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John Ehler's article, “The Quotient Transform”, introduced
his latest indicator, "Early Onset Trend Indicator". The formulas for
this indicator is listed below:
lperiod:= 30;
k:= 0.85;
{highpass filter}
alpha1:= (Cos(.707*360/100) + Sin(.707*360/100)
-1)/Cos(.707*360/100);
HP:= (1-alpha1/2)*(1-alpha1/2)*(C - Ref(2*C,-1) + Ref(C,-2))
+
2*(1-alpha1)*PREV - (1-alpha1)*(1-alpha1)*Ref(PREV,-1);
{super smoother}
a1:= Exp(-1.414 * 3.14159 / lperiod);
b1:= 2*a1 * Cos(1.414*180 / lperiod);
c2:= b1;
c3:= -a1 * a1;
c1:= 1 - c2 - c3;
filt:= c1 * (HP + Ref(HP, -1))/2 + c2*PREV +
c3*Ref(PREV,-1);
{fast attack - slow decay}
pk:= If(Abs(filt) > .991*PREV, Abs(filt), .991*PREV);
{roofing filter}
denom:= If(pk=0, -1, pk);
x:= If(denom=-1, 0, filt/denom);
(x+K)/(K*X+1);
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