| | File Name: MedianAdaptiveFilter.efs
Description:
This formula is based on the March 2005 article, The Secret Behind The Filter - What's The Difference, by John F. Ehlers.
Formula Parameters:
Thickness: 2
Color: Red
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
MedianAdaptiveFilter.efs
EFS Code:
/*******************************Provided By : eSignal (c) Copyright 2005Description: Median-Average Adaptive Filter - by John F. EhlersVersion 1.0 1/7/2005Notes:March 2005 Issue - "The Secret Behind The Filter - What's The Difference?"Formula Parameters: Defaults:Thickness 2Color Red*******************************/function preMain() { setPriceStudy(true); setStudyTitle("Median-Average Adaptive Filter "); setCursorLabelName("MAAF", 0); setShowTitleParameters(false); // Study Parameters var sp1 = new FunctionParameter("nThick", FunctionParameter.NUMBER); sp1.setName("Thickness"); sp1.setDefault(2); var sp2 = new FunctionParameter("cColor", FunctionParameter.COLOR); sp2.setName("Color"); sp2.setDefault(Color.red);}var bEdit = true;var Price = new Array(4);var Smooth = new Array(39);var nFilter = null;var nFilter_1 = 0;var Value2 = 0;var Value2_1 = 0;var nThreshold = 0.002function main(nThick, cColor) { if (bEdit == true) { setDefaultBarThickness(nThick); setDefaultBarFgColor(cColor); bEdit = false; } var nState = getBarState(); if (nState == BARSTATE_NEWBAR) { nFilter_1 = nFilter; Value2_1 = Value2; Price.pop() Price.unshift((high(0)+low(0))/2) Smooth.pop(); Smooth.unshift(0); } Price[0] = (high(0)+low(0))/2; if (Price[3] == null) return; Smooth[0] = (Price[0] + (2 * Price[1]) + (2 * Price[2]) + Price[3]) / 6; if (Smooth[38] == null) return; var Length = 39; var Value3 = .2; var alpha, Value1; while (Value3 > nThreshold) { alpha = 2 / (Length + 1); Value1 = Median(Length); Value2 = alpha*Smooth[0] + (1 - alpha)*Value2_1; if (Value1 != 0) Value3 = Math.abs(Value1 - Value2) / Value1; Length = Length - 2; if (Length <= 0) break; } if (Length < 3) Length = 3; alpha = 2 / (Length + 1); nFilter = (alpha*Smooth[0] + (1 - alpha)*nFilter_1); return nFilter;}function Median(Length) { var aArray = new Array(Length); var nMedian = null; for (var i = 0; i < Length; i++) { aArray[i] = Smooth[i]; } aArray = aArray.sort(compareNumbers); nMedian = aArray[Math.round((Length-1)/2)]; return nMedian;}function compareNumbers(a, b) { return a - b} |
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