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:
PHP 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;
}