www.stockspotter.com www.stockspotter.com www.stockspotter.com Here we measure the "fractal dimension" in order to differentiate periods of consolidation and trend. The trendline will run relatively flat during ranging price movement and quickly follow trending price action.

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I compiled all of Ehlers' IFM methods into one script - all written as functional blocks so you can simply add them to your own scripts. Bonus! I also dropped in the Super Smoother, which is a much more efficient and low lag averaging method. I used it to clean the data before feeding it into other indicators.

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The last of Ehlers Instantaneous Frequency Measurement methods. This is a more robust version of this script. I wrote it as a function, so you can simply copy and paste it into any script to add an adaptive period setting capability. Cheers, DasanC

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This is my latest bandpass filter - used to determine if a security is in a trend or cycle. Now with an adaptive period setting! I use Ehlers in-phase & quadrature dominant cycle measurement (IQ IFM) method to set the period dynamically. This method favors longer periods which tend to produce smoother, albeit laggier bandpass oscillator plots. From my quick tests,...

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This indicator provides a continuous measurement of a securities' dominant cycle period, based on Ehlers ever-impressive reports and analysis tools. This method uses in-phase and quadrature analysis, making use of the imaginary domain. This method is prone to favor longer periods and can allow noise to greatly affect the end result. >What does that even...

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This indicator provides a continuous measurement of a securities' dominant cycle period, based on Ehlers ever-impressive reports and analysis tools. >What does that even mean? Essentially, you get a real-time (low lag) plot of the cycle period in bars. If the COS IFM reads "16" then you can expect the distance between swing highs and swing lows to be approx. 16...

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This is the translation of discret cosine tranform (DCT) usage by John Ehler for finding dominant cycle period (DC). The price is first filtered to remove aliasing noise(bellow 8 bars) and trend informations(above 50 bars), then the power is computed. The trick here is to use a normalisation against the maximum power in order to get a good frequency...

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Butterworth Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).

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This is the Adaptive Ehlers Filter. I had to unroll the for loops and array because TV is missing crucial data structures and data conversions (Arrays and series to integer conversion for values). I'm in the process of releasing some scripts. This is a very old script I had. This contains volatility ranges and can be used as trading signals. You can also see...

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By John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".

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This an universal oscillator with features such as minimum lag and a single-input parameter that lets it highlight cycle, momentum, and trend components. It is based on reverse impulse response filter technique applied to EMA. Color style borrowed from Awesome Oscillator, between one can notice a better lag response with this indicator.

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// This is a modification of Supersmoothed MACD (created by KIVANC using EHLERS' SUPER SMOOTHER FILTER) and sharpenned with Ehler fisher transform //all lengths and parameters are completely configurable, tune the length according to your instrument //give me what you think

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The Deviation-Scaled Moving Average from July 2018 TASC. "In “The Deviation-Scaled Moving Average” in this issue, author John Ehlers introduces a new adaptive moving average that has the ability to rapidly adapt to volatility in price movement. The author explains that due to its design, it has minimal lag yet is able to provide considerable smoothing."

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Recursive Median Filter indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:03 (8–11): Recursive Median Filters).

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3 Moving Average Lines. All parameters are configurable via user input. Each of these moving average lines already exist as individual indicators in TradingView. This script just bundles them for one stop shopping. It's helpful if you're limited by the number of indicators per chart. And highly educational: quickly compare the different averaging methods! sma:...

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Finite Impulse Response (FIR) Filter indicator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 20:7 (26-31): Zero-Lag Data Smoothers). NOTE: Ehlers' favorite FIR filter had 1, 2, 3, 3, 2, 1, 0 coefficients.

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Relative Vigor Index with Dominant Cycle Detection. As Ehler's mentioned, fixed length look back is inherently flawed when it is possible to extract a length from a dominant price cycle. may be less effective if signal to noise ratio is greater than 2, but that usually would not happen at >5m candles, and honestly shouldn't be looking at RV(igor)I when price is...

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Original idea from Lazybear's script. I changed value degree to radian in TradingView And I added values ( hline : 1 and -1 ) It is important value from John Ehlers's article. If I have mistake you comment me.

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