johnehlers

BigBeluga 已更新 

This trend-following indicator, called Smooth Cloud, is built on top of a SuperSmoother Filter of John Ehlers with small modification. It consists of three smoothed lines—Fast, Middle, and Slow—that together form a cloud. These lines are based on different periods, helping traders analyze market changes over different timeframes (fast, mid, and slow). The...

cheatcountry

The Undersampled Double Moving Average was created by John Ehlers (Stocks and Commodities April 2023), and this is a double moving average system which is pretty rare for John Ehlers. For those of you who would like my other take on an Ehlers double moving average, be sure to check out my previous Ehlers double moving average script . He came up with a unique...

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The Stochastic Center Of Gravity Indicator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 79-80), and this is one of the many cycle scripts that I have created but not published yet because, to be honest, I don't use cycle indicators in my everyday trading. Many of you probably do, so I will start publishing my big backlog of...

cheatcountry

The Detrending Filter was created by John Ehlers and this is a complementary indicator to one of my previous scripts: This indicator builds upon his previous work by attempting to detrend the underlying source data that is used to calculate the final result. He was able to create a leading indicator by removing the trend data and by using his previous...

cheatcountry

The Reflex Indicator was created by John Ehlers (Stocks and Commodities Feb 2020) and this is a zero lag indicator that works similar to an overbought/oversold indicator but with the current stock cycle data. I find that this indicator works well as a leading indicator as well as a divergence indicator. Generally speaking, this indicator indicates a medium to long...

cheatcountry

The Data Sampling Indicator was created by John Ehlers (Stocks and Commodities Mar 2023) and this is a genius method to reduce noise in the market data but also doesn't introduce any lag while doing so. The way this works is because traditionally, people have always relied on the close price as the default input for many indicators such as the RSI or MACD as...

loxx 已更新 

Ehlers Two-Pole Predictor is a new indicator by John Ehlers . The translation of this indicator into PineScript™ is a collaborative effort between @cheatcountry and I. The following is an excerpt from "PREDICTION" , by John Ehlers Niels Bohr said “Prediction is very difficult, especially if it’s about the future.”. Actually, prediction is pretty easy in the...

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The Triangle Moving Average is the last of custom scripts converting Ehlers Window Indicators to Moving Averages. As you can see this is actually very similar to the Hamming Moving Average and the Hann Moving Average so I would recommend to test this one out with different settings and see what works best for you. As far as the formula calculation, it is a...

cheatcountry

The Hamming Moving Average is a custom script I made to attempt to create a moving average using Ehler's Hamming Window Indicator . Let me stress that this is extremely experimental considering the original indicator works by creating a sine wave by adjusting the Pedestal value. Change the Pedestal value to anything 5 or higher and you will see what I mean. I...

cheatcountry

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...

cheatcountry 已更新 

The Detrended Ehlers Leading Indicator was created by Bill Mars based off of Ehlers work and this is his attempt to create a leading indicator based on the previous Detrended Synthetic Price . I will be honest that this is a bit of a strange script because it is an indicator based off of the detrended synthetic price which is based off of Ehlers work so I haven't...

RicardoSantos Wizard 已更新 

Library "JohnEhlersFourierTransform" Fourier Transform for Traders By John Ehlers, slightly modified to allow to inspect other than the 8-50 frequency spectrum. reference: www.mesasoftware.com high_pass_filter(source) Detrended version of the data by High Pass Filtering with a 40 Period cutoff   Parameters:      source : float, data source.   Returns:...

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The Median Average Adaptive Filter was created by John Ehlers and this is another in my current series of undiscovered gems. I'm sure you are all saying but Franklin, Ehlers doesn't have any undiscovered gems but in this case you would be wrong. This was actually an indicator so buried on the internet that I had to use the wayback machine to find the original...

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The Hann Relative Strength Index was created by John Ehlers (Stocks and Commodities Jan 2022 pgs 26-28) and this indicator builds upon his Hann Window Indicator to create an unique rsi indicator that doesn't rely on overbought or oversold levels to determine a reversal point and also provides a very superior smoothing without any of the lag associated with...

cheatcountry

The Elegant Oscillator was created by John Ehlers (Stocks and Commodities Feb 2022 pg 21) and for those of you who don't know, he introduced the indicators for the Fisher Transform and Inverse Fisher Transform and this is a new updated version to that idea based on his latest research. This uses a soft limiter which he says is superior to a hard limiter. There are...

KevanoTrades 已更新 

The 2 Pole and 3 Pole Super Smoother Filters were developed by John Ehlers and described in "Chapter 13: Super Smother" of his book Cybernetic Analysis for Stocks and Futures . The 2 Pole Smoother is described as being a better approximation of price, whereas the 3 Pole Smoother has superior smoothing. Library "Ehlers_Super_Smoother" Provides the functions to...

cheatcountry

The Directional Movement Hann Window Indicator was created by John Ehlers (Stocks and Commodities Dec 2021 pgs 17-18) and this is his updated version of the classic Directional Movement indicator created by J. Welles Wilder. Ehlers uses the Hann Window Filtering after using an exponential moving average to smooth the classic directional movement indicator. This...

cheatcountry 已更新 

The Stochastic Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 84-89) and this of course is very similar to the Ehlers Fisher Stochastic Relative Vigor Index I just published. In hindsight I probably should have published this one first but just like with the other script this is a stochastic version of a Relative...