I'm migrate to Ninja 7; I really like the indicator EhlersFilter which works in 6.5 but get errors when I try to import. It asks for RValurCharts which I have successfully installed. Is anyone running this indicator in 7?... Thanks

Azzzz 

I'm migrate to Ninja 7; I really like the indicator EhlersFilter which works in 6.5 but get errors when I try to import. It asks for RValurCharts which I have successfully installed. Is anyone running this indicator in 7?... Thanks

Hi Azzzz,

I don't know if I understood well your question, nevertheless the doublema v7 https://nexusfi.com/free_downloads/vip_elite_circle/ has the EhlersFilter included:
1) you can use this indicator
2) you can take the EhlersFilter easylanguage code and personalize it

That did it..

I am guilty of having used code, which I had taken from the NinjaTrader forum here: NinjaTrader Support Forum - View Single Post - Ehlers Filter


Today I checked it for the first time and found it inconsistent with the Easy Language code which was published by John Ehlers.

The source for the code by John Ehlers can be found on his website, here is the link: https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf


Figure 6. EasyLanguage Code for the Distance Coefficient Ehlers Filter

 

Code

Inputs: Price((H+L)/2), Length(15); Vars: count(0), LookBack(0), SumCoef(0), Num(0), Filt(0); Array: Coef[25](0), Distance2[25](0); For count = 0 to Length - 1 begin Distance2[count] = 0; For LookBack = 1 to Length - 1 begin Distance2[count] = Distance2[count] + (Price[count] – Price[count + LookBack])*(Price[count] - Price[count + LookBack]); end; Coef[count] = Distance2[count]; end; Num = 0; SumCoef =0; For count = 0 to Length -1 begin Num = Num + Coef[count]*Price[count]; SumCoef = SumCoef + Coef[count]; end; If SumCoef <> 0 then Filt = Num / SumCoef; Plot1(Filt, "Ehlers");

I found that the NinjaTrader implementation does not reflect the original code, so I have modified the indicator to show the Ehlers code. I am posting here, because I would love to have a third opinion on the indicator before I publish it. Sometimes John Ehlers has changed the code himself, so it may well be that there is a version, which I do not know.

Please find attached the modified indicator. I have not preset it to price type Median, as I want that it can be easily called by other indicators. The chart below shows that there is a difference between the forum indicator and the
recoded version. The recoded version is also optimized, as I have suppressed a dataseries object.

Fat Tails 

.. ...

no matter what I enter, it always reset to 15, is this only value it can run on?

cory 

no matter what I enter, it always reset to 15, is this only value it can run on?

@cory: Thank you for the hint. I had changed the name from length to period to comply with NinjaTrader speak. However, I have decided to keep the parameter length to allow for the correct calculation of the average during the training period. The only thing I forgot, was to change the serialization to period.


You have discovered a little bug, which is now removed. I have also replaced indicator file and chart above.


There is still a difference between the two versions of the indicators.

The indicator code, which I had published above, did not properly set plot values for the first two bars of the chart. While this does not cause any harm, when the indicator is simply applied to chart, it may cause problems (exception thrown), when the Ehlers filter is called by another indicator.

I have therefore modified the code of the indicator to return proper values for all bars. I have also promoted it to the download section of the forum.

https://nexusfi.com/download/ninjatrader-7/indicators/1259-download.html?view

This indicator can be optionally called by the Bollinger Universal, Keltner Universal, Heikin Ashi and SuperTrend U11 indicators.

Today I discovered a small problem as the indicator did not produce a meaningful result, when the period was set to 1. The problem would probably have occurred as well with the original Easy Language code published by John Ehlers.

I have now corrected the bug and updated the indicator. When the period is set to a value smaller than 4, the indicator will now use a triangular moving average of that period as input series for calculating the Ehlers coefficients. For larger periods the coefficients are calculated from the TMA(4) as for the prior version.


The updated version is available here:

https://nexusfi.com/download/ninjatrader-7/indicators/1259-download.html?view


I will probably need to update the SuperTrend, Heikin-Ashi and Bollinger/Keltner indicators as well.

Notifications sent.

Mike