Conversion Ehlers Roofing Filter Indicator From MT5 to proRealTime

• 02/13/2023 at 6:41 PM #209635
  Bob Harris

  Hi ,

  Please can anyone translate the Ehlers Roofing Filter Indicator From MT5 to proReal. I have found an indicator that someone has written called Ehlers roofing Filter here https://www.prorealcode.com/topic/john-ehlers-roofing-filter/ but the results are far less accurate than the MT5 version and I don’t have the programming skills to know why. Also the MT5 version has two lines and generates signals at the crossover.

  I have attached the MQ5 File or I can cut and paste the code if that helps

   

  Many Thanks in Advance

  Bob

  

  Bob Harris

  Participant

  Topics: 8

  Replies: 11

  Been thanked: 5 times
  02/14/2023 at 10:23 AM #209649
  Nicolas

  Here is a rough conversion of the source code you provided, I don’t know why but I think there is something missing somewhere, I might investigate more later.

  once MSQRT12= 0.707106781186547524401 once MSQRT2=1.41421356237309504880 once MPI=3.14159265358979323846 twoPiPrd = MSQRT12 * 2 * MPI / hpLength a1 = (Cos(twoPiPrd) + Sin(twoPiPrd) - 1) / Cos(twoPiPrd) a2 = Exp(-MSQRT2 * MPI / lpLength) beta = 2 * a2 * Cos(MSQRT2 * MPI / lpLength) c2 = beta c3 = -a2 * a2 c1 = 1 - c2 - c3 t1 = square(1 - (a1 / 2)) t2 = 1 - a1 t3 = square(t2) t2 = t2*2 iprice=customclose once hp=0 if barindex>hpLength then hp = t1 * (iprice - 2 * iprice[1] + iprice[2]) + t2 * hp[1] - t3 * hp[2] //if rb[2]>0 then r1 = (rb[1]) rr2 = (rb[2]) //else //r1 = 0 //rr2 = 0 //endif rb = c1 * ((hp + hp[1]) / 2) + c2 * r1 + c3 * rr2 tb = rr2 endif if rb>0 then r=0 g=255 else r=255 g=0 endif return rb coloured(r,g,0),tb

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43

  once MSQRT12= 0.707106781186547524401 once MSQRT2=1.41421356237309504880 once MPI=3.14159265358979323846   twoPiPrd = MSQRT12 * 2 * MPI / hpLength a1 = (Cos(twoPiPrd) + Sin(twoPiPrd) - 1) / Cos(twoPiPrd) a2 = Exp(-MSQRT2 * MPI / lpLength) beta = 2 * a2 * Cos(MSQRT2 * MPI / lpLength) c2 = beta c3 = -a2 * a2 c1 = 1 - c2 - c3 t1 = square(1 - (a1 / 2)) t2 = 1 - a1 t3 = square(t2) t2 = t2*2   iprice=customclose once hp=0   if barindex>hpLength then hp =  t1 * (iprice - 2 * iprice[1] + iprice[2]) + t2 * hp[1] - t3 * hp[2]   //if rb[2]>0 then r1 = (rb[1]) rr2 = (rb[2]) //else //r1 = 0 //rr2 = 0 //endif   rb = c1 * ((hp + hp[1]) / 2) + c2 * r1 + c3 * rr2 tb = rr2 endif   if rb>0 then r=0 g=255 else r=255 g=0 endif   return rb coloured(r,g,0),tb

  1 user thanked author for this post.

  GraHal

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
  02/15/2023 at 11:13 AM #209730
  Bob Harris

  Thank you Nicolas,

  You are a star

  I added the HPLength  and LpLength Variables as 80 and 40 respectively and it worked perfectly

   

  Have added the file below and I encourage folks to check it out.

  Regards

   

  Bob

   

  1 user thanked author for this post.

  Nicolas

  

  Bob Harris

  Participant

  Topics: 8

  Replies: 11

  Been thanked: 5 times
• Author
  Posts