fxcodebase-backup
Ehlers Filter
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65993
Forum: 48 · Topic 65993 · 1 post(s)
Ehlers Filter
Alexander.Gettinger · Tue May 01, 2018 11:07 am
Formulas: EF = MVA(PriceCoeff)/MVA(Coeff), where PriceCoeff[i] = Coeff[i]*Price[i], Coeff[i] = Abs(Price[i]-Price[i-Momentum]), Abs - absolute value, MVA - simple moving average with [Length] number of periods.
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