John Ehlers Toolbox

Igor

Hi,

Please re-download the UniversalOscillator because I fixed minor bug.

Regards,
Igor

Originally Posted by Lunarus

Hi, I'm interested in J. Ehlers's new indicators based from the page below, it includes codes for many other platforms except metatrader & ctrader platform
Universal Oscillator - TRADERS’ TIPS - JANUARY 2015
Simple Decycler & Decycler Oscillator - TRADERS’ TIPS - SEPTEMBER 2015


I have attempted to code Universal oscillator in calgo here but Im really bad at programming

Hi Lunarus,

Please check out the SimpleDecycler and DecyclerOscillator indicators according to the second link.

Attachment 16112

Regards,
Igor

Thank you sir igorad

Can you update the decycler into your AllAverage collection next time?
It does sticks close to the generated impulse & doesn't overshoot as much hull

Originally Posted by Lunarus

Thank you sir igorad

Can you update the decycler into your AllAverage collection next time?
It does sticks close to the generated impulse & doesn't overshoot as much hull

Hi Lunarus,

Just interesting to know what software allows to do such researches?

To do something similar I developed the updated CycleGenerator script which allows to build rectangles, triangles and pyramids on the offline chart.
Take a look at the attached screenshot with ALMA(14, red), Decycler(14, yellow), JurikFilter(14, blue) and HMA(14, green)

Attachment 16119



Regards,
Igor

I found this software while searching for learning materials about quant trading programming. I am sure you will benefit more than me from this

The software is called Zorro Trading Automation which can get it at Zorro Trading Automaton - Download
There features are listed at Zorro Trading Automaton - Features
There is a paywall for Zorro to MT4 bridge but we still can use tick data or FXCM demo for forward testing

You can reproducing the image above with the code below

Code:

// compare the impulse responses of some low-lag MAs

function run()
{
  set(PLOTNOW);
  BarPeriod = 60;
  MaxBars = 500;
  LookBack = 150;
  asset("");   // don't load an asset
  ColorUp = ColorDn = 0;  // don't plot a price curve
  PlotWidth = 800;
  PlotHeight1 = 400;

  var *Impulse = series(genSquare(400,400)); // square-wave generator
  int Period = 50;
  plot("Impulse",Impulse[0],0,GREY);
  plot("SMA",SMA(Impulse,Period),0,BLACK);
  plot("EMA",EMA(Impulse,Period),0,0x808000);
  plot("ALMA",ALMA(Impulse,Period),0,0x008000);
  plot("Laguerre",Laguerre(Impulse,2.0/Period),0,0x800000);
  plot("Hull MA",HMA(Impulse,Period),0,0x00FF00);
  plot("Zero-Lag MA",ZMA(Impulse,Period),0,0x00FFFF); 
  plot("Decycle",Decycle(Impulse,Period),0,0xFF00FF);
  plot("LowPass",LowPass(Impulse,Period),0,0xFF0000);
  plot("Smooth",Smooth(Impulse,Period),0,0x0000FF);
}

Article reference @ Trend ? Delusion or Reality? | The Financial Hacker

Originally Posted by igorad

Hi Fmfx,

You can find the updated version in this post.

Regards,
Igor

Thank you very much Igor . Can you pls add alert to AdaptiveBBands_v2 600.mq4 ? Alert should come after price touch upper/lower band. Thank you very much

regards
fm

Originally Posted by Fmfx

Thank you very much Igor . Can you pls add alert to AdaptiveBBands_v2 600.mq4 ? Alert should come after price touch upper/lower band. Thank you very much

regards
fm

Hi Fmfx,

Please check out the updated AdaptiveBBands indicator with the advanced popup/email/push alerts.


Attachment 16311

Regards,
Igor

T3 MAMA is very powerful, Can you share?

Hi,

I can't see the universaloscillator just an horizontal line and the limits

I thank you Xavier