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Filter Exchange · "The Super Passband Filter" by John Ehlers
msg #129581
7/4/2016 10:11:47 AM

Any efforts to code the below from anyone in the SF Community would be much appreciated.
tks, mm
- - - -
From Stocks and Commodities Magazine July 2016. "The Super Passband Filter" by John Ehlers.

This PB oscillator seeks to PB out both high and low frequencies from market data to eliminate wiggles from the resultant signal thus significantly reducing lag. This PB indicator achieves this by using 2 differenced EMA's of varying periods. (40 and 60). Trigger points for the PB oscillator are added with a RMS cyclic envelope over the Signal line. Output of the PB waveform is calculated by summing its square over the last 50 bars and taking the square root of the averaged sum to create trigger levels.
Buy when PB crosses above its -RMS line. Short when PB crosses below the RMS line.

This EMA calculation is significantly more reactive than the standard EMA or Wilder's EMA.
Standard EMA formula found in most software is:
α = 2/(N+1) standard smoothing factor where "N" = the period.
Using N=40: α = 2/(N+1) = 0.04878, and (1 - α) = 0.95121

Ehler's Super PB Filter formula uses a smoothing factor of 5/N "period".
α = 5/N
Using N =40: α =5/N = 0.12500, and (1 - α) = 0.87500

General Discussion · Merry Christmas All!
msg #126493
12/25/2015 2:42:24 PM

Yes indeed, Merry Christmas and a Happy New Year !

Announcements · StockFetcher Site Changes (beta)
msg #125935
10/28/2015 8:56:19 PM

Saved "Results Settings" eg 3 months 50 stocks is not saved when applied for all open windows, and also future opened windows. Goes back to 1 mth 25 stocks

Announcements · StockFetcher Site Changes (beta)
msg #125763
10/23/2015 8:48:06 AM

Running the basic MACD filter on the home page below the SF logo;
Chrome: Ver 46.0 results are instantaneous. Manually typing scan text, no character delay at all.
Explorer: Ver 11.0.96, approx. 2-3 sec delay. " slight delay
Firefox: Ver 41; extended delay 4-5 seconds. " very noticeable keystroke delay, all keys, inc Delete

It would be nice to have a "Clear" scan text button )

hope this helps

Announcements · StockFetcher Site Changes (beta)
msg #125746
10/22/2015 9:32:05 PM

Type scans; characters used to immediately appear, now there is a wait delay.
Windows 7/ Firefox

Announcements · StockFetcher Site Changes (beta)
msg #125745
10/22/2015 9:28:38 PM

Using Firefox 41.xx scan results are very slow to appear (

Filter Exchange · Specifying a particular bar in the past
msg #125243
9/25/2015 9:23:09 AM

I beleive 'four' wrote something about referencing todays price compared to a bar in the past, but sorry I can't find his post

Stock Picks and Trading · The Next Big Technology ?
msg #124468
7/21/2015 8:15:13 PM

and this company is .... ? )

Stock Picks and Trading · The Next Big Technology ?
msg #124465
7/21/2015 7:30:57 PM

Filter Exchange · Any builders out there
msg #124388
7/15/2015 12:09:42 PM

well... here's an attempt to make a starting point )
Fetcher[30 day slope of ma(50) below -0.04 and do not draw 30 day slope of ma(50)
and count(low reached a new 20 day low 8 days ago,5) equals 1
and low reached a new 13 day low
and do not draw low 4 week low and do not draw low 13 day low
and close above open and close above close 1 day ago
and atr(1) divided by atr(10) > 1.5
offset 07/07/2015

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