The Dominant Cycle Tuned Bypass Filter was created by John Ehlers (Stocks & Commodities V. 26:3 (16-22)) and this is a particularly unique indicator because this does a pretty good job at predicting the future stock movements. If the blue line crosses over the red then a few bars from now the stock price will most likely go up and if the blue line crosses below...
Adaptive Oscillators use the same principle as Adaptive Moving Averages. This is an experiment to separate length generation from oscillators, offering multiple alternatives to be combined. Some of the combinations are widely known, some are not. Note that all Oscillators here are normalized to -1..1 range. This indicator is based on my previously published public...
A complimentary indicator to my Adaptive MA constructor. It calculates the difference between the two MA lines (inspired by the Moving Average Difference (MAD) indicator by John F. Ehlers). You can then further smooth the resulting curve. The parameters and options are explained here:
The difference is normalized by dividing the difference by twice its Root mean...
Adaptive Jurik Filter Volatility Bands uses Jurik Volty and Adaptive, Double Jurik Filter Moving Average (AJFMA) to derive Jurik Filter smoothed volatility channels around an Adaptive Jurik Filter Moving Average. Bands are placed at 1, 2, and 3 deviations from the core basline.
What is Jurik Volty?
One of the lesser known qualities of Juirk smoothing...
Adaptive, Double Jurik Filter Moving Average (AJFMA) is moving average like Jurik Moving Average but with the addition of double smoothing and adaptive length (Autocorrelation Periodogram Algorithm) and power/volatility {Juirk Volty) inputs to further reduce noise and identify trends.
What is Jurik Volty?
One of the lesser known qualities of Juirk smoothing...
The Cycle Period was created by John Ehlers and this is yet another version that shows how to calculate the current cycle period which is the approximate amount of days between a current peak or valley and the next peak or valley. I would not recommend this for trading since it is more for informational use only but I would try experimenting with this output to be...
The Mesa Spectrum Dominant Cycle was created by John Ehlers and this is the foundation for many indicators he created that would later follow. This is his updated version of his original Mesa algorithm and I do not recommend this indicator as a stand alone for trading. This is more of an informational indicator that will tell you the current dominant cycle period...
Level: 2
Background
John F. Ehlers introuced Measuring the Dominant Cycle using the Dual Differentiator in his "Cycle Analytics for Traders" chapter 14 on 2013.
Function
With Hilbert transformer, the first algorithm to compute the dominant cycle is called the dual differentiator. In this case, the phase angle is computed from the analytic signal as the...
Level: 2
Background
John F. Ehlers introuced Zero Crossings Period Measurer in his "Cycle Analytics for Traders" chapter 5 on 2004.
Function
The band-pass filter can be used as a relatively simple measurement of the dominant cycle. A cycle is complete when the waveform crosses zero two times from the last zero crossing. Therefore, each successive zero...
Level: 2
Background
John F. Ehlers introuced Dual Differential Cycle Period Measurer in his "Rocket Science for Traders" chapter 7. The In-phase and Quadrature components are computed with the Hilbert Transformer using procedures identical to those in the Dual Differentiator.
Function
blackcat L2 Ehlers Homodyne Discriminator Cycle Period Measurer is used to...
Level: 2
Background
John F. Ehlers introuced Phase Accumulation technique of cycle period measurement in his "Rocket Science for Traders" chapter 7. It is perhaps the easiest to comprehend. In this technique, John Ehlers measures the phase at each sample by taking the arctangent of the ratio of the Quadrature component to the In-phase component. A delta phase is...
The Spectrum Derived Filter Bank was created by John Ehlers (Stocks & Commodities V. 26:3 (16-22)) and this is technically two indicators in one. This will let you know the current cycle period which is in blue and the other indicator will let you know if you should buy the stock or not. Buy when it is green and sell when it is red.
Let me know if you would like...
![BTCUSD: Ehlers Dominant Cycle Tuned Bypass Filter [CC]](https://s3.tradingview.com/4/45VDlpb0_mid.png "Ehlers Dominant Cycle Tuned Bypass Filter [CC]")
![BTCUSDTPERP: Adaptive Oscillator constructor [lastguru]](https://s3.tradingview.com/9/9fFCAnxt_mid.png "Adaptive Oscillator constructor [lastguru]")
![BTCUSDTPERP: Adaptive MA Difference constructor [lastguru]](https://s3.tradingview.com/t/T7b9mHzj_mid.png "Adaptive MA Difference constructor [lastguru]")
![EURUSD: Adaptive Jurik Filter Volatility Bands [Loxx]](https://s3.tradingview.com/k/k0byRyDx_mid.png "Adaptive Jurik Filter Volatility Bands [Loxx]")
![BTCUSDT: Adaptive, Double Jurik Filter Moving Average (AJFMA) [Loxx]](https://s3.tradingview.com/3/3sSmbpS7_mid.png "Adaptive, Double Jurik Filter Moving Average (AJFMA) [Loxx]")
![AAPL: Ehlers Cycle Period [CC]](https://s3.tradingview.com/6/6dUlw58s_mid.png "Ehlers Cycle Period [CC]")
![AAPL: Ehlers Mesa Spectrum Dominant Cycle [CC]](https://s3.tradingview.com/g/GPje8Vi8_mid.png "Ehlers Mesa Spectrum Dominant Cycle [CC]")
![BTCUSD: [blackcat] L2 Ehlers DC using the Dual Differentiator](https://s3.tradingview.com/p/P0RCXPWQ_mid.png "[blackcat] L2 Ehlers DC using the Dual Differentiator")
![ETHUSD: [blackcat] L2 Ehlers Zero Crossings Period Measurer](https://s3.tradingview.com/l/lIco4pvI_mid.png "[blackcat] L2 Ehlers Zero Crossings Period Measurer")
![BTCUSD: [blackcat] L2 Ehlers Dual Differential Cycle Period Measurer](https://s3.tradingview.com/q/qsLU4UEV_mid.png "[blackcat] L2 Ehlers Dual Differential Cycle Period Measurer")
![BTCUSD: [blackcat] L2 Ehlers Phase Accumulator Cycle Period Measurer](https://s3.tradingview.com/j/jBWpm8MM_mid.png "[blackcat] L2 Ehlers Phase Accumulator Cycle Period Measurer")
![AAPL: Ehlers Spectrum Derived Filter Bank [CC]](https://s3.tradingview.com/z/zLkvtbDt_mid.png "Ehlers Spectrum Derived Filter Bank [CC]")