Ehlers Filter

inputs:
Coef( AbsValue( MedianPrice - MedianPrice[5] ) ),
Price( MedianPrice ),
Length( 15 ) ;

variables:
Num( 0 ),
SumCoef( 0 ),
Count( 0 ),
Filt( 0 ) ;

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" ) ;

inputs:
Price( numericseries ),
Length( numericsimple ) ;

variables:
DSqrd( 0 ),
LookBack( 0 ) ;

DSqrd = 0 ;
for LookBack = 1 to Length
begin
DSqrd = DSqrd + Square( Price - Price[LookBack] ) ;
end ;
DistanceSqrd = DSqrd ;