John Ehlers Toolbox

Originally Posted by mql5

The Decycler Oscillator - indicator for MetaTrader 5

EhlersDecyclerOscillator Arrow - indicator for MetaTrader 5

Improvement of the custom indicator The Decycler Oscillator written by Andrei Novichkov. Two indicator buffers DRAW_ARROW for the 'BUY' and 'SELL' signals have been added to the indicator.

Originally Posted by mql5

EhlersDecyclerOscillator Arrow - indicator for MetaTrader 5

This is the EA based on this indicator:

EhlersDecyclerOscillator Arrow EA - expert for MetaTrader 5

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

Igorad,

Is it possible to add alerts when prices crosses resistance/support?

thanks,
jim

Originally Posted by 94315jim

Igorad,

Is it possible to add alerts when prices crosses resistance/support?

thanks,
jim

Hi Jim,

Please check out the updated HilbertSineWave indicator with alerts when prices crosses Resistance/Support.


Attachment 43007


Regards,
Igor

Hey Igorad,

It is possible to code an "Adaptive" version of Ehlers Correlation Trend Indicator with zero cross alerts?

Thanks,
jim

CTI.pdf

Hey Igorad,

Would it be possible to code in MT4 Ehler's Fisherized Deviation Scaled Oscillator as mentioned in the link?

If possible could you make "adaptive".

thanks,
jim

https://pastebin.com/PiTKi40j

Hey Igor,

Would it be possible to code an mql5 indicator from this TradeStation code below and make it flexible regarding setting a start point by dragging an object on the chart?

Code:

Input: Vol_D(0), //Input Volume ("D" from Levine’s //formula)
TBF_Price(L), //Bar Price to use; suggest "L" for
//TopFinder and "H" for BottomFinder;
//Alternatively, "(H+L+C)/3"
//may be used for an average price

MyVolume(Ticks), //Bar Volume information to use;
//suggest "Ticks", or "1"
//if no volume information
//"Ticks" yields total volume,
//and "Volume" yields only
//up volume on intraday charts

StartingDate(1120101), //Start Date in TradeStation date
//format: YYYMMDD, where YYY
//is years since 1900
//Example date is January 1, 2012

StartingTime(1530), //Start Time in military time with no
//punctuation; example time is 3:30 pm

StartColor(Yellow), //Color of TBF curve will start with
//StartColor and end with EndColor ...
EndColor(Red); //... and changes according to %
//D completion

Vars: running(false), //whether or not TBF calculation has
//started and not ended
pv(0), //cumulative price ∗ volume
vol(0), //cumulative volume
_D(0), //variable that holds input volume, D
pvInt(0), //interpolated pv
j(0), //loop iterator
e(0), //same as Levine’s "e" variable
eT(0), //temporary copy of "e" used for
//iteration
tbf(0), //current calculated price of TBF curve
pct_D(0); //percent completion of TBF curve
//begin at user specified date and time
if (date = StartingDate and time = StartingTime) or running then begin
running = true;
pv = pv + TBF_Price ∗ MyVolume; //add current bar’s price ∗
//volume to cumulative total
vol = vol + (MyVolume); //running total of volume
//begin calculation of TBF price
if Vol_D <> 0 then begin
_D = Vol_D; //store copy of input volume
e = vol ∗ (1 - vol / _D); //calculate "e" per
//Levine’s formula
//if "e" greater than zero, continue to
//calculate TBF price
//otherwise, TBF is completed
if e > 0 then begin
eT = e; //temporary
//copy of "e"
j = -1; //used for iteration
//iterate backwards until the cumulative
//displaced volume is greater than or
//equal to "e"
while eT > 0 begin
j = j + 1;
eT = eT - MyVolume[j];
end;
//If displaced volume is greater than "e"
//(nearly always),
//an interpolated pv amount is calculated
//for "j" bars ago using only that part of
//"j" bar’s volume needed to make cumulative
//displaced volume equal to "e".
//Note that at this point, "eT" is negative
//and contains the partial volume
//of "j" bars ago that should be excluded.
if eT < 0 then pvInt = TBF_Price[j] ∗
(MyVolume[j] + eT) else pvInt = 0;
tbf = (pv - pv[j] + pvInt) / e; //calculate
//TBF curve
//price for
//this bar
pct_D = vol / _D ∗ 100; //calculate
//percent TBF
//completion
plot1(tbf, "TBF");
//Set Plot Color based on gradient between two
//Input colors
SetPlotColor(1, GradientColor(pct_D, 0, 100,
//StartColor, EndColor));
end
else running = false; //TBF curve is completed; do
//not run anymore
end;
end;

Originally Posted by ifinch

Hey Igor,

Would it be possible to code an mql5 indicator from this TradeStation code below and make it flexible regarding setting a start point by dragging an object on the chart?

Hi ifinch,

I think it's something related to the MIDAS trading method by Paul Levine. Also I found the forexfactory thread where it's realized for MT4. Plus there are a lot of the MIDAS indicators(free and paid) at the MQL5 Market.

Regards,
Igor

Originally Posted by igorad

Hi ifinch,

I think it's something related to the MIDAS trading method by Paul Levine. Also I found the forexfactory thread where it's realized for MT4. Plus there are a lot of the MIDAS indicators(free and paid) at the MQL5 Market.

Regards,
Igor

Hi Igor,

Yes, that is the part of the MIDAS, which has several curves, however, this one (Top/Bottom finder) is not really presented (for MT5) in the thread you shared. The same on the mql market, a lot of things related to MIDAS curves, but nothing related to Top/Bottom finder per se.

The HighPass - LowPass Roofing Filter - indicator for MetaTrader 5

The HighPass-LowPass Roofing Filter was created by John Ehlers (Cycle Analytics For Traders pg.78)
This is a variation of a roofing filter that will let you know which direction the stock is trending. If it falls below 0 then the stock is in a downtrend and if it rises above 0 then it is an uptrend. Buy when the indicator line is green and sell when it is red.