Category Oscilators  Published on 11/10/2022

Ehlers Super Passband Filter Indicator

Description

Ehlers Super Passband Filter Indicator



using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Levels(0)]
    [Cloud("outSPF", "outZone", FirstColor = "Green", SecondColor = "Red" , Opacity = 0.1  )]  
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mEhlersSuperPassbandFilter : Indicator
    {
        [Parameter("Period LP (40)", DefaultValue = 40)]
        public int inpLPPeriod { get; set; }
        [Parameter("Period HP (60)", DefaultValue = 60)]
        public int inpHPPeriod { get; set; }

        [Output("outSPF", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outSPF { get; set; }
        [Output("outRMBp", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outRMBp { get; set; }
        [Output("outRMBn", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outRMBn { get; set; }
        [Output("outZone", LineColor = "Transparent", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outZone { get; set; }

        private IndicatorDataSeries _price, _rms, _pb;
        private double a1, a2, rms;

        protected override void Initialize()
        {
            _price = CreateDataSeries();
            _rms = CreateDataSeries();
            _pb = CreateDataSeries();
            a1 = (double)(5.0 / (double)inpLPPeriod);
            a2 = (double)(5.0 / (double)inpHPPeriod);
        }

        public override void Calculate(int i)
        {
            _price[i] = (Bars.HighPrices[i] + Bars.LowPrices[i]) / 2;
            _pb[i] = (i > 3 ? (a1 - a2) * _price[i] + (a2 * (1 - a1) - a1 * (1 - a2)) * _price[i - 1] + ((1 - a1) + (1 - a2)) * _pb[i - 1] - (1 - a1) * (1 - a2) * _pb[i - 2] : (a1 - a2) * _price[i]);
            rms = 0.0;
            for (int j = 0; j <= 49; j++)
                if (!double.IsNaN(_pb[i - j]))
                    rms += _pb[i - j] * _pb[i - j];
            _rms[i] = Math.Sqrt(rms / 50.0);


            outSPF[i] = _pb[i];
            outRMBp[i] = _rms[i];
            outRMBn[i] = -_rms[i];
            
            outZone[i] = _pb[i];
            if(_pb[i]>_rms[i])
                outZone[i] = _rms[i];
            if(_pb[i]<-_rms[i])
                outZone[i] = -_rms[i];
        }
    }
}


mfejza's avatar
mfejza

Joined on 25.01.2022

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: mEhlersSuperPassbandFilter.algo
  • Rating: 5
  • Installs: 893
  • Modified: 10/10/2022 21:10
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