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Distance Coefficient Ehlers Filter 5 *
Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.


Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.


Category NinjaTrader 7 Indicators 
 
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Details: Distance Coefficient Ehlers Filter
Category: NinjaTrader 7 Indicators 


October 1st, 2012
Size: 5.80 KB
Downloaded: 571 times

Keywords: ehlers filter fir
Comments/ratings
5 * wldman August 31st, 2012 07:20 AM
Thank you also for the link to associated material. Much appreciated
5 * meganer August 31st, 2012 08:20 AM
No Comment
4 * wwlacey June 15th, 2013 09:43 PM
Thank you, great work
5 * no3putts March 17th, 2016 08:09 AM
Many thanks!

 
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