John Ehlers Toolbox

John Ehlers Discrete Fourier Transform - indicator for MetaTrader 5

Fourier transform applied to charts of currency pairs with the construction of a spectrogram. By John Ehlers. Description of mathematics by link (eng.): https://www.mesasoftware.com/papers/...ForTraders.pdf

Hi Igorad!

I've a question about the Hilbert Sine Wave indicator.... The Alpha parameter from wich equation would it be obtained? it's the usual 2/( period +1 ) or does it represent a different relation?

i would like to find the optimal Alpha, but first i would like to fully understand it, and how to calculate it

Thanks in advance!

Originally Posted by Ghizzo

Hi Igorad!

I've a question about the Hilbert Sine Wave indicator.... The Alpha parameter from wich equation would it be obtained? it's the usual 2/( period +1 ) or does it represent a different relation?

i would like to find the optimal Alpha, but first i would like to fully understand it, and how to calculate it

Thanks in advance!

I have sent this request to Igor for his consideration (I think - he will reply).

The 2 Pole Butterworth Filter - indicator for MetaTrader 5

The indicator was created by John Ehlers and described in his book "Cybernetic Analysis For Stocks And Futures", page 192. This is one of its many noise-cutting filters.

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Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading - post #425

AllInverseFisher_v2.1 600+ indicator is on this post (premium section link). This is the updated Inverse Fisher Transform indicator with MTF feature, with level mode for Overbought/Oversold Levels and with the ability to plot the IFT for CMO.

NoiseEliminationTechnology - indicator for MetaTrader 5 - based on the "Stocks & Commodities" Dec. 2020 (16-18)

This is not really an indicator, but a method of smoothing, noise reduction. This indicator is applied to another indicator already installed on the chart.

The Cyber Cycle - indicator for MetaTrader 5
by "Cybernetic Analysis For Stocks And Futures", pg.34, John Ehlers

When it is above 0 then the stock is in an uptrend and when it is below 0 then the stock is in a downtrend. Buy when the indicator line is green and sell when it is red.

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

Igorad,

It is possible to add alerts when the cycle and signal line cross?

thanks,
jim

Ehlers Quotient Transform - indicator for MetaTrader 5

This MT5 indicator is based on TASC V32.8 article

more..

The Decycler Oscillator - indicator for MetaTrader 5

When the indicator line is above zero, then the trend is upward. When below zero, it is downward.