John Ehlers Toolbox

Swami RSI

Hi,

Please take a look at the SwamiRSI indicator with ability to plot in the trend mode if the parameter VisualMode = 1.

Code:

extern int VisualMode = 0; //0-original,1-trend extern int Price = 0; //Applied Price(0-Close;1-Open;2-High;3-Low;4-Median;5-Typical;6-Weighted) extern int StartLength = 12; //RSI Start Period extern int EndLength = 48; //RSI End Period extern int SampleLength = 48; //Sample RSI Period(0-off) extern int Smooth = 5; //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 = "RSI"; // extern int ScaleMode = 1; //0-J.Ehlers,1-0...100 extern int SwamiBars = 100; //-1-off,0-all Bars,>0-any number

Attachment 1856

Regards,
Igor

1 Attachment(s)

Could same one make

Swami ocn nmc,

u

Swami ocn ndx ....

*ocean theory...

Take a look...

Attachment 1865

Quote:

Originally Posted by bebesel

Could same one make

Swami ocn nmc,

u

Swami ocn ndx ....

*ocean theory...

Take a look...

Attachment 1865

Yes, it is good idea.

Quote:

Originally Posted by bebesel

Could same one make

Swami ocn nmc,

u

Swami ocn ndx ....

*ocean theory...

Hi bebesel,

About ocean indicators - you can read this post from the other forum for example :

Quote:

Hi Chifai, a buddy and I recently spent several weeks with the Ocean indicators looking for an advantage over traditional indicators such as MA, Bollinger Bands, ADX, MACD, Stochastic, etc. These are the basic indicators which the Ocean indicators mimic.
The Ocean indicators use no inputs, so you put them on a chart and they are ready to go; there is no particular look-back period as the indicators are self-adjusting based on the current daily relationship between price and time.
With "normal" indicators you usually need to do a little back-testing to find the sweet-spot inputs for any particular market.
After extensive testing in several markets, using the indicators according to instructions and then getting creative with some of our own variations, we were stumped; the Ocean indicators performed fine, but no better than our normal indicators with our standard inputs.
Actually, the Ergotic as an OB/OS and divergence indicator performs better and more consistently than any of the Ocean indicators.
Now, in fairness to the Ocean originators, the underlying formula is unique and self-adjusting, and the package is very slick. But we could not justify the price vs. performance. We were looking for a one or two day edge over other indicators, but we couldn't find it.
Also I should mention there is a DVD course which is supposed to go into more detailed strategy; perhaps the course contains something we missed? We decided not to put any more money in this direction(cut your losses).
Again, I compliment these guys on original thinking(and good marketing!) but I cant reccomend shelling out the cash for this stuff.
Obviously, this is only my experience and opinon. Someone else may tell you it's great and they're making tons of dough!
Hope this helps and good luck!

Greg

Adaptive Inverse Fisher

Hi,

Please take a look at the Adaptive Inverse Fisher indicator which is based on the AllInverseFisher_v1 indicator and the CyclePeriod_v3.

Code:

//---- indicator parameters 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 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 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 1957

Attachment 1958

Attachment 1959

Regards,
Igor

Adaptive Fisher Transform

Hi,

Please take a look at the MTF Adaptive Fisher Transform indicator which is based on the AllFisherTransform_v1 indicator and the CyclePeriod_v3.

Code:

extern int TimeFrame = 0; // TimeFrame in min extern int MathMode = 1; // Math method: 0-RSI;1-Stoch;2-DMI;3-MACD extern int Price = 4; // Price = 0...10 (see List of Prices) 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 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 1984

Attachment 1985

Attachment 1986

Regards,
Igor

Swam iAroon

Hi,

Please take a look at the SwamiAroon indicator with ability to plot in the trend mode if the parameter VisualMode = 1. More information about this indicator you can find here.

Code:

extern int VisualMode = 0; //0-original,1-trend extern int Price = 0; //Applied Price(0-Close;1-Open;2-High;3-Low;4-Median;5-Typical;6-Weighted) extern int StartLength = 6; //Aroon Start Period extern int EndLength = 60; //Aroon End Period extern int SampleLength = 14; //0-off extern int Smooth = 5; //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 = "Aroon"; // extern int ScaleMode = 1; //0-J.Ehlers,1-0...100 extern int SwamiBars = 100; //-1-off,0-all Bars,>0-any number

Attachment 2119

Regards,
Igor

1 Attachment(s)

This is the information from the link provided by Igorad about how to use this indicator (Swam iAroon)

Swami Aroon

A SwamiChart rendition of the classic Aroon indicator

The Aroon indicator was introduced by Tushar Chande in his book, "New Concepts in Technical Trading Systems". Chande designed the Aroon indicator to distinguish between periods of trending versus trading ranges. Green indicates uptrends and red indicates downtrends. As with all SwamiCharts, the lower portion of the chart shows shorter lookback periods and gives you an early view while the middle portion provides confirmation and the upper portion (longest lookback periods) provides continuation.

Attachment 2121

SwamiCharts Aroon gives you additional insight into the confirmation and continuation of the trend because you're visualizing a composite of lookback range from 12 to 48 bars. An early emergence of an uptrend (downtrend) is identified by a transition from red to green (green to red) at the lower lookback periods (bottom of the chart). If the trend is confirmed and continues, the indicator will "stairstep" to longer lookback periods. An abrupt color change at multiple lookback periods often signals a significant change. This indicator can often be effectively used in conjunction with Swami Market Mode or Swami Swing Wave.

In the example chart for Netflix above, the middle chart shows SwamiAroon and the bottom chart shows the traditional Arron indicator. The traditional Aroon gives you a view at only a single lookback period, in this case 14 bars. SwamiAroon shows a composite range of lookback periods and is typically easier to interpret. At the short lookback periods (bottom of chart) SwamiArron gives you an early indication of a change in trend. Similarly at the longer lookback periods, you are able to have a view of trend continuation.

New indicators from Ehlers roofing filters http://www.stockspotter.com/files/Pr...Indicators.pdf

1 Attachment(s)

Quote:

Originally Posted by Tovim

New indicators from Ehlers roofing filters http://www.stockspotter.com/files/Pr...Indicators.pdf

Thaks Tovim,

I uploaded/attached this pdf file to be here.