Non-Lag Inverse Fisher Transform of RSX is an Inverse Fisher Transform on the Non-Lagged Smoothing Filter of Jurik RSX. What is the Inverse Fisher Transform? The Inverse Fisher Transform was authored by John Ehlers. The IFT applies some math functions and constants to a moving average of the relative strength index (rsi) of the closing price to calculate its...

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Laguerre RSI is based on John EHLERS' Laguerre Filter to avoid the noise of RSI. Change alpha coefficient to increase/decrease lag and smoothness. Buy when Laguerre RSI crosses upwards above 20. Sell when Laguerre RSI crosses down below 80. While indicator runs flat above 80 level, it means that an uptrend is strong. While indicator runs flat below 20 level, it...

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PA-Adaptive Polynomial Regression Fitted Moving Average is a moving average that is calculated using Polynomial Regression Analysis. The purpose of this indicator is to introduce polynomial fitting that is to be used in future indicators. This indicator also has Phase Accumulation adaptive period inputs. Even though this first indicator is for demonstration...

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This study is an experiment utilizing the Ehlers Gaussian Filter technique combined with lag reduction techniques and true range to analyze trend activity. Gaussian filters, as Ehlers explains it, are simply exponential moving averages applied multiple times. First, beta and alpha are calculated based on the sampling period and number of poles specified. The...

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█ OVERVIEW TASC's July 2022 edition of Traders' Tips includes an article by John Ehlers titled "Pairs Rotation With Ehlers Loops". This is the code that implements the Ehlers Loops applied to pairs rotation trading. █ CONCEPTS John Ehlers developed Ehlers loops as a tool to visualize the performance of one data stream versus another. Initially, he used...

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Another one from Ehlers. Ehlers likes the idea behind StochRSI so much, he dedicated a full chapter in his book (linked below) on how stoch works with his "superlative" (his words, not mine) indicators. This is stoch of his CG oscillator. Standard stochastic oscillator uses fixed period for calculations and does not adjust to the constantly changing market...

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One-Sided Gaussian Filter w/ Channels is a Gaussian Moving Average that is calculated using a Fibonacci weighting function. Keltner channels have been added to show zones of exhaustion. A better name would be "Half Gaussian bell weighted" or "Half normal distribution weighted" indicator, since the weights for calculation of the average (similar to linear...

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One more to add to the Ehlers collection. Ehlers Instantaneous Trendline, by John Ehlers, identifies the market trend by doing removing cycle component. I think, this simplicity is what makes it attractive :) To understand Ehlers's thought process behind this, refer to the PDF linked below. There are atleast 6 variations of this ITrend. This version is from...

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THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER DESIGNED FOR CRYPTO TRADE (another version available for stocks also: Super Smoothed MACD for STOCKS by KIVANÇ fr3762) Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used. The default values of BAND EDGE's (periods) of these Super Smoothed Prices...

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A combined 3in1 version of pre shared INVERSE FISHER TRANSFORM indicators on RSI , on STOCHASTIC and on CCIv2 to provide space for 2 more indicators for users... About John EHLERS: From California, USA, John is a veteran trader. With 35 years trading experience he has seen it all. John has an engineering background that led to his technical approach to...

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Zero Lag Exponential Moving Average indicator script based on the original version by John Ehlers and Ric Way

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STD Stepped Ehlers Optimal Tracking Filter MTF w/ Alerts is the traditional Ehlers Optimal Tracking Filter but with stepped price levels, access to multiple time frames, and alerts. What is Ehlers Optimal Tracking Filter? From "OPTIMAL TRACKING FILTERS" by John Ehlers: "Dr. R.E. Kalman introduced his concept of optimum estimation in 1960. Since that time,...

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VHF-Adaptive, Digital Kahler Variety RSI w/ Dynamic Zones is an RSI indicator with adaptive inputs, Digital Kahler filtering, and Dynamic Zones. This indicator uses a Vertical Horizontal Filter for calculating the adaptive period inputs and allows the user to select from 7 different types of RSI. What is VHF Adaptive Cycle? Vertical Horizontal Filter (VHF)...

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Adaptive Parabolic SAR (PSAR) is an advanced Parabolic SAR with adaptive adjustments using either a Kaufman or an Ehlers smoothing algorithms. What is the Parabolic SAR? The parabolic SAR attempts to give traders an edge by highlighting the direction an asset is moving, as well as providing entry and exit points. In this article, we'll look at the basics of...

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Another one to add to Ehlers collection. The MESA Adaptive Moving Average (MAMA) adapts to price movement based on the rate of change of phase as measured by the Hilbert Transform Discriminator. This method features a fast attack average and a slow decay average so that composite average rapidly ratchets behind price changes and holds the average value until the...

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This script is a simplified version of John Ehlers's adaption of Dr. Kalman's optimum estimator as applied to price action (More can be found on this here: www.dimensionetrading.com). Here I have adapted two of these optimum estimators to work together to provide crossover signals. The user can choose the input of this filter in the 'input source'. The 'Ratio of...

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Laguerre RSI (Self Adjusting Alpha with Fractals Energy) indicator script. I adopted idea from www.prorealcode.com and If you disable `Apply Fractals Energy` option, you will get the original Laguerre RSI.

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Rocket RSI indicator script. This indicator was originally developed by John Ehlers (Stocks & Commodities V.36:6, RocketRSI - A Solid Propellant For Your Rocket Science Trading).

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