ehlers

blackcat1402

Level: 2 Background John F. Ehlers introuced SwamiCharts RSI in his "Cycle Analytics for Traders" chapter 16 on 2013. Function SwamiCharts retain the core functionality of the technical indicators with which you're already familiar, while packing much more information into an easy-to interpret heat map chart. With SwamiCharts, you now visualize each...

midtownsk8rguy

Hot off the press, I present this "Correlation Cycle, CorrelationAngle, and Market State" multicator employing PSv4.0, originally formulated by Dr. John Ehlers for TASC - June 2020 Traders Tips. Basically it's an all-in-one combination of three Ehlers' indicators. This power packed triplet indicator, being less than a 100 line implementation at initial release, is...

EmpiricalFX

This is my most successful strategy to date! Please enjoy and join the Open Source movement by sharing your code and ideas online! OPERATING PRINCIPLE The strategy is based on Ehlers idea that any indicator can be turned into a signal-producing trade system through smoothing and other filtering processes. In fact, I'm using his Zero Lag EMA (ZLEMA) as a baseline...

KivancOzbilgic

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...

LazyBear

Another famous Ehlers indicator. This is the adaptive version of Ehlers' Cyber Cycle (CC) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In adaptive cyber cycle, Ehlers uses the dominant cycle period as the length in computation of...

blackcat1402

Level: 3 Background John F. Ehlers introuced ZeroLag Intraday Trading System in his "Rocket Science for Traders" chapter 16. Function blackcat L3 EhlersZeroLag Intraday Trading System is used to find proper long and short entries. Dr. Ehlers developed a completely automatic ZeroLag Intraday Trading System. The concepts of the Instantaneous Trendline and the...

everget

Ehlers Instantaneous Trendline script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 10: The Instantaneous Trendline).

EmpiricalFX

What happens when you take the Fisher Transform of a Stochastic Oscillator? Well, you filter out all the stuff you don't want and are left with super-precise entries! This indicator works especially well in with a trend-follower in a higher timeframe - iTrend, MAMA, Hull, etc... How to trade: Use with another indicator to tell you the current trend. Take buy...

cheatcountry

The Leading Indicator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 235) and as the name implies, this is a leading indicator that provides super early signals. Feel free to change the alpha values to adjust to your needs. Buy when the indicator line is green and sell when it is red. Let me know if there are other scripts you would...

everget

Ehlers Smoothed Adaptive Momentum script. This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).

Tr0sT

Instantaneous Trendline Strategy by John Ehlers from his book "Cybernetic Analysis for Stocks and Futures". You can choose implementation of stop-loss. Don't forget to define correct spread for your instrument.

blackcat1402

Level: 2 Background John F. Ehlers introuced Instantaneous Trendline Trading Strategy in his "Cybernetic Analysis for Stocks and Futures" chapter 3 on 2004. Function With the crossover strategy that Dr. Ehlers has developed it is possible to be on the wrong side of the trade for a substantial period from time to time. For this reason, Dr. Ehlers has added a...

everget

Ehlers Deviation-Scaled Moving Average indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).

blackcat1402

Level: 2 Background John F. Ehlers introuced Decycler in his "Cycle Analytics for Traders" chapter 4 on 2004. Function The concept of a decycler is really pretty simple. The cyclic components are removed by the process of cancellation. If the high-pass filter output is subtracted from the input data, the residual only contains the low-frequency components....

blackcat1402

Level: 2 Background John F. Ehlers introuced the Instantaneous Trendline and the Trigger of the trend-following system in his "Cybernetic Analysis for Stocks and Futures" chapter 3 on 2004. Function The process for creating a trendfollowing trading system from the indicators is simple. One unique aspect of the code is that the ITrend is forced to be a finite...

everget

This indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.18:7 (July, 2000): "Optimal Detrending"). Mr. Ehlers applied the ideas of the radar systems for the financial time series detrending. Mr. Ehlers constructed the Triple Delay-Line Canceller first, then smoothed it with the Modified Optimum Elliptic Filter with minimal lag. The...

blackcat1402

Level: 2 Background John F. Ehlers introduced Autocorrelation Reversals in his "Cycle Analytics for Traders" chapter 8 on 2013. Function One of the distinctive characteristics of autocorrelation is that the autocorrelation shifts from yelow to red or from red to yellow at all values of lag at the cyclic reversals of the price. Therefore, all we need do to...

brobear

An oscillator toolbox. Highly configurable. Three oscillators can be selected to show the momentum of: price flow -> the change in price volume money -> (volume * flow) See the comments at the beginning of the script for a complete description. -------------------------------- As my interest in oscillators increased, I was baffled by the vast jungle of...