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hamlet  
#1 Posted : Friday, May 29, 2020 6:34:55 AM(UTC)
hamlet

Rank: Newbie

Groups: Registered, Registered Users
Joined: 12/25/2013(UTC)
Posts: 2
Location: New York, NY

 HERE IS THE EASY LANGUAGE CODE FOR EHLERS VOSS FILTER WHICH I NEED CONVERTED TO A DLL FOR METASTOCK

Inputs:

Period(20),

Predict(3);

Vars:

Order(0),

F1(0), G1(0), S1(0), Bandwidth(.25),

count(0),

SumC(0),

Filt(0),

Voss(0);

If CurrentBar = 1 Then Begin

Order = 3*Predict;

F1 = Cosine(360 / Period);

G1 = Cosine(Bandwidth*360 / Period);

S1 = 1 / G1 - SquareRoot( 1 / (G1*G1) - 1);

End;

//Band Limit the input data with a wide band BandPass

Filter

Filt = .5*(1 - S1)*(Close - Close[2]) + F1*(1 + S1)*Filt[1] -

S1*Filt[2];

If CurrentBar <= 5 Then Filt = 0;

//Compute Voss predictor

SumC = 0;

For count = 0 to Order - 1 Begin

SumC = SumC + ((count + 1) / Order)*Voss[Order -

count];

End;

Voss = ((3 + Order) / 2)*Filt - SumC;

Plot1(Filt);

Plot2(Voss);

 

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