Ehler Filter Based on Acceleration and Speed
The Ehler Filter in Amibroker utilizes acceleration and speed concepts to filter market noise. Using the Amibroker data feed, this filter assists traders in reducing unwanted fluctuations in price data, enabling clearer trend analysis.
/_SECTION_BEGIN("ehler filter based on acclerartion and speed");
// ehler filter based on acclerartion and speed
// x - input
// n - length of FIR
// w - exponential weight of passed acceleration and speed
// f - weighting factor between acceleration and speed
function Ehler1( x, V, n, w,f)
{y=x;
// acceleration + speed
a = x-2*Ref(x,-1) + Ref(x,-2);
s = f*(x-Ref(x,-1));
q=AMA(V*(abs(a)+abs(s))/x,w);
for( i = n-1; i < BarCount; i++ )
{
sy=0;sw=0;
for (j=i-n+1; j