bin/Custom/Indicators/SentinelEhlersFilter_v1_0_0.cs
| Family | Indicators |
| Version | 1.0.0 |
| Size | 221 lines |
| Scope | public — ships in sentinel-suite |
| Class | SentinelEhlersFilter_v1_0_0 |
| Namespace | NinjaTrader.NinjaScript.Indicators.Sentinel.Smoothers |
| Documented by | no doc tracks this artifact |
Rendered from the published copy in
sentinel-suite/src/, not the author’s private tree — so this page describes the file you actually have.
Sentinel EhlersFilter — Ehlers Non-Linear Filter (Sentinel smoother building block) | Version v1.0.0
File: SentinelEhlersFilter_v1_0_0.cs | namespace …Indicators.Sentinel.Smoothers | display "Sentinel EhlersFilter"
⚠ NO ORDERS · NO STATE SEAM — a read-only SMOOTHER building block, not a Council voter. It draws a
smoothed line + a Sentinel glass card; it publishes nothing (a filter has no verdict). A baseline the
signal tools can consume, and a Sentinel-branded Ehlers filter in its own right.
PROVENANCE / LICENSE: CLEAN-ROOM. Reimplemented from John F. Ehlers' public "Non-Linear Filters" method
(forex-tsd.com/…/ehlers_-_non_linear_filters.pdf) — a mathematical method, not copyrightable. NO third-party
code, variable names, or structure were copied; the "Au" filter pack was read ONLY to identify the variant.
Canonical recurrence: coefficientᵢ = (Input[0] − Input[i])² over lag i∈[0,Period); the filter output is the
coefficient-weighted average Value = Σ(coefᵢ · Input[i]) / Σ(coefᵢ) (Σ=0 ⇒ Value = Input[0]).
ASSUMPTIONS / NOTES:
• The "Au" source pre-smoothed the input with a short TMA and used a full pairwise-distance coefficient
(Σ over every lag pair). This clean-room build implements the canonical distance-from-current-bar
coefficient DIRECTLY on Input (no pre-smoothing) per the specified canonical form — output differs
slightly from the Au variant by design.
• Early bars use a shrinking window n = min(CurrentBar+1, Period); the i=0 term contributes coef 0.
CHANGELOG
v1.0.0 (2026-07-12) — clean-room Ehlers Non-Linear Filter + Sentinel plumbing (naming law, glass card, label remover).