NinjaTrader 7 Indicators - Distance Coefficient Ehlers Filter
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NinjaTrader 7 Indicators
Indicators in this section are compatible with NinjaTrader 7

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:

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.

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Details: Distance Coefficient Ehlers Filter
Category: NinjaTrader 7 Indicators 

October 1st, 2012
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Keywords: ehlers filter fir


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