John Ehlers Toolbox

Are there goertzel_browser, bandPassCycleFinder and BandPassCycleSpectrum indicator for MT5 ?

Originally Posted by mqo

Are there goertzel_browser, bandPassCycleFinder and BandPassCycleSpectrum indicator for MT5 ?

I am not sure ... probably - not.
You can check on this post of the public wiki thread here trading forum wiki

Excellent, thanks Igor.

I wish to point out a "small" issue with the accumulation method as Dr Ehlers codes it -

case 1: if(MathAbs(Real[0]) > 0) Phase[0] = 180*MathArctan(MathAbs(Imag[0]/Real[0]))/pi;
if(Real[0] < 0 && Imag[0] > 0) Phase[0] = 180 - Phase[0];
if(Real[0] < 0 && Imag[0] < 0) Phase[0] = 180 + Phase[0];
if(Real[0] > 0 && Imag[0] < 0) Phase[0] = 360 - Phase[0];

Real (y) sometimes goes to -1, for maybe a few bars. Imag (x) becomes 0, due to how it is calculated.

This is on the margin of quadrant 3 and 4 in Excel, so degrees ought to be 270. In MT4 or Easylanguage, this may be third quadrant adjustment calculations.

This is not covered, so default output is incorrectly 90.

{In Excel there is no problem when real (y) is positive 1 and imag (x) is 0 (on margin of 1st and 2nd quadrants). Calculations = 90, as is correct.}

Not knowing the output in MT4, might be worth considering each quadrant when real (y) is either 1 or -1.

Bearing this in mind, this is a suggested fix by including "=".

... if(Real[0] < 0 && Imag[0] <= 0) Phase[0] = 180 + Phase[0]; (which then equals 270, rather than default 90).

Edit - by the way, Excel calculates atan2 by (x,y). Others platforms can be (y,x) - I know this for EasyLanguage and Metastock. Always check.

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Originally Posted by igorad

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

Igor,

Is it possible to add divergence alert on adaptive cyber cycle?

thanks,
jim

Igor is possible a encoding of an oscillator as in Figure 7 of the Optimal Detrending/Stocks & Commodities V. 18:7 (20-29): Optimal Detrending by John F. Ehlers?
Thanks

Elder Impulse System Indicator - indicator for MetaTrader 5

The impulse system allows you to identify areas on the chart where the trend is accelerating or slowing down. It consists of two indicators: the iMA (Moving Average, MA) trend indicator measures the inertia of the market, and the iMACD (Moving Average Convergence / Divergence, MACD) oscillator measures the rate of price change.

Elder Impulse System EA - expert for MetaTrader 5

EA trades on a custom indicator, Elder Impulse System Indicator. Trading signals are checked only at the moment of birth of a new bar.

Originally Posted by igorad

Hi,

Please take a look at the most advanced MTF Hilbert SineWave indicator with ability to plot the Support/Resistance levels.

Code:

extern int     TimeFrame               =     0;       // TimeFrame in min
extern int     Price                   =     4;       // Price = 0...6
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 double  AdvanceAngle            =    90;       // Advance Angle for lag compensation
extern double  LeadSineAngle           =    45;       // Leading Sine Angle
extern int     SupportResistanceMode   =     0;       // 0-off,1-on
extern color   SupportColor            = DeepSkyBlue;
extern color   ResistanceColor         = OrangeRed;
extern int     LineWidth               =     2;
extern int     LineStyle               =     0;
extern string  UniqueName              = "SineWave";

Attachment 2469


Attachment 2470


Regards,
Igor

Igor,

Is it possible to add a "third" line to the indicator which is the difference between sine and lead?

thanks,
jim

Igorad,

Can you code Ehlers's reflex and trendflex indicators for MT4?

Thanks,
jim

ehlers_reflex_trendlfex.pdf

Originally Posted by 94315jim

Igorad,

Can you code Ehlers's reflex and trendflex indicators for MT4?

Thanks,
jim

Hi Jim,

Please check out the AllTrendFlexCross indicator which allows to plot both Reflex(UseTrendFlex=false) and Trendflex(UseTrendFlex=true) lines. Plus you can use the crossover between fast and slow lines as it shown in the Traders' Tips. If you need to see only one curve so just set the FastLength=0 or SlowLength=0.


Attachment 38147


Regards,
Igor