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Ehlers TwoPole smoothes filter
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64714
Forum: 48 · Topic 64714 · 1 post(s)
Ehlers TwoPole smoothes filter
Alexander.Gettinger · Fri Jun 02, 2017 1:51 pm
Original researches by John F. Ehlers, described in “Cybernetic Analysis for Stocks and Futures” (2004) ISBN: 0-471-46307-8
Formula: Filter[i] = Coeff1Price[i]+Coeff2Price[i-1]+Coeff3Price[i-2], where Coeff1 = 1-Coeff2-Coeff3, Coeff2 = b1, Coeff3 = -a1b1, a1 = Exp(-Sqrt(2)Pi/Period), b1 = 2a1Cos(PiSqrt(2)/Period).
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