John Ehlers Toolbox

Adaptive Laguerre Filter

This indicator represents the improved version of Adaptive Laguerre Filter in which is applied the Laguerre Polynomial of any order(default value = 4). Parameters AdaptiveSmooth (default 5) and AdaptiveSmooth (default 4) serve to smooth a variable Gamma factor which is based on how well the filter is tracking a past N bars prices.

Also there is an option to plot the non-adaptive Laguerre filter using Length in bars and AdaptiveMode=0.

Code:

extern int TimeFrame = 0; //Time Frame in min extern int Price = 0; //Applied Price: 0-C,1-O,2-H,3-L,4-Median,5-Typical,6-Weighted extern int Length = 10; //Length extern int Order = 4; //Laguerre Filter Order extern int AdaptiveMode = 1; //Adaptive Mode:0-off,1-on extern int AdaptiveSmooth = 5; //Adaptive Factor Smoothing Period extern int AdaptiveSmoothMode = 4; //Adaptive Factor Smoothing Mode:0-SMA,1-EMA,2-Wilder,3-LWMA,4-Median extern int ColorMode = 1; //Color Mode(0-off,1-on)

Attachment 1245

On the picture you can see 2 filters with Order=2(fast) and Order=4(slow).

Adaptive Laguerre RSI

The Laguerre RSI is one of most interesting J.Ehlers' indicators. I think it's interesting to see how adaptive version works.
Please note the default settings correspond to the original version with gamma = 0.7.

Code:

extern int TimeFrame = 0; //Time Frame in min extern int Price = 0; //Applied Price: 0-C,1-O,2-H,3-L,4-Median,5-Typical,6-Weighted extern int Length = 24; //Length extern int Order = 4; //Laguerre Filter Order extern int AdaptiveMode = 0; //Adaptive Mode:0-off,1-on extern int AdaptiveSmooth = 5; //Adaptive Factor Smoothing Period extern int AdaptiveSmoothMode = 4; //Adaptive Factor Smoothing Mode:0-SMA,1-EMA,2-Wilder,3-LWMA,4-Median extern int ColorMode = 0; //Color Mode(0-off,1-on)

Attachment 1251

Regards,
Igor

Fisher Transform

Perhaps Fisher Transform is the most commonly used indicator from J.Ehlers collection because of using the wrong versions such as Fisher_Yur4ik, SolarWind and many other clones.

So please take a look at most advanced version of the Fisher Tranform where you can use 25 kinds of MAs, 3 Math Models(RSI, Stoch, DMI) and 3 kinds of Overbought/Oversold levels.

Please note that default settings correspond to the original version of this indicator.

Code:

extern int TimeFrame = 0; // TimeFrame in min extern int MathMode = 1; // Math method: 0-RSI;1-Stoch;2-DMI extern int Price = 4; // Price = 0...10 (see List of Prices) extern int Length = 10; // Period of evaluation extern int PreSmooth = 5; // Period of PreSmoothing extern int Smooth = 3; // Period of smoothing extern int Signal = 1; // Period of Signal Line extern int MA_Method = 1; // See list above extern int LevelsMode = 0; // Levels Mode: 0-OverBought/OverSold // 1-StdDev Bands // 2-High/Low Channel extern double OverBought = 95; // OverBought Level (ex.70) extern double OverSold = 5; // OverSold Level (ex.30) extern int LookBackPeriod = 20; // LookBack Period for LevelsMode=1,2 extern double UpperMultiplier = 1; // Upper Band Multiplier for LevelsMode=1 extern double LowerMultiplier = 1; // Lower Band Multiplier for LevelsMode=1

Attachment 1259

Regards,
Igor

Inverse Fisher Transform

It would be logical that the Inverse Fisher Transform is next indicator in our collection. So please check out my MTF version of this indicator with options as follows:

3 Math Methods: 0-RSI, 1-Stochastic, 2-DMI
25 types of Moving Averages
3 kinds of Overbought/Oversold levels

And as usually please note that default settings correspond to the original version of this indicator.

Code:

extern int TimeFrame = 0; // TimeFrame in min extern int MathMode = 0; // Math method: 0-RSI;1-Stoch;2-DMI extern int Price = 0; // Price = 0...6 extern int Length = 5; // Period of evaluation extern int MA_Method = 2; // MA Method: See list above extern int Smooth = 9; // Period of smoothing extern int SmoothMethod = 3; // Smoothing method extern int LevelsMode = 0; // Levels Mode: 0-OverBought/OverSold // 1-StdDev Bands // 2-High/Low Channel extern double OverBought = 70; // OverBought Level (ex.70) extern double OverSold = 30; // OverSold Level (ex.30) extern int LookBackPeriod = 20; // LookBack Period for LevelsMode=1,2 extern double UpperMultiplier = 1; // Upper Band Multiplier for LevelsMode=1 extern double LowerMultiplier = 1; // Lower Band Multiplier for LevelsMode=1

Attachment 1264

Regards,
Igor

FRAMA and Fractal Dimension

Hi,

One more adaptive tool is FRAMA(Fractal Adaptive Moving Average). There are a lot of versions of this indicator and one of them is a part of the MT5 library of pre-installed indicators. So please take a look at our version of the FRAMA. Plus you can find Fractal Dimension indicator which is main part of the FRAMA algorithm.

Code:

extern int TimeFrame = 0; //Time Frame in min extern int Price = 4; //Applied Price: 0-C,1-O,2-H,3-L,4-Median,5-Typical,6-Weighted extern int HiLoMode = 1; //High/Low switch:0-off,1-on extern int Length = 16; //Length(must be an even number) extern int MinPeriod = 1; //EMA Min Period extern int MaxPeriod = 200; //EMA Max Period extern int AdaptiveSmooth = 1; //Adaptive Factor Smoothing Period extern int AdaptiveSmoothMode = 0; //Adaptive Factor Smoothing Mode:0-SMA,1-EMA,2-Wilder,3-LWMA,4-Median extern int ColorMode = 1; //Color Mode(0-off,1-on)

Attachment 1366

Regards,
Igor

Hi,

Please check out the fixed versions of AdaptiveLaguerre and AdaptiveLaguerreRSI. So now you can input any number for the Length parameter.

Attachment 1402

Regards,
Igor

Quote:

Originally Posted by igorad

Hi All,

I suppose the SwamiCharts are latest indicators from J.Ehlers ToolBox. SwamiCharts is an evolutionary step forward, providing a 3D heatmap view of a technical indicator over a wide sequential range of lookback periods.

So please take a look at the SwamiStochastic_v1 with input parameters as follows:

Code:

extern int Price = 0; //Applied to extern int HiLoMode = 0; //HiLoMode extern int StartLength = 12; //Stochastic Start Period extern int EndLength = 48; //Stochastic End Period extern int SampleLength = 12; //Sample Stochastic Period(0-off) extern int PreSmooth = 3; //Pre-smoothing Period extern int Smooth = 9; //Smoothing Period extern color UpTrendColor = Lime; //UpTrend Color extern color DnTrendColor = Red; //DownTrend Color extern color FlatColor = Yellow; //Flat Color (if NONE-2 Color Mix) extern string UniqueName = "Stoch"; // extern int ScaleMode = 1; //0-J.Ehlers,1-0...100 extern int SwamiBars = 100; //-1-off,0-all Bars,>0-any number

Attachment 908

Regards,
Igor

Hi Igor ,

Although the concept is solid and interesting ,it is difficult to trade with swami indicator.So is it possible to give bit value for each clour like similar to this article: Comparative Analysis of 30 Indicators and Oscillators thanks and regards.

Quote:

Originally Posted by Tovim

Hi Igor ,

Although the concept is solid and interesting ,it is difficult to trade with swami indicator.So is it possible to give bit value for each clour like similar to this article: Comparative Analysis of 30 Indicators and Oscillators thanks and regards.

Hi Tovim,

There could be a lot of modifications of the SwamiChart method. The SwamiStoch is just a small part of the whole direction which was created J.Ehlers during last years. More infomation you can receive at the swamicharts.com and stockspotter.com.

Please take a look at the screenshot from the stockspotter.com.

Attachment 1517

As you can see there is 3 important definitions: Early Action, Confirmation and Continuation, that show what is going on the market.

But I understand that you want to have more clear picture from 2 colors: green color - uptrend and red - downtrend. Please check out the updated SwamiStochastic_v1.1 with new parameter VisualMode: 0-standard,1-trend.

Attachment 1521

Regards,
Igor

Adaptive Cyber Cycle

Hi,

Please check out MTF AdaptiveCyberCycle indicator with extended settings. I think it will be interesting to see how good this indicator performs on the syntetic charts. Also you should know the indicator coded by Witold Wozniak has serious bug.

Code:

extern int TimeFrame = 0; //Timeframe in min extern int Price = 4; //Applied to(see list above) extern double Alpha =0.07; //Cycle Smoothing Factor extern int MedianPeriod = 5; //Period of Moving Median extern int DCsmooth = 5; //Period of Dominant Cycle Smoothing extern int AdaptiveMode = 0; //0-off,1-on

Attachment 1561

Attachment 1562

Regards,
Igor

Adaptive RVI

Hi,

Please check out MTF AdaptiveRVI indicator with extended settings.

Code:

//---- input parameters extern int TimeFrame = 0; //Timeframe in min extern int Price = 4; //Applied to(see list above) extern double Alpha =0.07; //Cycle Smoothing Factor extern int MedianPeriod = 5; //Period of Moving Median extern int DCsmooth = 5; //Period of Dominant Cycle Smoothing

Attachment 1593

Attachment 1594

Regards,
Igor