John Ehlers Toolbox

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John Ehlers Toolbox

Hi All,

In this thread we'll try to post all tools (indicators & strategies) of famous John Ehlers.

At the begining, please take a look at the advanced MAMA in which I tried to apply our AllAverages algorithms with(or instead of) the EMA. Also I replaced parameters FastLimit and SlowLimit on more understandable MinPeriod and MaxPeriod. Plus you can find that I use phase smoothing which allows to get new quality of the MAMA.

Code:

extern int TimeFrame = 0; //Time Frame in min extern int Price = 4; //Price Mode (0...10) extern int MinPeriod = 3; //Min Period of MAMA extern int MaxPeriod = 39; //Max Period of MAMA extern int MA_Mode = 1; //According to list above extern int PhaseSmooth = 1; //Period of Phase Smoothing extern int PhaseSmoothMode = 1; //According to list above extern int SignalMode = 1; //Switch of Signal mode(0-off,1-on) extern string alerts = "--- Alerts & Emails ---"; extern int AlertMode = 1; //Alert Mode (0-off,1-on) extern int SoundsNumber = 5; //Number of sounds after Signal extern int SoundsPause = 5; //Pause in sec between sounds extern string UpSound = "alert.wav"; extern string DnSound = "alert2.wav"; extern int EmailMode = 0; //0-on,1-off extern int EmailsNumber = 1; //0-on,1-off extern int WarningMode = 0; //Warning Mode (0-off,1-on)

Standard MAMA:

Attachment 891

T3 MAMA:

Attachment 892

Regards,
Igor

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Swami Stochastic

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

CyclePeriod

As you possibly know J.Ehlers spent a lot of time and efforts to make research of market cycles. One of the first studies focused on the use of Hilbert Transform to the calculation of the dominant cycle period.

Code:

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

Also you can find the advanced CycleGenerator_v4 script which I developed especially for testing purposes of the cycle indicators such as FFT, Goertzel Algorithm, BandPass Filter, MESA and so on.

How to use:
Just apply this script to any chart in your terminal and then open the new chart via File->Open Offline(eg. !VarFreq,M2).

Code:

extern string FileName = "!VarFreq"; extern int FileMode = 0; //0-.hst,1-.csv extern int hstTimeFrame = 2; //History TimeFrame (ex.2) extern string Periods = "10;20;30;50;70"; //Array of Periods extern string Amplitudes = "1"; //Array of Amplitudes extern string Phases = "0"; //Array of Phases in degrees(ex.45;60;90) extern string RandomAmplitudes = "0"; //Array of Random Apmlitudes(ex.0.1;0;0.5) extern int SinusoidMode = 1; //0-Sum of Sinusoids, 1-Frequency-Varying Sinusoid extern int BodyMode = 0; //0-off,1-on extern int WicksMode = 0; //Array of Amplitudes extern int RandomWicksHeight = 0; //0-off,1-on extern double WicksHeightPct = 0; //Wicks Height Percentage (ex.0.3) extern double StartPrice = 4; //Start Price extern int digits = 5; //Digits extern int UseStartDate = 0; //0-off,1-on extern datetime StartDate = D'2009.05.01 12:00'; extern int UseEndDate = 0; //0-off,1-on extern datetime EndDate = D'2009.05.01 12:00';

Attachment 1082

As you can see on the attached picture there is a sufficient lag at the cycle calculation.

Regards,
Igor

sir irorad,
thank you very much for this cyclegenerator script. i have huge interest on market cycle, but still cant find proper knowledge/tools(how to use)/system that can help me trade with cycles. can you give me some direction?

Hi debashis,

I think - Igorad will reply but for my understanding - this kind of indicators may be used inside some system (manual trading system which we need to create), or as separated indicators on the way as: one indicator = one trading system.

I do not know about CyclePeriod indicator (i never used it sorry) but AllMAMA_v2.3 is very understandable - use it as 2 MA indicators crossing. Besides, this AllMAMA_v2.3 indicator is very good candidate for future possible EA for example.

As to SwamiStochastic_v1 indicator so I understand that is is for better visualization (same with all Swami) - read here: http://www.swamicharts.com/swami/Default.aspx. Swami is usually used for TradeStation platform so Igorad made it for Metatrader :

Quote:

SwamiCharts retain the core functionality of the technical indicators you're already familiar with while packing much more information into an easy-to-interpret heatmap chart. With SwamiCharts, you now visualize each indicator over a range of lookback periods to reveal a better view of the indicator's truer meaning in context.

Ordinary indicators suffer from the limited view of a single lookback period. You get (often unnecessary) detail at that specific period setting but may be missing the bigger picture provided by multiple lookback periods.

Success with ordinary indicators is highly dependent on parameter settings. Does it make sense to always use the same ones? Will backtesting improve my results? How far back should I test? These questions persist.

SwamiCharts provide a better solution because you can now visualize context over a wide range of lookbacks. Trends and cycles emerge more succintly while continuation patterns and reversals become easier to identify.

Quote:

Originally Posted by igorad

I developed especially for testing purposes of the cycle indicators such as FFT, Goertzel Algorithm, BandPass Filter, MESA and so on.
Regards,
Igor

sir newdigital,
thank you for reply :) on your other site forex-tsd, there is huge discussion about cycle extraction by with FFT, Goertzel,spectrometer etc.. thing are totally out of my head :).. i hope here i can find something easier which i can understand and can use for my trade..
best wishes sir :)

forex-tsd was our (my and Igorad) past life ... so - we are in reincarnation for now here on this NewDigital World forum :)

Yes, I agree - everything should be simple for traders and coders and concerning the cycles too (and more practical for example).

Quote:

Originally Posted by debashis

sir irorad,
thank you very much for this cyclegenerator script. i have huge interest on market cycle, but still cant find proper knowledge/tools(how to use)/system that can help me trade with cycles. can you give me some direction?

Hi debashis,

Thanks for your interest in our tools and I'll try to help you to find something suitable for your trading practice. Also I plan to compare a lot of different methods of cycles calculation using the CycleGenerator script, because not all of them work properly.

Just for example please take a look the attached picture where I compared the well-known Goerzel Browser(GB) with my BandPassFinder which I developed on base of J.Ehlers works. Here you can see the syntetic chart with Periods=20;50;80 and Amplitudes=0.2;0.5;1. As you can see GB does not give us clear picture even for so simple chart, because of noise frequencies.

Attachment 1140

Regards,
Igor

wow wow thats a great work igorad sir!! ....eagerly waiting for your masterpiece :loyal:

sir igorad,
waiting for your indicators that can be usefull to trade with cycles...:smile-new:

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).

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

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

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

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

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

Quote:

Originally Posted by igorad

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.

Quote:

Originally Posted by Tovim

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

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

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

Hello Igor

I have been trying to duplicate your synthetic chart useing cyclegenerator4 and "Here you can see the syntetic chart with Periods=20;50;80 and Amplitudes=0.2;0.5;1." but have been unable to do so , I have created a variable frequency chart ( thank you) but the variable amplitude eludes me , have spent several hours playing with the externs but no joy, so sadly need to admit failure and ask . Can you please provide a full set of externs for the variable ampliture synthetic chart concept

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Hi Imfree,

There are 2 SinusoidMode: 0-Sum of Sinusoids, 1-Frequency-Varying Sinusoid. The mentioned syntetic chart was created with SinusoidMode=0.
Also as example you can use the attached .set file.

Regards,
Igor

thanks Igor,

That would explain it ,

Tt is really interesting what you see ,when you use these tools to check the honesty of of some indicators. an excellent way to develop faith in how some indicators are working and also see when other s cannot correctly follow the market.

I really appreciate the tool set here

I have compared the Dual differentiator the Homodyne discriminator and the Phase accumulation with your cycle period 3 and have found that only the Phase accumulation and the cycle period 3 seem to accurately follow your synthetic charts

one thing that supprised me was Ehlers stochastic centre of gravity , this did seem to be a trustworthy occilator but it did not perform against a fixed amplitude variable frequeny sign wave, it does not adjust to the period changes and clearly needs a variable period input . It is easy to get carried away with this stuff but having a few indicators that adapt to the period in a consistant way is good , If you have a copy of this could you consider giveing it an adaprive period

again thank you
iamfree

Hi imfree,

How about to show us some screenshots that you've received using the script.

Regards,
Igor

how do I attach a screen shot?

2 Attachment(s)

silly me , here you are:
the first is the variable test useing your indicators, of note is the period following of the phase accumutation and cyAttachment 1832 Attachment 1833cle period
and THE second is variable amplitude

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IN This set we compare the Cycle period v3 with the Phase Accumulation , the haemodyne dyscriminator and the Dual differientator and , the latter two cannot identify the lower or higher frequencies despite extensive playing with the variables .

If you look you will see that they cannot identify the 70 period only getting to 51 / there are two lines for the Phase accumulation demonstrating the need for some tuning.

For those that do not understand the point of this work . Think of it this way if you set your indicator to a fixed period then it will only be accurate for the short periods when your indicator matches the market so in the above frequency example if you have a 14 period stochastic it will be late on the 10 period cycles and not cope well with the long periods .

But if your stochastic could read the market frequency then it is not fixed to the 14 period, it will self adjust . - thank you Igor and the others that have been working on this problem for many years

Attachment 1834

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This is an example looking at theEur/Usd with Igors adaptive indicators and useing a period of variable market frequencies

the object is to see if Igors Indicators can respond and match the markets differing cycles

we have the allfisher x 2 and the adaptivecybercycle

as a prompt this image has fairly identified 5 x 50 pip moves in a 3 day period , the gray boxes are Tokyo time
this looks tradable to me ,:>> just need to define the intermediate trends to avoid wiplash and write the plan

You do need to go thru the process of building the synthetc charts to get an understanding of what tuning is needed but once you have that understanding you have control.

Attachment 1835

Ragards
Iamfree

Adaptive Center of Gravity

Hi,

One more adaptive tool is MTF Adaptive Center of Gravity 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 1837

Attachment 1838

Regards,
Igor

3 Attachment(s)

Dear Igor

Would it be possible for you to add vertical lines in attached indicators 'when signal change' (as shown in picture) ?

Thanks in advance
secretcode

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

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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.