The Laguerre Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 216) and this indicator works well with letting you know both the short and long term trend as well as a pretty good moving average. If the indicator line is above the black line then it is a long term uptrend and below the black line is a long term downtrend. Buy when...
The Fisher Stochastic Center Of Gravity Indicator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 95) and this is a combo cycle indicator mixed with a stochastic indicator. The idea is to capture the beginning of the cycle and ride it until the end. Buy when the indicator line is green and sell when it turns red.
This was a custom...
The Deviation Scaled Super Smoother was created by John Ehlers and this is an excellent moving average that changes direction very quickly and can keep up with the current underlying trend. This indicator works by applying a Hann Windowed Moving Average to the stock's momentum and scaling that by the Root Mean Square and then using that value in the input for a ...
The Convolution Indicator was created by John Ehlers (Cycle Analytics For Traders pgs 170-174) and this is version of an indicator to find potential reversal points. The idea behind this indicator is to use a variation of his AutoCorrelation Indicator that transforms the data using digital signal processing and as you can see it looks very similar to his ...
The Variable Index Dynamic Average was created by Tushar Chande and this is a variation of that original formula created by John Ehlers. As you can see I have included the default Vidya from a script by @everget and as you can see the Ehlers version is able to follow the price much closer. I have included strong buy and sell signals in addition to normal ones and...
The Instantaneous Phase Dominant Cycle was created by John Ehlers (Stocks & Commodities V. 18:3 (16-27)) and this is one of many similar indicators that I will be publishing from Ehlers in the next few months that calculate the current dominant cycle period. The cycle period can be used in multiple ways but generally this means that if the stock is currently at a...
The Laguerre Relative Strength Index was created by John Ehlers and this is essentially his version of the RSI but I find that the buy and sell signals work better with his version as you can see. Buy when the line turns green and sell when the line turns red.
Let me know if there are any other indicators you want me to publish!
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...
Level: 2
Background
John F. Ehlers introuced Three Pole Super Smoother in his "Cybernetic Analysis for Stocks and Futures" chapter 13 on 2004.
Function
The Super Smoother filter is formed by retaining the IIR part of a Butterworth digital filter. The order of Super Smoother filters can be increased indefinitely to increase the sharpness of the filter...
The 3 Pole Butterworth Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 196-197) and this indicator is a moving average that also works well as a trendline. Buy when the indicator line turns green and sell when it turns red.
Let me know if you would like me to publish other indicators or if you want something custom done!
The Hann Moving Average is an original script but a slightly modified version of the Hann Window Filter created by John Ehlers. I am using the same length but changed the default data source to use the new Weighted Close that tv added after I requested it awhile ago so thank you tv! The big strength of this moving average/filter is that it creates an extremely...
The Market State Indicator was created by John Ehlers (Stocks & Commodities V. 38:06 (8–15)) and this is technically part of three indicators in one so I'm splitting each one to a separate script. This particular indicator was designed for the market state which acts as a trend direction and tells you whether the trend is strong in either direction. Keep in mind...
The Adaptive Bandpass Filter was created by John Ehlers (Cycle Analytics For Traders pgs 153-156) and this uses his autocorrelation code to provide the adaptive lengths to use for the underlying bandpass filter. The bandpass filter is a common way in digital signal processing to filter out the underlying noise in the data. It can actually be turned into a leading...
Level: 3
Background
John F. Ehlers introuced Corona Charts Swing Position Indicator in Nov, 2008.
Function
John Ehlers's corona indicators, "Corona Charts," provide a "multidimensional" view of market activity. In the article "Corona Charts" in Nov, 2008, John Ehlers further developed his earlier work on market cycles. A new kind of indicator was presented...
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!
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...
Level: 2
Background
John F. Ehlers introuced Zero-Lag Data Smoothers in Jul, 2002.
Function
John Ehlers introduced "Zero-Lag Data Smoothers", the infinite impulse response (IIR) filter and finite impulse response (FIR) filter.
In his article this issue on zero-lag smoothing, John Ehlers notes that his favorite filter is the symmetrically weighted six-bar...
Level: 2
Background
John F. Ehlers introduced DFT Spectral Estimate in his "Cycle Analytics for Traders" chapter 9 on 2013.
Function
The DFT is accomplished by correlating the data with the cosine and sine of each period of interest over the selected window period. The sum of the squares of each of these correlated values represents the relative power at each...
![AAPL: Ehlers Laguerre Filter [CC]](https://s3.tradingview.com/6/6aMJzwII_mid.png "Ehlers Laguerre Filter [CC]")
![AAPL: Ehlers Fisher Stochastic Center Of Gravity [CC]](https://s3.tradingview.com/t/TLjl71aL_mid.png "Ehlers Fisher Stochastic Center Of Gravity [CC]")
![AAPL: Ehlers Deviation Scaled Super Smoother [CC]](https://s3.tradingview.com/q/Qhl4sfk4_mid.png "Ehlers Deviation Scaled Super Smoother [CC]")
![AAPL: Ehlers Convolution Indicator [CC]](https://s3.tradingview.com/r/RPkdjGSG_mid.png "Ehlers Convolution Indicator [CC]")
![AAPL: Ehlers Variable Index Dynamic Average [CC]](https://s3.tradingview.com/r/rUu1lfnZ_mid.png "Ehlers Variable Index Dynamic Average [CC]")
![AAPL: Ehlers Instantaneous Phase Dominant Cycle [CC]](https://s3.tradingview.com/a/aITuFHdu_mid.png "Ehlers Instantaneous Phase Dominant Cycle [CC]")
![AAPL: Ehlers Laguerre Relative Strength Index [CC]](https://s3.tradingview.com/i/iUl3zTql_mid.png "Ehlers Laguerre Relative Strength Index [CC]")
![XAUUSD: [blackcat] L2 Ehlers Autocorrelation Reversals](https://s3.tradingview.com/a/A1rTy2RS_mid.png "[blackcat] L2 Ehlers Autocorrelation Reversals")
![NAS100USD: [blackcat] L2 Ehlers Three Pole Super Smoother](https://s3.tradingview.com/3/3uNIYidU_mid.png "[blackcat] L2 Ehlers Three Pole Super Smoother")
![AAPL: Ehlers 3 Pole Butterworth Filter V2 [CC]](https://s3.tradingview.com/c/cGeKRX1C_mid.png "Ehlers 3 Pole Butterworth Filter V2 [CC]")
![AAPL: Ehlers Hann Moving Average [CC]](https://s3.tradingview.com/f/fM45ewpp_mid.png "Ehlers Hann Moving Average [CC]")
![AAPL: Ehlers Market State Indicator [CC]](https://s3.tradingview.com/r/r2qIxy0l_mid.png "Ehlers Market State Indicator [CC]")
![AAPL: Ehlers Adaptive Bandpass Filter [CC]](https://s3.tradingview.com/z/z7L91tHp_mid.png "Ehlers Adaptive Bandpass Filter [CC]")
![US30USD: [blackcat] L3 Ehlers Corona Charts Swing Position](https://s3.tradingview.com/t/TMsD8cNw_mid.png "[blackcat] L3 Ehlers Corona Charts Swing Position")
![AAPL: Ehlers Spectrum Derived Filter Bank [CC]](https://s3.tradingview.com/z/zLkvtbDt_mid.png "Ehlers Spectrum Derived Filter Bank [CC]")
![LTCUSD: [blackcat] L2 Ehlers Zero-lag Smoother](https://s3.tradingview.com/c/CQ9R4EfY_mid.png "[blackcat] L2 Ehlers Zero-lag Smoother")
![BTCUSD: [blackcat] L2 Ehlers DFT Spectral Estimate](https://s3.tradingview.com/3/3xQPJ0lZ_mid.png "[blackcat] L2 Ehlers DFT Spectral Estimate")