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Ehlers

Laguerre RSILaguerre 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 means that a downtrend is strong. Developer: John EHLERS Author: KivancOzbilgic
Pine Script™指标
由KivancOzbilgic提供
42
Ehler's Reflex Indicator ( + MTF & Adaptive )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 output. Green/Red : Reflex/Cycle Aqua/Purple : Trend
Pine Script™指标
由rumpypumpydumpy提供
6
[e2] Reflex & TrendflexNew 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 reversals, Trendflex for the trend component. Pivot Max range as the borders for top and bottom reading of the indicators (the script will plot separate borders for both components) and divergences were added. Divergence function is the interpretation of built-in divergence script, optimized the code and added option to show real-time divs (without offset), all credits to ...) daily*tip: I must say that very quickly I began to realize how fragmented and imperfectly modern economic knowledge is and how little can be taken from fundamental science in terms of practical recipes. (c) Andrey Movchans. stay safe ;)
Pine Script™指标
由e2e4提供
23
Roofing Filter [DW]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 simultaneously attenuate high frequency noise and low frequency distortion to pass an oscillating signal with a nearly zero mean for analysis and/or further calculation. In this study, there are three filter types to choose from: -> Ehlers Roofing Filter, which passes data through a 2 pole high pass filter, then through a Super Smoother filter. -> Gaussian Roofing Filter, which passes data through a 2 pole Gaussian high pass filter, then through a 2 pole Gaussian low pass filter. -> Butterworth Roofing Filter, which passes data through a 2 pole Butterworth high pass filter, then through a 2 pole Butterworth low pass filter. Each filter type has different amplitude and delay characteristics, so play around with each type and see which response suits your needs best. There is an option to normalize the scale of the output as well. The normalization process in this script is computed by comparing positive and negative outputs to the filter's moving RMS value. The resulting oscillator can be fed through numerous conventional indicators including Stochastic Oscillator, RSI, CCI, etc. to generate smoother, less distorted indicators for a clearer view of turning points. Alternatively, it can also act as an indicator itself, as implied by the corresponding color scheme included in the script. Although roofing filters are not conventionally used in the analysis of market data, applying such spectral analysis techniques may prove to be quite useful for the design of more efficient indicators and more reliable predictions.
Pine Script™指标
由DonovanWall提供
14
Low Pass Channel [DW]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 countermeasures, and electronic intelligence systems employ IFM to identify threats, map the electronic battlefield, and implement deceptive countermeasures. The IFM technique used for this study was devised by John Ehlers. It calculates In Phase and Quadrature (IQ) components using the Hilbert Transform and uses them to determine the dominant price cycle. To generate the channel, the same filter approach is applied to true range then added to and subtracted from the price filter. Custom bar colors are included for simple wave and trend indication.
Pine Script™指标
由DonovanWall提供
11
Ehlers Super Passband FilterAs 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 license. // Ehlers Super Passband Filter script may be freely distributed under the MIT license. // Ehlers Super Passband Filter script may be freely distributed under the MIT license. // Ehlers Super Passband Filter script may be freely distributed under the MIT license. // Ehlers Super Passband Filter script may be freely distributed under the MIT license. I wrote 5 times to be clear. If you guys dont understand portuguese go to the translator to understand what i am explaining in // inside the code.
Pine Script™指标
由FLeite28提供
6
MTF IQ IFM Moving AverageMTF ready adaptive MA using Ehler's IQ IFM ( In Phase - Quadrature Instantaneous Frequency Measurement ). Ehler's formula is a method of quantitatively measuring the length of a market cycle. In this case it is used to calculate the "optimal" adaptive EMA. Theoretically the length generated by Ehler's formula could be used in many indicators and it's been placed within it's own function so you should be able to simply copy/paste it. HOWEVER pine will not accept series variables for the length input used in built-in functions. You will have to manually code (or find) a version of your indicator that doesn't use the pine built in. Options : type : optionally add volume weighting range : historical range used in IQ IFM cycle length mult : method to create faster/slower MAs. eg 0.5 is half the length of a cycle and a faster EMA ie EMA10 vs EMA20 low sat fix : some cryptocurrencies with low satoshi values cause an issue with the calculation, if you get no/nonsensical lines, enable this. Shouldn't affect other instruments, but can be disabled just in case. MTF options: run the calculation on an alternative timeframe -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
Pine Script™指标
由rumpypumpydumpy提供
2
Center of Gravity Oscillator - Ehlers by KIVANC fr3762Center of Gravity OSCILLATOR by JOHN EHLERS Converted the original code from his book "Cybernetic Analysis for Stocks and Futures" This article describes a new oscillator that is unique because it is both smoothed and has essentially zero lag. The smoothing enables clear identification of turning points and the zero lag aspect enables action to be taken early in the move. This oscillator is the serendipitous result of my research into adaptive filters. While the filters have not yet produced the result I seek, this oscillator has substantial advantages over conventional oscillators used in technical analysis . The “CG” in the name of the oscillator stands for the Center of Gravity of the prices over the window of observation. The Center of Gravity ( CG ) of a physical object is its balance point. For example, if you balance a 12 inch ruler on your finger, the CG will be at its 6 inch point. If you change the weight distribution of the ruler by putting a paper clip on one end, then the balance point (e.g. the CG ) shifts toward the paper clip. Moving from the physical world to the trading world, we can substitute the prices over our window of observation for the units of weight along the ruler. With this analogy, we see that the CG of the window moves to the right when prices increase sharply. Correspondingly, the CG of the window moves to the left when prices decrease. For further information: www.mesasoftware.com Here's the link to a complete list of all my indicators: t.co Şimdiye kadar paylaştığım indikatörlerin tam listesi için: t.co
Pine Script™指标
由KivancOzbilgic提供
9
Ghosty's Modded Super Bandpass Filter [DasanC]Very cool Indicator from Ehlers and published originally by @DasanC I made minor modifications, and added a zero line and changed some values. I use this indicator differently then it is intended to be used for scalping shorter time frames (15 min - 1 hour). I use it like a cross over, either from the zeroline or when it passes the RMS, for 5-10 pips. While no indicator is 100% this one does a nice job for small scalps. try it out on a demo and see if you like it. enjoy. original Indy -
Pine Script™指标
由greyghost7提供
1
Ehler's Super Smoother 2 and 3 pole (properly initialized)John Ehlers' Super Smoother 2 and 3 pole - properly initialized www.stockspotter.com Failure to properly initialize early values of the super smoother will result in misleading values early in the output. Because the SS is an IIR ( infinite impulse response) filter, this error can ring in the filter for a long time, but is extremely evident in the first 2*len bars. This is an implementation if the 2 and 3 pole SS filter, with special attention to initializing the early values. It uses (src+scr)/2 per Ehlers but contains code to just use src if you prefer to calculate that outside the function as everget does in his SS here: there is code included to make that change. Many thanks to everget for his terrific implementations of much of John Ehlers' work. It has been tremendously helpful to me.
Pine Script™指标
由yatrader2提供
Ehlers Decycler OscillatorThis indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.33:10 (September, 2015): "Decyclers"). The idea is still the same as for the Simple Decycler. Mr. Ehlers suggested to virtually eliminate lag by getting rid of the very low-frequency components. So, he applied the high-pass filter to the simple decycler. Mr. Ehlers recommended to use two instances of the Decycler Oscillator with different parameters (high-pass filter period and multiplier). As a result, he got the Decycler Oscillator pair. The first oscillator (red line) has a period of 125 bars, the second one (yellow line) has a period of 100 bars. The interpretation is straightforward: When the yellow line crosses over the red line, a trend reversal to the upside is indicated. When the yellow line crosses under the red line, a trend reversal to the downside is indicated.
Pine Script™指标
由everget提供
8
Ehlers Simple DecyclerThis indicator was originally developed by John F. Ehlers (Stocks & Commodities, V.33:10 (September, 2015): "Decyclers"). Mr. Ehlers suggested a way to improve trend identification using high-pass filters. The basic smoothers like SMA, low-pass filters, have considerable lag in their display. Mr. Ehlers applied the high-pass filter and subtracted the high-pass filter output from the time series input. Doing these steps he removed high-frequency short-wavelength components (the ones causing the wiggles) from the time series. As a result he got a special series of the low-frequency components with virtually no lag - the Decycler. The Decycler is plotted with two additional lines (the percent-shifts of Decycler) and together they form a hysteresis band. If the prices are above the upper hysteresis line, then the market is in an uptrend . If the prices are below the low hysteresis line, then the market is in a downtrend . Prices within the hysteresis band are trend-neutral .
Pine Script™指标
由everget提供
3
Ehlers Triple Delay-Line DetrenderThis 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 smoothed detrended signal is smoothed again with the Modified Optimum Elliptic Filter to obtain signal line. As result, the crossings of the two indicator lines catch every major cyclic move and the detrender itself can be used as the first step in more sophisticated analyses.
Pine Script™指标
由everget提供
3