StockFetcher Forums · Filter Exchange · Distance Coefficient Ehlers Filter<< >>Post Follow-up
tomm1111
202 posts
msg #70776
- Ignore tomm1111
modified		 1/17/2009 7:04:27 PM

Here is Distance Coeffiecient Ehlers Filter by John Ehlers adapted for SF. I selected a period look back period of 6 which seems to cater to shorter term trading. Look for entry when close is above/below the dcef line.

Fetcher[
/* Distance Coefficient Ehlers Filter */
/* John F. Ehlers */

set{prc,day position(0.5,1)}
set{prc_sq,pow(prc,2)}

set{c1,6 * prc_sq}
set{c2,2 * prc}
set{c3,c2 * sum(prc,6) 1 day ago}
set{c4,c1 - c3}
set{coeff,c4 + sum(prc_sq,6) 1 day ago}

set{s1,coeff / 100}
set{s2,s1 * prc}
set{s3,s2 * 100}
set{dcef,sum(s3,6) / sum(coeff,6)}

draw dcef on plot price

show stocks where close is above 1
and volume is above 100000
and not otcbb

add column dcef
]
chetron
2,817 posts
msg #70780
- Ignore chetron
modified		 1/17/2009 11:26:58 PM

basic.....
updated ema(2) trigger....



Fetcher[



/* Distance Coefficient Ehlers Filter */
/* John F. Ehlers */

set{prc,day position(0.5,1)}
set{prc_sq,pow(prc,2)}

set{c1,6 * prc_sq}
set{c2,2 * prc}
set{c3,c2 * sum(prc,6) 1 day ago}
set{c4,c1 - c3}
set{coeff,c4 + sum(prc_sq,6) 1 day ago}

set{s1,coeff / 100}
set{s2,s1 * prc}
set{s3,s2 * 100}
set{dcef,sum(s3,6) / sum(coeff,6)}

set{diff_trig,ema(2) - dcef}

draw ema(2)

add column diff_trig

show stocks where close is above 1
and volume is above 100000
and not otcbb
add column ema(2) 1 day ago {ema(2) -1}
add column dcef
add column ema(2)

]
tomm1111
202 posts
msg #70783
- Ignore tomm1111
modified		 1/18/2009 12:41:18 PM

I added an ema(2) line as a trigger. Buy when ema(2) crosses above dcef and sell when ema(2) crosses below dcef.

Thanks chetron for the basic. Does "draw dcef" work on the basic?

Cheers.

Fetcher[
/* Distance Coefficient Ehlers Filter */
/* John F. Ehlers */

set{prc,day position(0.5,1)}
set{prc_sq,pow(prc,2)}

set{c1,6 * prc_sq}
set{c2,2 * prc}
set{c3,c2 * sum(prc,6) 1 day ago}
set{c4,c1 - c3}
set{coeff,c4 + sum(prc_sq,6) 1 day ago}

set{s1,coeff / 100}
set{s2,s1 * prc}
set{s3,s2 * 100}
set{dcef,sum(s3,6) / sum(coeff,6)}

draw dcef on plot price
draw ema(2) on plot price

/* Buy - Sell Criteria */
set{buy,count(ema(2) crossed above dcef,1)}
set{sell,count(ema(2) crossed below dcef,1)}

draw buy
draw sell

set{trig,ema(2) - dcef}
draw trig
draw trig line at 0

show stocks where close is above 1
and volume is above 100000
and not otcbb

add column separator
add column dcef
add column trig
add column separator
add column buy
add column sell
add column separator
]
chetron
2,817 posts
msg #70784
- Ignore chetron
modified		 1/18/2009 1:53:52 PM

oops, my bad. NO i can not draw dcef

johnpaulca
12,036 posts
msg #70785
- Ignore johnpaulca		 1/18/2009 3:40:40 PM

I have been trying and cannot draw it either.
tomm1111
202 posts
msg #70786
- Ignore tomm1111		 1/18/2009 6:39:24 PM

Guys, Thanks for trying.

Give this one a try. If you can see the buy/sell plots they would go nicely with the imaginary dcef line! :o)


Fetcher[
/* Distance Coefficient Ehlers Filter */
/* John F. Ehlers */

set{prc,day position(0.5,1)}
set{prc_sq,pow(prc,2)}

set{c1,6 * prc_sq}
set{c2,2 * prc}
set{c3,c2 * sum(prc,6) 1 day ago}
set{c4,c1 - c3}
set{coeff,c4 + sum(prc_sq,6) 1 day ago}

set{s1,coeff / 100}
set{s2,s1 * prc}
set{s3,s2 * 100}
set{dcef,sum(s3,6) / sum(coeff,6)}

/* Buy - Sell Criteria */
set{buy,count(ema(2) crossed above dcef,1)}
set{sell,count(ema(2) crossed below dcef,1)}

draw buy
draw sell

show stocks where close is above 1
and volume is above 100000
and not otcbb

add column separator
add column dcef
add column separator
add column buy
add column sell
add column separator
]
chetron
2,817 posts
msg #70787
- Ignore chetron		 1/18/2009 7:12:35 PM

NOPE.
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