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John F. Ehlers’ article, “The Ultimate Oscillator”, introduced his indicator of the same name. Here is the formula to add that indicator to MetaStock.
The Ultimate Oscillator Indicator: Code:{Ultimate Oscillator Indicator}
Len:= 20;
Bandwidth:= 2;
a1:= exp(-1.414*3.14159 / (Len*Bandwidth));
b1:= 2*a1*Cos(1.414*180 / (Len*Bandwidth));
c1:= -a1*a1;
x1:= (1 + b1 - c1) / 4;
HP1:= x1*(C - Ref(2*C,-1) + Ref(C, -2)) + b1*Prev + c1*Ref(Prev, -1);a2:= exp(-1.414*3.14159 / Len);
b2:= 2*a2*Cos(1.414*180 / Len);
c2:= -a2*a2;
x2:= (1 + b2 - c2) / 4;
HP2:= x2*(C - Ref(2*C,-1) + Ref(C, -2)) + b2*Prev + c2*Ref(Prev, -1); sig:= HP1 - HP2;
RMS:= sqrt( Sum( C * C, 100)/ 100 );
sig / RMS
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