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Mel

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Joined: 3/18/2006

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Subject : Truncated Bandpass Filter by Ehlers
Posted : 6/26/2020 12:54 PM
Post #31164

Here is a Ehlers July indicator from TASC. It is a more accurate bandpass filter, because the past price impulses don't affect its calculation as much and it recovers more rapidly.

It requires arrays, which OL does not support. I simplified it for a fixed length lookback for truncation of 10 bars. It would be long and tedious to make a 100 bar simulated array, but if anyone wants to, be my guest.

Mel
Attached file : EhlersBPTrunc.txt (2KB - 423 downloads)

Deleting message 31164 : Truncated Bandpass Filter by Ehlers


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