EhlersFilter.efs
EFSLibrary - Discussion Board
File Name: EhlersFilter.efs
Description:
Ehlers Filter
Formula Parameters:
- Length : 15
- Thickness line : 2
- Line Color : Green
- Display Cursor Labels : True
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
EhlersFilter.efs
EFS Code:
/*********************************
Provided By:
eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2008. 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:
Ehlers Filter
Version: 1.0 01/16/2009
Formula Parameters: Default:
Length 15
Thickness line 2
Line Color Green
Display Cursor Labels True
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();
var bInit = false;
function preMain() {
setPriceStudy(false);
setShowCursorLabel(false);
setShowTitleParameters( false );
setStudyTitle("Ehlers Filter");
setCursorLabelName("Ehlers", 0);
setDefaultBarFgColor(Color.green, 0);
setPlotType(PLOTTYPE_LINE, 0);
setDefaultBarThickness(2, 0);
askForInput();
var x=0;
fpArray[x] = new FunctionParameter("LineColor", FunctionParameter.COLOR);
with(fpArray[x++]){
setName("Line Color");
setDefault(Color.green);
}
fpArray[x] = new FunctionParameter("ViewValue", FunctionParameter.BOOLEAN);
with(fpArray[x++]){
setName("Display Cursor Labels");
setDefault(true);
}
fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
with(fpArray[x++]){
setLowerLimit(1);
setDefault(15);
}
fpArray[x] = new FunctionParameter("Thickness", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Line Thickness");
setLowerLimit(1);
setDefault(2);
}
}
var xCoef = null;
var xPrice = null;
function main(Length, Thickness, LineColor, ViewValue) {
var nNum = 0;
var nSumCoef = 0;
var nCount = 0;
var nFilt = 0;
if ( bInit == false ) {
setDefaultBarFgColor(LineColor, 0);
setDefaultBarThickness(Thickness, 0);
setShowCursorLabel(ViewValue);
xPrice = hl2();
xCoef = efsInternal("Calc_Coef", xPrice)
bInit = true;
}
for (nCount = 0; nCount < Length; nCount++) {
nNum += xCoef.getValue(-nCount) * xPrice.getValue(-nCount);
nSumCoef += xCoef.getValue(-nCount);
}
if (nSumCoef != 0) {
nFilt = nNum / nSumCoef;
}
return nFilt;
}
function Calc_Coef(xPrice) {
var nRes = 0;
nPrice = 0;
nPrice = xPrice.getValue(-5);
if (nPrice == null) nPrice = 0;
nRes = Math.abs(xPrice.getValue(0) - nPrice);
return nRes;
}