nonlinear ehlers filter.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    Nonlinear Ehlers Filter
//  Author/Uploader: Chris Yeoh 
//  E-mail:          [e-mail]
//  Date/Time Added: 2004-11-14 23:52:20
//  Origin:          
//  Keywords:        Ehler
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=403
//  Details URL:     http://www.amibroker.com/library/detail.php?id=403
//
//------------------------------------------------------------------------------
//
//  Taken from TASC's April 2001 Issue.
//
//------------------------------------------------------------------------------

Price = (H+L)/2;
MomLength = 15;

PriceMomSum = 0;
FiveMomSum = 0;

FiveMom = abs(Price - Ref(Price, -5));
PriceMom = Price * FiveMom;
for (i=0; i < MomLength; i++) {
	PriceMomSum = PriceMomSum + Ref(PriceMom, -i);
	FiveMomSum = FiveMomSum + Ref(FiveMom, -i);
}
NLEF = PriceMomSum / FiveMomSum;

Plot(Close, "Close", colorBlack, styleLine);
Plot(NLEF, "NonLinear Ehlers Filter", IIf(Close>NLEF, colorGreen, colorRed), styleLine);