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capam
2020年10月5日晚上7點44分

Ehlers Trend Vigor Normalized 

CVS Health CorporationNYSE

描述

Thanks to MasBart, I updated the earlier version to normalize signal and lead according to vigor and trigger. Vigor and trigger are limited to +-2. Now signal and lead are also in that range.

The code of interest is lines 39-43:

tmpdif = (BP - nz(BP[round(period/2)]))/close
a = array.new_float(0)
for i = 0 to win-1
array.push(a, tmpdif)
den = array.max(a)

den is then used to normalize the BP values (bandpass filter).

評論
MasBart
Thanks @capam for the visual update.
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