Having a hard time deciding which wavelength to use for a Hurst analysis? Try a handful at once! SwamiCharts by John Ehlers offers a comprehensive way to visualize an indicator used over a range of lookback periods. The Spectral Analysis SwamiChart shows the bullish or bearish state of a spectrum of bandpasses over a user-defined range of wavelengths. The trader...
"It is a true fact that any given time history of any event (including the price history of a stock) can always be considered as reproducible to any desired degree of accuracy by the process of algebraically summing a particular series of sine waves. This is intuitively evident if you start with a number of sine waves of differing frequencies, amplitudes, and...
Adaptive QQE is a fixed and cycle adaptive version of the popular Qualitative Quantitative Estimation (QQE) used by forex traders. This indicator includes varoius types of RSI caculations and adaptive cycle measurements to find tune your signal. Qualitative Quantitative Estimation (QQE): The Qualitative Quantitative Estimation (QQE) indicator works like a...
Aroon Oscillator of Adaptive RSI uses RSI to calculate AROON in attempt to capture more trend and momentum quicker than Aroon or RSI alone. Aroon Oscillator of Adaptive RSI has three different types of RSI calculations and the choice of either fixed, VHF Adaptive, or Band-pass Adaptive cycle measures to calculate RSI. Arron Oscillator: The Aroon Oscillator was...
TASC's March 2008 edition Traders' Tips includes an article by John Ehlers titled "Measuring Cycle Periods," and describes the use of bandpass filters to estimate the length, in bars, of the currently dominant price cycle. What are Dominant Cycles and Why should we use them? Even the most casual chart reader will be able to spot times when the market is...
TASC's March 2008 edition Traders' Tips includes an article by John Ehlers titled "Measuring Cycle Periods," and describes the use of bandpass filters to estimate the length, in bars, of the currently dominant price cycle. What are Dominant Cycles and Why should we use them? Even the most casual chart reader will be able to spot times when the market is...
This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy The related article is copyrighted material from Stocks & Commodities Mar 2010 WARNING: - For purpose educate only -...
Adaptive Trend Cipher Highly experimental! Features: -Implements 5 different Dominant Adaptive Cycle Measures to determine optimal inputs for correlation functions. These cycle calculations include the following: ** * Ehler's Autocorrelation Dominant Cycle * Ehler's Instantaneous Dominant Cycle * Ehler's Band-pass Dominant Cycle * Ehler's Hilbert Period...
Modified Ehlers Empirical Mode Decomposition indicator for swing trade based on Butterworth 2nd order IIR filter Description This script is inspired by John Ehlers' TECHNICAL PAPERS - Truncating Indicators and Empirical Mode Decomposition. But instead of detecting trend it applies to finding swing regions. Also here is suggested canonical DSP approach for...
The Cycle Amplitude was created by John Ehlers (Trend Modes and Cycle Modes) and this indicator wasn't meant to give buy and sell signals by itself but I'm publishing this open source script in case someone comes up with a cool way to use this indicator for buy and sell signals. This indicator essentially tells you the distance between the peaks from the Cycle...
The Cycle BandPass Filter was created by John Ehlers (Cycle Modes and Trend Modes) and this is an alternate to the default BandPass Filter by changing some settings. This will be another series I will be introducing showing some indicators created by Ehlers and that didn't get much attention. This identifies the underlying cycle in the price data and these...
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: 2 Background John F. Ehlers introduced Adaptive BandPass Filter in his "Cycle Analytics for Traders" chapter 11 on 2013. Function Adaptive band-pass filter was designed. It just makes since to tune that filter to the measured dominant cycle to eliminate all the other frequency components that are of no interest. Here, the adaptive band-pass indicator...
Level: 2 Background John F. Ehlers introuced Zero Crossings Period Measurer in his "Cycle Analytics for Traders" chapter 5 on 2004. Function The band-pass filter can be used as a relatively simple measurement of the dominant cycle. A cycle is complete when the waveform crosses zero two times from the last zero crossing. Therefore, each successive zero...
This is a bandpass filter oscillator that has an additional tuning parameter in addition to the Period used by John Ehlers. It is 'quality' which has meaning in a frequency/magnitude sense (See Q in line 7). The bandpass is slower according to the inverse of Q. The concept was developed by John Lane etal in the text 'DSP Filters' The bandpass filter works...
With the arrival of the blessed gifts of arrays from TV, I now present the REAL "Truncated Bandpass Filter" indicator employing PSv4.0 upon initial release, originally formulated by the magnificent mathemagician Dr. John Ehlers for TASC - July 2020 Traders Tips. Don't be bamboozled by the other incorrect truncated bandpass filters found on TV, those published with...
I have been sitting on this for over a year, but I now present this "Voss Predictive Filter" multicator employing PSv4.0 upon initial release, originally formulated by the great and empowering Dr. John Ehlers for TASC - August 2019 Traders Tips. This is a slightly modified version of the original indicator John Ehlers designed. My improved implementation is an...
The BandPass Filter was created by John Ehlers (Cycle Analytics For Traders pgs 56-57) and this indicator only works well in choppy markets so I figured it would be useful for the scalpers out there. As you will notice it correctly identifies the peaks and valleys in the underlying stock data but it doesn't work as well when the stock is trending. The black line...