### Teknik Analiz Dünyasına Hoşgeldiniz

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# Hareketli OrtalamaEhlers Filters by John Ehlers

Hareketli Ortalamalar Göstergeler arasında en çok kullanılan indikatördür. Trend takip eden özelliği bulunmakla birlikte son geçmişte kalan belli bir zaman diliminin ortalaması alınarak, şuan ki fiyatın trende ne derece uzak olduğunu gösterir.

#### algoritma

e iπ +1=0
 More PREV Stuff To: "MetaStock List" Subject: More PREV Stuff From: "C.S." Date: Fri, 23 Mar 2001 10:11:37 -0800 Reply-To: metastock@xxxxxxxxxxxxx Sender: owner-metastock@xxxxxxxxxxxxx Just when I thought that I was beginning to figure out Metastock formula language, the following was listed in Apr 01 TASC Traders' Tips as the solution to Ehler's nonlinear filter article. The first one is easy to figure out from the article.​ ​ Ehlers Filter ti:= 15; pr:= MP(); coef:= Abs(pr - Ref(pr,-5)); Sum(coef*pr,ti)/Sum(coef,ti) ​ ​ This one works, but has me stumped as to how it works according to the article. You really have to read the article to understand what is being calculated here.​ ​ Distant Coefficient Ehlers Filter ti:= 15; pr:= MP(); coef:=Sum(Power(Ref(LastValue(pr+PREV-PREV)-pr,-1),2),ti); Sum(coef*pr,ti)/Sum(coef,ti)​

 The two PREV would appear to be just adding a number and then subtracting a number, leaving "pr" but that isn't the case. The formulas were written by Cheryl Abram of Equis. It would be nice if someone at Equis would consider having her give a us a quick class on how this works and other formula construction tips.​ I came up with:​ ti:=15; pr:=MP(); coef:=Sum(Power(LastValue(pr)-Ref(pr,-1),2),ti); Sum(coef*pr,ti)/Sum(coef,ti)​ This works too, but doesn't follow rapid price changes as quickly as Cheryl's formula.​ Any ideas on how the two PREV act together?​ -Corey​ [1240]​ Re: More PREV Stuff To: Subject: Re: More PREV Stuff From: "C.S." Date: Fri, 23 Mar 2001 14:49:04 -0800 References: 003701c0b3c4\$b46edc20\$059117d0@xxxxx <001001c0b3c9\$f7ffaaa0\$d892fea9@xxxxxx> Reply-To: metastock@xxxxxxxxxxxxx Sender: owner-metastock@xxxxxxxxxxxxx​ Yes, I realize that, but addition and subtraction is on the same precedence level. However I assume that (pr+PREV-PREV) should be the same as (pr), because Ref(LastValue(pr+PREV-PREV)-pr,-1) = Ref(LastValue(pr-PREV+PREV)-pr,-1).​ In examining the equation, I found another interesting phenomena,​ pr:=CLOSE; Ref(LastValue(pr+PREV-PREV)-pr,-1)​ Is not the same as:​ Ref(LastValue(CLOSE+PREV-PREV)-CLOSE,-1)​ Even though​ Ref(LastValue(C)-C,-1) = Ref(LastValue(pr)-pr,-1)​ and​ LastValue(pr+PREV-PREV)-pr = LastValue(C+PREV-PREV)-C​ .....the "plot" thickens....​ -Corey​ [1250]​ ​ Source / From:​

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