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Ehlers

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
Profitable MAMA & FAMA CrossoverIntroduction The MESA Adaptive Moving Average (MAMA) was originally presented by John F. Ehlers. By design, it is a special kind of Exponential Moving Average with self-adjusting alpha. Its adaptation is based on the rate change of phase as measured by the Homodyne Discriminator and the alpha parameter is allowed to range between a maximum and minimum value (Fast Limit and Slow Limit). Key Point: Ehlers suggested the maximum value to be 0.5 and the minimum to be 0.05 . The variable alpha is computed as the Fast Limit divided by the phase rate of change. If the phase rate of change is large, the variable alpha is bounded at the SlowLimit. Then, this alpha is used to compute MAMA and FAMA (Following Adaptive Moving Average). Should we rely on Ehlers' suggestions if we want to achieve the best result with MAMA & FAMA crossover system? Well, he is a good specialist and widely recognized author, I respect him, but the answer is no and you can see results on the chart. What is our goal? We want to find the best configuration for MAMA & FAMA Crossover. To achieve that we need to analyze the MAMA's alpha parameter or, more specific, the bounds for this parameter, Fast and Slow Limits. What is this tool? This tool is a performance optimizer that uses decision tree-based algorithm under the hood to find the most profitable settings for the MAMA & FAMA Crossover. It analyzes a bunch of different Fast Limits (between 0.01 to 0.8 with step of 0.1 ) and Slow Limits (between 0.01 to 0.6 with step of 0.1 ) and backtests each combination across the entire history of an instrument. If the more profitable parameters were found, the indicator will switch its values to the found ones immediately. So, instead of manually selecting and testing parameters just apply this indicator to your chart and relax - the algorithm will find the best parameters for you Alerts It has a special alert that notifies when the more profitable settings were detected. NOTE: It does not change what has already been plotted. NOTE 2: This is not a strategy, but an algorithmic optimizer. Reference: www.mesasoftware.com MAMA & FAMA Crossover can be found here:
Pine Script™指标
由everget提供
59
MTF Even Better Sine Wave - Dr. John EhlersThis is my enhanced "MTF Even Better Sine Wave" indicator using Pine Script version 4.0. This originates from the book "Cycle Analytics for Traders" written by Dr. John Ehlers in Chapter 12. While the original was simplistically designed, I enhanced it by adding a multitude of features Pine Script now accommodates. Most noticeably is the multiple time frame (MTF) features in the indicator "Settings". The three displayed indicators are using 5 second, 30 second, and 7 minute time frames. This may be the first PSv4.0 script to accommodate seconds in MTF adequately, but don't quote me on that. I haven't spent hours extensively looking for them. Be forewarned, second-based time frames are currently for Premium subscribers only, until such time in the future when the prerogative of TV might change. I will be adding second-based time frames to my other indicators where I feel it is beneficial to the indicator. Unlike Dr. John Ehlers' other Sinewave indicator that is intended for identifying turning points in cycling price fluctuations, the "Even Better Sine Wave", having stochastic like qualities, is intended for trending assets. Features List Includes: I.P.O.C.S.(Initial Public Offering Clean Start) Technology Enable/disable dark background for enhanced visibility "Source" selection with multiple time frame adjustments - including seconds "Duration" adjustment "Super Smoother BandEdge" adjustment "Display Area" selection for visual mutations displayed above Ranges and thresholds are enable/disable capable Upper threshold adjustment Lower threshold adjustment Adjustable centered medial zone Normalized zero mean to +/-1 This is not a freely available indicator, FYI. To witness my Pine poetry in action, properly negotiated requests for unlimited access, per indicator, may ONLY be obtained by direct contact with me using TV's "Private Chats" or by "Message" hidden in my member name above. The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and concepts presented below in the comments section, when time provides it. When my indicators achieve more prevalent use by TV members, I will implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Pine Script™指标
由ImmortalFreedom提供
4
Adaptive BB Triple Layer Adaptive BB SD Band based pullback and pivoting signals ♘♝ Macro Trend sentiment - Outer deviations coloring Micro trend - Mean Value and normal +/- st.dev colors Candle Colors - Median Trend Col Coded Primitive(Basic) Squeeze detection Sensitive micro break out/down signals derived from basic Mean line crossing (Added some Whipsaw Protection) Basic Squeeze Extreme deviations can be turned off for "compact" view Basic break out/down signals Indicator needs TESTING Signal sensitivity and trend recognition need testing/tuning before even considering to use this BB for trading purposes
Pine Script™指标
由InSilico提供
7
Moving Average CrossoverIt was planned as an addition to Moving Average Smoothness Benchmark and Profitable Moving Average Crossover , but can be used standalone. Supports 62 types of well-known moving averages and allows full-featured customization. Supported types of averages and filters: AEMA , Adaptive Exponential MA (by Vitali Apirine) AHMA , Ahrens MA (by Richard D. Ahrens) ALMA , Arnaud Legoux MA (by Arnaud Legoux and Dimitris Kouzis-Loukas) ALF , Adaptive Laguerre Filter (by John F. Ehlers) AMA , Adaptive MA (by Vitali Apirine) ARSI , Adaptive RSI BAMA , Bryant Adaptive MA (by Michael R. Bryant) BF2 , Butterworth Filter with 2 poles BF3 , Butterworth Filter with 3 poles DEMA , Double Exponential MA (by Patrick G. Mulloy) DWMA , Double Weighted (Linear) MA EDCF , Ehlers Distance Coefficient Filter (by John F. Ehlers) EDSMA , Ehlers Deviation-Scaled MA (by John F. Ehlers) EHMA , Exponential Hull MA EMA , Exponential MA EVWMA , Elastic Volume Weighted MA (by Christian P. Fries) FRAMA , Fractal Adaptive MA (by John F. Ehlers) GF1 , Gaussian Filter with 1 pole GF2 , Gaussian Filter with 2 poles GF3 , Gaussian Filter with 3 poles GF4 , Gaussian Filter with 4 poles HFSMA , Hampel Filter on Simple Moving Average HFEMA , Hampel Filter on Exponential Moving Average HMA , Hull MA (by Alan Hull) HWMA , Henderson Weighted MA (by Robert Henderson) IDWMA , Inverse Distance Weighted MA IIRF , Infinite Impulse Response Filter (by John F. Ehlers) JAMA , Jurik Adaptive MA (by Mark Jurik) JMA , Jurik MA (by Mark Jurik, ) KAMA , Kaufman Adaptive MA (by Perry J. Kaufman) LF , Laguerre Filter (by John F. Ehlers) LMA , Leo MA (by ProRealCode' user Leo) LSMA , Least Squares MA (Moving Linear Regression) MAMA (by John F. Ehlers) FAMA , Following Adaptive MA (by John F. Ehlers) MD , McGinley Dynamic (by John R. McGinley) MHLMA , Middle-High-Low MA (by Vitali Apirine) MNMA , McNicholl MA (by Dennis McNicholl) NSMA , Moving Average 3.0 on SMA (by Manfred G. Dürschner) NEMA , Moving Average 3.0 on EMA (by Manfred G. Dürschner) NWMA , Moving Average 3.0 on WMA (by Manfred G. Dürschner) NVWMA , Moving Average 3.0 on VWMA (by Manfred G. Dürschner) PEMA , Pentuple Exponential MA (by Bruno Pio) PWMA , Parabolic Weighted MA QMA , Quick MA (by John McCormick) QEMA , Quadruple Exponential MA (by Bruno Pio) REMA , Regularized Exponential MA (by Chris Satchwell) RMA , Running MA (by J. Welles Wilder) RMF , Recursive Median Filter (by John F. Ehlers ) RMTA , Recursive Moving Trend Average (by Dennis Meyers) SHMMA , Sharp Modified MA (by Joe Sharp) SMA , Simple MA SSF2 , Super Smoother Filter with 2 poles (by John F. Ehlers) SSF3 , Super Smoother Filter with 3 poles (by John F. Ehlers) SWMA , Sine Weighted MA TEMA , Triple Exponential MA (by Patrick G. Mulloy) TMA , Triangular MA (generalized by John F. Ehlers) T3 , (by Tim Tillson) VIDYA , Variable Index Dynamic Average (by Tushar S. Chande) VWMA , Volume Weighted MA (by Buff P. Dormeier) WMA , Weighted (Linear) MA ZLEMA , Zero Lag Exponential MA (by John F. Ehlers and Ric Way)
Pine Script™指标
由everget提供
182
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
Trend Validation | www.cryptoalphaindicators.comThis indicator is designed to run in the background and provide a bird's eye view of what the prevailing trend is currently (positive/negative). The navy blue background color indicates a positive trend underway and conversely the red background color indicates a negative trend has been detected. Formulated with Ehler's Force Index and the Exponential Moving average. The areas absent of color indicate that no satisfiable correlation was found between price (ema) and the price-to-volume indicator Ehler's Force Index (EFI). The Trend Validation indicator is available for purchase at www.cryptoalphaindicators.com
Pine Script™指标
由CryptoAlpha_indicators提供