Ehlers Modified Optimum Elliptic Filter

This indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.18:7 (July, 2000): "Optimal Detrending").

Mr. Ehlers didn't stop and improved his Optimum Elliptic Filter. To reduce the effects of lag he added the one day momentum of the price to the price value.

This modification produce a better response.
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Love Ehler’s work, thank you for contributing your pinescript version. Been looking for more of Ehlers work
+1 Reply
everget DayTradingOil
@DayTradingOil, not at all, mate)
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