2016 Jul: The Super Passband Filter by John F. Ehlers

[eSignal]

File Name: SuperPassband.efs

Description:
The Super Passband Filter by John F. Ehlers

Formula Parameters:

SuperPassband.efs
EMA Short Period: 40
EMA Long Period: 60
RMS Period: 50

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

Download File:
SuperPassband.efs

SuperPassband.efs


EFS Code:

/*********************************
Provided By:  
eSignal (Copyright c eSignal), a division of Interactive Data 
Corporation. 2016. 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:        
    The Super Passband Filter by John F. Ehlers

Version:            1.00  05/05/2016

Formula Parameters:                     Default:
EMA Short Period                        40
EMA Long Period                         60
RMS Period                              50


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

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

var fpArray = new Array();

function preMain(){
    
    setPriceStudy(false);
    setCursorLabelName("SuperPB", 0);
    setDefaultBarFgColor(Color.RGB(0,148,255), 0);
    setCursorLabelName("+ RMS", 1);
    setDefaultBarFgColor(Color.RGB(255,155,0), 1);
    setCursorLabelName("- RMS", 2);
    setDefaultBarFgColor(Color.RGB(255,155,0), 2);
    
    var x=0;
    fpArray[x] = new FunctionParameter("EMAShort", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("EMA Short Period");
        setLowerLimit(1);        
        setDefault(40);
    }
    fpArray[x] = new FunctionParameter("EMALong", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("EMA Long Period");
        setLowerLimit(1);        
        setDefault(60);
    }
    fpArray[x] = new FunctionParameter("RMSPeriod", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("RMS Period");
        setLowerLimit(1);        
        setDefault(50);
    }
}

var bInit = false;
var bVersion = null;
var a1 = 0;
var a2 = 0;
var xClose = null;
var xPB = null;
var xRMS = null;

function main(EMAShort, EMALong, RMSPeriod) {
    
    if (bVersion == null) bVersion = verify();
    if (bVersion == false) return;
    
    if(getBarState() == BARSTATE_ALLBARS){
        bInit = false;
    }
    
    if (getCurrentBarCount() < EMALong) return;
    
    if (!bInit){
        a1 = 5 / EMAShort;
        a2 = 5 / EMALong;
        xClose = close();
        addBand(0, PS_DASH, 1, Color.RGB(96,96,96), 4);
        xPB = efsInternal("Calc_PassBand", xClose, a1, a2);
        xRMS = efsInternal("Calc_RMS",xPB, RMSPeriod);
        bInit = true;
    }

    if (xPB.getValue(0) == null || xRMS.getValue(0) == null) return;
    
    return [xPB.getValue(0), xRMS.getValue(0), (-xRMS.getValue(0))];
    
}

function Calc_PassBand(Close, a1, a2){
    
    var PB = null;
    var PB_1 = ref(-1);
    var PB_2 = ref(-2);
    
    PB = (a1 - a2) * Close.getValue(0)  
        + (a2 * (1-a1) - a1 * (1 - a2)) * Close.getValue(-1) 
        + ((1 - a1) + (1 - a2)) * PB_1 - (1 - a1)*(1 - a2) * PB_2;
    
    return PB;
}

function Calc_RMS(PB, Period){
    
    var RMS = null;
    for (var i = 0; i < Period; i++){
        RMS = RMS + PB.getValue(-i) * PB.getValue(-i);
    }
    RMS = Math.sqrt(RMS / Period);

    return RMS;
}

function verify(){
    
    var b = false;
    if (getBuildNumber() < 779){
        
        drawTextAbsolute(5, 35, "This study requires version 10.6 or later.", 
            Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
            null, 13, "error");
        drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", 
            Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
            null, 13, "upgrade");
        return b;
    } 
    else
        b = true;
    
    return b;
}