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2 mai 2009 6 02 /05 /mai /2009 07:48
Modified Optimum Elliptic Filter" ref: Source of calculations;

Stocks & Commodities vol 18:7 p20-29

Optimal Detrending by John F. Ehlers Original ;  voir lien ci-dessous:

http://translate.google.be/translate?prev=hp&hl=fr&js=n&u=http%3A%2F%2Fwww.jamesgoulding.com%2FResearch_II%2FEhlers%2FEhlers%2520%28The%2520Joy%2520of%2520Detrending%29.doc&sl=en&tl=fr

http://www.jamesgoulding.com/Research_II/Ehlers/Ehlers%20(The%20Joy%20of%20Detrending).doc

Il y a deux codes , le filtre sur le graphe et, son histogramme.

code chart :

//////////début////
// the modified optimum Elliptic Filter becomes:

price=customclose  // défaut medianprice

if barindex >4  then
 
 s1= 0.13785 * (2*price - price[1]) + 0.0007 * (2*price[1]-price[2])
 
 
  s2= 0.13785*(2*Price[2] -Price[3]) + 1.2103*Smooth[1] - 0.4867*Smooth[2]
 
 smooth = s1+s2

endif

 


return smooth as"optimum elliptic filter",smooth[1] as"trigger"

///////////////fin

code histogramme :

///////////début
// the modified optimum Elliptic Filter becomes:

price=customclose  //défaut medianprice

if barindex >4  then
 
 
 s1= 0.13785 * (2*price - price[1]) + 0.0007 * (2*price[1]-price[2])
 
 
 s2= 0.13785*(2*Price[2] -Price[3]) + 1.2103*Smooth[1] - 0.4867*Smooth[2]
 
 smooth = s1+s2
endif

if smooth > smooth[1] then
 a=1
else
 a=-1
endif


return 1 coloured by a as"optimum elliptic histogram"

//////////////////fin

 

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