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...
Level: 2
Background
John F. Ehlers introuced SwamiCharts Stochastic Indicator in Mar, 2012.
Function
In the late 1950s, George Lane developed stochastics, an indicator that measures the relationship between an issue's closing price and its price range over a predetermined period of time. To this day, stochastics is a favored technical indicator because it is...
Level: 2
Background
John F. Ehlers introuced MESA Stochastic Indicator in Jan, 2014.
Function
The MESA Stochastic oscillator, a stochastic successor that removes the effect of spectral dilation through the use of a roofing filter.
Key Signal
MESAStochastic --> Ehlers MESA Stochastic Indicator fast line
Trigger --> Ehlers MESA Stochastic Indicator slow...
Level: 3
Background
John F. Ehlers introuced Dominant Cycle and Spectrogram Indicator in Mar, 2008.
Function
In "Measuring Cycle Periods" in Mar, 2008, John Ehlers presented a very interesting technique of measuring dominant market cycle periods by means of multiple bandpass filtering. By utilizing an approach similar to audio equalizers, the signal (here, the...
The Fisher Transform Indicator was created by John Ehlers and the beauty of this indicator is that it provides sharp and clear turning points that are also very early. Buy when the indicator line is green and sell when it is red.
This was a special request so let me know if you would like me to publish other scripts or if you want something custom done!
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:...
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...
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...
The Fisher Stochastic Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 101-104) and this is a many layered indicator created from his original Relative Vigor Index turned into a stochastic and then performing a Fisher transform on the results. I have included extra smoothing to provide clearer buy and sell signals as...
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...
Level: 2
Background
John F. Ehlers introuced MESA Adaptive Moving Average-a.k.a "MAMA" in his "Rocket Science for Traders" chapter 17. Forgive the whimsy of the name Dr. Ehlers attached to this unique indicator, but with that name he is sure you will always remember it, like KAMA and VIDYA.
Function
blackcat L2 Ehlers MESA Adaptive Moving Average-a.k.a...
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...
Level: 2
Background
John F. Ehlers introuced Voss Filter Strategy in Aug, 2019.
Function
John Ehlers’ mining of the digital signal processing literature space in his article in this issue, “A Peek Into The Future,” brings us another interesting tool for seeing a bit below the noise surrounding price series to better locate turning points. In “A Peek Into The...
Level: 2
Background
John F. Ehlers introuced Homodyne Discriminator Cycle Period Measurer in his "Rocket Science for Traders" chapter 7. Homodyne means we are multiplying the signal by itself. More precise, we want to multiply the signal of the current bar with the complex conjugate of the signal 1 bar ago. The complex conjugate is, by definition, a complex...
Level: 2
Background
John F. Ehlers introuced Measuring the Dominant Cycle using the Phase Accumulation in his "Cycle Analytics for Traders" chapter 14 on 2013.
Function
With Hilbert transformer, the next algorithm to compute the dominant cycle is the phase accumulation method. The phase accumulation method of computing the dominant cycle is perhaps the easiest...
Price curves consist of much noise and little signal. For separating the latter from the former, John Ehlers proposed in the Stocks&Commodities May 2021 issue an unusual approach: Treat the price curve like a radio wave. Apply AM and FM demodulating technology for separating trade signals from the underlying noise.
reference: financial-hacker.com
This is the RSI indicator that I use. It combines two concepts of John Ehler. It integrates the idea of Highpass filtering the Price data, along with the the idea of automatically determining the Dominant price cycle through a Homodyne Discriminator, and using half of a cycle length as the input for the RSI. Not only determines the most effective range for the RSI...
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...
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![AAPL: Ehlers Hann Moving Average [CC]](https://s3.tradingview.com/f/fM45ewpp_mid.png "Ehlers Hann Moving Average [CC]")
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![AAPL: Ehlers Leading Indicator [CC]](https://s3.tradingview.com/6/6Dl0db4S_mid.png "Ehlers Leading Indicator [CC]")