Description
Ehlers Better Sinewave (see Ehlers book).
SourceType:
- HL2: (High + Low) / 2
- HLC3: (High + Low + Close) / 3
- Close
- Custom: selectable source.
CustomSource: the source to be used if SourceType is Custom.
LPPeriod, HPPeriod: Low and High pass period.
The Better Sinewave indicator is a quite stable indicator. According to Ehlers, Sell when the wave go to -1, and ride the trend while it still staying at -1, vice versa for Buy.
Adjust LPPeriod, HPPeriod to get faster/slower response.
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using LittleTrader;
using LittleTrader.Ehlers;
using LittleTrader.Extensions;
namespace cAlgo
{
[Indicator(AccessRights = AccessRights.None)]
public class LT_Ind_EhlersBetterSinewave : Indicator
{
[Parameter("SourceType", DefaultValue = SourceTypes.HL2)]
public SourceTypes SourceType { get; set; }
[Parameter("CustomSource")]
public DataSeries CustomSource { get; set; }
[Parameter("LPPeriod", DefaultValue = 10)]
public int LPPeriod { get; set; }
[Parameter("HPPeriod", DefaultValue = 40)]
public int HPPeriod { get; set; }
[Output("Wave", LineColor = "Purple")]
public IndicatorDataSeries Wave { get; set; }
EhlersEvenBetterSinewaveFilter _betterSine;
protected override void Initialize()
{
var u = new IndUtils() { Bars = Bars, SourceType = SourceType, CustomSource = CustomSource };
_betterSine = new EhlersEvenBetterSinewaveFilter(u.GetSource(), Wave, CreateDataSeries, LPPeriod, HPPeriod);
}
public override void Calculate(int index)
{
_betterSine.Calculate(index);
}
}
}
dhnhuy
Joined on 03.04.2023
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: LT_Ind_EhlersBetterSinewave.algo
- Rating: 0
- Installs: 570
- Modified: 03/04/2023 03:34
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Very useful post! This article provides better information. Bluegreenonline Login