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John Ehlers Voss Predictive Filter -- the Easy Language code
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Groups: Registered, Registered Users Joined: 12/25/2013(UTC) Posts: 2 Location: New York, NY
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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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John Ehlers Voss Predictive Filter -- the Easy Language code
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