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Filter[sc.Index] = c1 * (HP[sc.Index] + HP[sc.Index - 1]) / 2 + c2 * Filter[sc.Index - 1] + c3 * Filter[sc.Index - 2];

float highestFilter = sc.GetHighest(Filter, Length.GetInt());
float lowestFilter = sc.GetLowest(Filter, Length.GetInt());
Stoch[sc.Index] = (Filter[sc.Index] - lowestFilter) / (highestFilter - lowestFilter);

//same as Roofing Filter above - which works
ES[sc.Index] = c1 * (Stoch[sc.Index] + Stoch[sc.Index - 1]) / 2 + c2 * ES[sc.Index - 1] + c3 * ES[sc.Index - 2];

// The top of every source code file must include this line
#include <Windows.h>
#include <math.h>
#include <iterator>
#include "sierrachart.h"



SCDLLName("Ehler's Stochastic")

SCSFExport scsf_EhlersStochastic(SCStudyInterfaceRef sc)
{
  // Reference the Plots and the inputs    
  SCSubgraphRef  ES = sc.Subgraph[0];
  SCSubgraphRef  OB = sc.Subgraph[1];
  SCSubgraphRef  OS = sc.Subgraph[2];

  SCInputRef    Price = sc.Input[0];
  SCInputRef     Length = sc.Input[1];
  SCInputRef     Bars = sc.Input[2];
  SCInputRef    Cutoff = sc.Input[3];

  //Define arrays for intermediate caclulations
  SCFloatArrayRef HP = ES.Arrays[0];
  SCFloatArrayRef Filter = ES.Arrays[1];
  SCFloatArrayRef Stoch = ES.Arrays[2];

  if (sc.SetDefaults)
  {
    // Section 1 - Set the configuration variables and defaults
    sc.GraphName = "Ehlers Stochastic"; // Name in study overview
    sc.StudyDescription = "From Predictive Indicators for Effective Trading Strategies By John Ehlers";

    sc.GraphRegion = 1;  // Set the Chart Region to draw the graph in. Region 0 is the main price graph
    sc.FreeDLL = 1;

    sc.AutoLoop = 1;  //Auto looping is enabled.
    sc.ValueFormat = 2;
    sc.ScaleRangeType = SCALE_AUTO;

    // Define plots and inputs
    ES.Name = "EhlersStochastic";
    ES.DrawStyle = DRAWSTYLE_LINE;
    ES.PrimaryColor = RGB(255, 0, 255);

    OB.Name = "Overbought";
    OB.DrawStyle = DRAWSTYLE_DASH;
    OB.PrimaryColor = RGB(128, 128, 128);

    OS.Name = "Oversold";
    OS.DrawStyle = DRAWSTYLE_DASH;
    OS.PrimaryColor = RGB(128, 128, 128);

    Price.Name = "Price Type";
    Price.SetInputDataIndex(SC_LAST);

    Length.Name = "Period";
    Length.SetInt(20);
    Length.SetIntLimits(1, MAX_STUDY_LENGTH);

    Cutoff.Name = "Cutoff Period";
    Cutoff.SetInt(10);
    Cutoff.SetIntLimits(1, MAX_STUDY_LENGTH);

    Bars.Name = "Highpass filter length";
    Bars.SetInt(48);
    Bars.SetIntLimits(1, MAX_STUDY_LENGTH);

    return;
  }

  OB[sc.Index] = .8;
  OS[sc.Index] = .2;

  //First calculate the Highpass Filter
  float alpha1 = (cos(sqrt(2) * 3.14159f / Bars.GetInt()) + sin(sqrt(2) * 3.14159f / Bars.GetInt()) - 1) / cos(sqrt(2) * 3.14159f / Bars.GetInt());

  HP[sc.Index] = (1 - alpha1 / 2) * (1 - alpha1 / 2) * (sc.BaseDataIn[Price.GetInputDataIndex()][sc.Index] - 2 * sc.BaseDataIn[Price.GetInputDataIndex()][sc.Index - 1] +
    sc.BaseDataIn[Price.GetInputDataIndex()][sc.Index - 2]) + 2 * (1 - alpha1) * HP[sc.Index - 1] - (1 - alpha1) * (1 - alpha1) * HP[sc.Index - 2];

  //Smooth the HighPass With Super Smoother
  float a1, c1, c2, c3;

  a1 = exp(-3.14159f * sqrt(2) / Cutoff.GetInt());
  c2 = 2 * a1 * cos(sqrt(2) * 3.14159f / Cutoff.GetInt());
  c3 = -a1 * a1;
  c1 = 1 - c2 - c3;

  Filter[sc.Index] = c1 * (HP[sc.Index] + HP[sc.Index - 1]) / 2 + c2 * Filter[sc.Index - 1] + c3 * Filter[sc.Index - 2];

  //Calculate and plot the Stochastic
  float highestFilter = sc.GetHighest(Filter, Length.GetInt());
  float lowestFilter = sc.GetLowest(Filter, Length.GetInt());
  
  Stoch[sc.Index] = (Filter[sc.Index] - lowestFilter) / (highestFilter - lowestFilter);

  ES[sc.Index] = c1 * (Stoch[sc.Index] + Stoch[sc.Index - 1]) / 2 + c2 * ES[sc.Index - 1] + c3 * ES[sc.Index - 2];  

}