2001 Apr: Nonlinear Ehlers Filters, by John Ehlers's

[eSignal]

File Name: EhlersFilter.efs

Description:
Ehlers Filter

Formula Parameters:
Length : 15
Thickness line : 2
Line Color : Green
Display Cursor Labels : True


Notes:
The related article is copyrighted material. If you are not
a subscriber of Stocks & Commodities, please visit www.traders.com.


Download File:
EhlersFilter.efs



EFS Code:

/*********************************
Provided By:  
    eSignal (Copyright c eSignal), a division of Interactive Data 
    Corporation. 2008. All rights reserved. This sample eSignal 
    Formula Script (EFS) is for educational purposes only and may be 
    modified and saved under a new file name.  eSignal is not responsible
    for the functionality once modified.  eSignal reserves the right 
    to modify and overwrite this EFS file with each new release.

Description:        
    Ehlers Filter

Version:            1.0  01/16/2009

Formula Parameters:                     Default:
    Length                              15
    Thickness line                      2
    Line Color                          Green
    Display Cursor Labels               True

Notes: 
    The related article is copyrighted material. If you are not
    a subscriber of Stocks & Commodities, please visit [url]www.traders.com.[/url]

**********************************/

var fpArray = new Array();
var bInit = false;

function preMain() {

    setPriceStudy(false);
    setShowCursorLabel(false);
    setShowTitleParameters( false );
    
    setStudyTitle("Ehlers Filter");
    setCursorLabelName("Ehlers", 0);

    setDefaultBarFgColor(Color.green, 0);
    setPlotType(PLOTTYPE_LINE, 0); 
    setDefaultBarThickness(2, 0);

   
    askForInput();
    var x=0;
    fpArray[x] = new FunctionParameter("LineColor", FunctionParameter.COLOR);
    with(fpArray[x++]){
        setName("Line Color");
        setDefault(Color.green);
    }    

    fpArray[x] = new FunctionParameter("ViewValue", FunctionParameter.BOOLEAN);
    with(fpArray[x++]){
        setName("Display Cursor Labels");
        setDefault(true);
    }    
    
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setLowerLimit(1);        
        setDefault(15);
    }

    fpArray[x] = new FunctionParameter("Thickness", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("Line Thickness");
        setLowerLimit(1);        
        setDefault(2);
    }

}

var xCoef = null; 
var xPrice = null; 

function main(Length, Thickness, LineColor, ViewValue) {
var nNum = 0;
var nSumCoef = 0;
var nCount = 0;
var nFilt = 0;

    if ( bInit == false ) { 
        setDefaultBarFgColor(LineColor, 0);
        setDefaultBarThickness(Thickness, 0);
        setShowCursorLabel(ViewValue);        
        xPrice = hl2(); 
        xCoef = efsInternal("Calc_Coef", xPrice)
        bInit = true; 
    } 

    for (nCount = 0; nCount < Length; nCount++) {
        nNum += xCoef.getValue(-nCount) * xPrice.getValue(-nCount);
        nSumCoef += xCoef.getValue(-nCount);
    }

    if (nSumCoef != 0) {
        nFilt = nNum / nSumCoef;
    }    

    return nFilt; 
}

function Calc_Coef(xPrice) {
var nRes = 0;
    nPrice = 0;
    
    nPrice = xPrice.getValue(-5);
    
    if (nPrice == null) nPrice = 0;
    
    nRes = Math.abs(xPrice.getValue(0) - nPrice);

    return nRes;
}