Page 2 of 29 FirstFirst 1 2 3 4 12 ... LastLast
Results 11 to 20 of 288
Like Tree135Likes

John Ehlers Toolbox

This is a discussion on John Ehlers Toolbox within the Trading tools forums, part of the Trading Forum category; This indicator represents the improved version of Adaptive Laguerre Filter in which is applied the Laguerre Polynomial of any order(default ...

      
   
  1. #11
    igorad
    Guest

    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).

  2. #12
    igorad
    Guest

    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

  3. #13
    igorad
    Guest

    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
    sohocool and mr.green like this.

  4. #14
    igorad
    Guest

    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
    Alex-162, mr.green, Fmfx and 1 others like this.

  5. #15
    igorad
    Guest

    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

  6. #16
    igorad
    Guest
    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
    Alex-162, sachin, mr.green and 1 others like this.

  7. #17
    Junior Member
    Join Date
    May 2013
    Posts
    25
    Quote Originally Posted by igorad View Post
    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.
    Last edited by newdigital; 06-15-2013 at 04:33 PM. Reason: changed link to article from russian to english language (same article)

  8. #18
    igorad
    Guest
    Quote Originally Posted by Tovim View Post
    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

  9. #19
    igorad
    Guest

    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
    Iamfree, Dormi and Mansa like this.

  10. #20
    igorad
    Guest

    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
    Iamfree and Mansa like this.

Page 2 of 29 FirstFirst 1 2 3 4 12 ... LastLast

Tags for this Thread

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •