee version needed)
}
{ 3 = Average2 (lee version needed)
}
smoleng(numericsimple); {Additional smoothing of average by
use of
}
{fixed length T3 average by setting this
}
{to value other than
zero.
}
var: hi(0), lo(0),
noisef(noise),
period(max_per), factor(2/(1+period)),
filter(price);
if noise <> 0 then begin
If Noise>0 then noisef= noise
else noisef=
-noise*StdDev(price,14);
{reset the vars} hi =
price; lo = price; period = 0;
{count the bars to exceed the noise
treshold} while hi - lo < noisef and period < max_per
begin period = period + 1; if
price[period] > hi then hi = price[period]; if
price[period] < lo then lo = price[period];
end;end;
If period<1.2 then period=1.2;
If AvgMode<2 then begin {exponential
smoothing factor} factor = 2 / (period + 1); {exponential
average} If currentbar>1 then filter = factor
* price + (1 - factor) * filter[1] Else filter =
price;EndElse If AvgMode=2 then filter =
t3average(price,period)Else If AvgMode>2 then filter =
average2(price,period);
If SmoLeng=0 then Value1=filter
Else
Value1=T3Average(Filter,SmoLeng);
DH_adaptive_noise_f = Value1;
- - - - - - - - - - - - - - - - - - - - - - -
- - - - -Clyde Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=delta88343@xxxxxxx
href="mailto:delta88343@xxxxxxx";>delta88343@xxxxxxx
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Monday, August 12, 2002 6:59
PM
Subject: Re: [RT] Re: [gannsghost] Re:
Jurik Indicators
<FONT lang=0 face=Arial size=2
FAMILY="SANSSERIF">Stupid question time. What does one need to
open an ELA file such as the adaptive noise indicator?I tried
IE, which opens most things but obviously did not work...at least not my
ancient version.Thanks in advance. To
unsubscribe from this group, send an email to:<A
href="mailto:realtraders-unsubscribe@xxxxxxxxxxxxxxx";>realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
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