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.
This is a set of indicators, which is based on the work of V. Kravchuk, who published an article on Maximum Entropy Spectral Analysis in the Valutny Speculyant. The indicators are freely available for MetaTrader, and I have translated them to NinjaTrader.
The indicator formulas show that they are highly curve fitted, probably to the daily charts of EURUSD about 10 years ago. Therefore they should be used with precaution.
The indicators include
FATL, SATL, RFTL, RSTL: The Fast Adaptive Trendline (FATL), the Slow Adaptive Trendline(SATL), the Reference Fast Trendline (RFTL) and the Reference Slow Trendline (RSTL) are four digital filters that were obtained by Maximum Spectum Entropy Analysis. These four filters can be displayed via the anaAdaptiveTrendlines indicator, which is included with the package.
FTLM_STLM: This is the Fast Trendline Momentum and the Slow Trendline Momentum. FTLM as calculated as the difference FATL - RFTL, STLM as the difference SATL - RSTL. Display via anaFTLMSTLM indicator.
Range Bound Channel Index (RBCI): Allows to identify overbought and oversold conditions by using all main market cycles.
Perfect Commodity Channel Index (PCCI): Shows the high frequency component of the current volatility.
Update July 20, 2011: Range Bound Channel Index and Perfect Commodity Index added.