Mel
 Veteran
   Posts: 235
Joined: 3/18/2006
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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)
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