// at the end of the file you'll find the Easy Language code
#property copyright ""
#property link ""
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
extern int Length = 20;
int ExtCountedBars=0;
double smooth[];
double coef[];
double distance2[];
//---- buffers
double ExtMapBuffer[];
//----
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
//---- drawing settings
IndicatorBuffers(4);
SetIndexStyle(0,DRAW_LINE);
SetIndexShift(0,0);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
draw_begin=Length-1;
short_name = "Ehlers(";
IndicatorShortName(short_name+Length+")");
SetIndexDrawBegin(0,draw_begin);
//---- indicator buffers mapping
SetIndexBuffer(0,ExtMapBuffer);
SetIndexBuffer(1, smooth);
SetIndexBuffer(2, coef);
SetIndexBuffer(3, distance2);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(Bars<=Length) return(0);
ExtCountedBars=IndicatorCounted();
//---- check for possible errors
if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
if (ExtCountedBars>0) ExtCountedBars--;
//----
Ehlers();
return(0);
}
void Ehlers()
{
int count=0;
int lookback=0;
double sumcoef=0;
double num=0;
int pos=Bars-ExtCountedBars-1;
int pos2 = pos;
if(pos2 > Bars-3) pos2 = Bars-3;
while(pos2>=0)
{
smooth[pos2]=(Close[pos2] + 2*Close[pos2+1] + 2*Close[pos2+2] + Close[pos2+3]) / 6;
pos2--;
}
if(pos>Bars-Length-3) pos = Bars-Length-3;
while(pos>=0) {
//---- initial accumulation ???
for(count=0;count<Length; count++){
distance2[count]=0;
for(lookback=1;lookback<Length;lookback++)
{
distance2[count] = distance2[count] + (smooth[pos+count] - smooth[pos+count + lookback])*(smooth[pos+count]- smooth[pos+count + lookback]);
}
coef[count] = distance2[count];
}
num = 0;
sumcoef = 0;
for(count=0;count<Length;count++)
{
num = num + coef[count]*smooth[pos+count];
sumcoef = sumcoef + coef[count];
}
if (sumcoef != 0) ExtMapBuffer[pos] = num / sumcoef;
pos--;
}
}
//+------------------------------------------------------------------+
/* Below is the EasyLanguage code:
Inputs: Price((H+L)/2), Length(20);
Vars: Smooth(0), count(0), LookBack(0), SumCoef(0), Num(0), Filt(0);
Array: Coef[50](0), Distance2[50](0);
Smooth = (Price + 2*Price[1] + 2*Price[2] + Price[3]) / 6;
For count = 0 to Length -1 begin
Distance2[count] = 0;
For Lookback = 1 to Length-1 begin
Distance2[count] = Distance2[count] + (Smooth[count] - Smooth[count + Lookback])*(Smooth[count]
- Smooth[count + Lookback]);
End;
Coef[count] = Distance2[count];
End;
Num = 0;
SumCoef = 0;
For count = 0 to Length -1 begin
Num = Num + Coef[count]*Smooth[count];
SumCoef = Sumcoef + Coef[count];
End;
If SumCoef <> 0 then Filt = Num / SumCoef;
Plot1(Filt, "Ehlers");
*/
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: