Hot off the press, I present this "Correlation Trend Indicator" employing PSv4.0, originally formulated by Dr . John Ehlers for TASC - May 2020 Traders Tips. John Ehlers might describe it's characteristics as being a mean reverting trend identification oscillator range bound to +/-1.0 irregardless of any timeframe or asset. I could have finessed this indicator...
Ehlers Correlation Trend Indicator CTI by Cryptorhythms 📜Intro In his article “Correlation As A Trend Indicator” in issue May 2020 of TASC, author John Ehlers introduces a new trend indicator that is based on the correlation between a security’s price history and the ideal trend: a straight line. He describes methods for using the indicator to not only...
Phase Calculation was authored by John F. Elders in the Stocks and Commodities Magazine 11/1996 This indicator will tell you if the stock is in a uptrend or downtrend. A phase number with a low number means it is in a uptrend and a phase number with a high number means it is in a downtrend. Let me know if you want to see me write code for different indicators!
Laguerre RSI is based on John EHLERS' Laguerre Filter to avoid the noise of RSI. Change alpha coefficient to increase/decrease lag and smoothness. Buy when Laguerre RSI crosses upwards above 20. Sell when Laguerre RSI crosses down below 80. While indicator runs flat above 80 level, it means that an uptrend is strong. While indicator runs flat below 20 level, it...
This is a modification of the 'Ehlers Ideal RSI' script to include an EMA of the RSI, which acts as a follower! The idea was a user suggestion and if you would like your suggestion made into an indicator, check the FAQ! If you've never encountered the iRSI before, then you're in for a treat. This RSI will calculate the best period to use by itself. The theory...
Implementation of Ehler's Reflex Indicator from TASC Feb 2020. Optional MTF and fixed/adaptive length based on one of Ehler's cycle measurements. Optional settings for his recommended 2 bar averaging, can apply the averaging to either/and source ie (close + close ) / 2, the output of the smoothing filter portion of the calculation or the final indicator...
New Indicator from John F. Ehlers issued in the February 2020 Technical Analysis of Stocks and Commodities article "Reflex: A New Zero-Lag Indicator" This indicator includes both studies described in the article and intend to significantly reduce the lag of the signal compared to other oscillators. Reflex for the cycle component and is more sensitive to major...
Created strategy based on Voss Predictive Filter, implemented by TradingView user e2e4mfck. Voss Predictive Filter This is a relatively new filter from John F. Ehlers’ article, “A Peek Into The Future .” Ehlers describes the calculation of a new filter that could help signal cyclical turning points in markets. But filter has a negative group delay and...
The Market Mode indicator seeks to identify trends and rebounds by identifying “phases” according to the principles of John Ehlers. - When the oscillator passes above the top line, the market is in an uptrend. - When the oscillator goes below the bottom line, the market is in a downtrend. - Between these two levels, the market is calmer and could rebound in the...
Strategy based on Ehlers Smoothed Adaptive Momentum (ESAM) indicator by LazyBear, slightly improved. Indicator itself was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend). Backtesting: XBTUSD (Bitmex): 2h, 3h, 4h
This is a script for beta testing only. Based on ichimoku, but with slightly different behaviour, with many added features such as : trend detection, momentum detection, multiple time frame support/resistance levels, exhaustion/reversal signals. Used in conjunction with the other ZT indicators (ZT momentum, ZT CyclePhase, and ZT Volumebars) the strategy provides...
This is a script for beta testing only. Used to mainly to spot (short-term) divergences
This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers. Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver. The goal in applying roofing filters to a price signal is to...
This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag. In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm. Most radar warning, electronic...
As someone hidden my old script that is just what one guy copied from a book from John Ehlers. I rewrite what i read in the book. I also found this. So i rewrite this to the guys that was using it. If it hiddes again i will just keep it to myself and downgrade my plan in this TV // Ehlers Super Passband Filter script may be freely distributed under the MIT...
This is a strategy i made for EOS Opens a long position if the PB line (the red line in the oscillator) crossover the low of the band, the zero line or the top of the band. If the PB line makes a crossunder in the top of the band, the zero line or the bottom of the band it closes the long position and immediately opens a short position. Also, the PB value must...
A custom version of Profitable Moving Average Crossover that shows the last estimations on profit for each crossover type and allows to set date range for analysis.