Description Usage Arguments Value Note References

Ehlers Filters – moving average type smoothers

1 2 3 | ```
EhlersFilter(HLC, n = 15, nCoefLookback = 10, priceMethod = "Close",
coefMethod = c("Distance", "AbsVal", "Ichimoku"),
sumType = c("arithmetic", "wilder"))
``` |

`HLC` |
an HLC type xts object |

`n` |
number of periods to look back |

`nCoefLookback` |
number of periods over which to compute one coefficient |

`priceMethod` |
"Close" for closing price, otherwise uses Ehlers (H+L)/2 |

`coefMethod` |
one of three possible methods to compute a coefficient. Distance computes the sum of squares of differences of the last nCoefLookback prices and the current price. AbsVal computes the absolute difference between the current price and the price nCoefLookback periods ago. Ichimoku computes the average of the highest high of the last nCoefLookback periods and the lowest low. |

`sumType` |
either of "arithmetic" or "wilder" type arguments for the type of sum. |

the quotient of the sum of the last n coefficients multiplied by price divided by the sum of the coefficients.

TODO: implement more possible coefficient methods.

http://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

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