The Instantaneous Phase Dominant Cycle was created by John Ehlers (Stocks & Commodities V. 18:3 (16-27)) and this is one of many similar indicators that I will be publishing from Ehlers in the next few months that calculate the current dominant cycle period. The cycle period can be used in multiple ways but generally this means that if the stock is currently at a...
The Stochastic Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 84-89) and this of course is very similar to the Ehlers Fisher Stochastic Relative Vigor Index I just published. In hindsight I probably should have published this one first but just like with the other script this is a stochastic version of a Relative...
The Fisher Stochastic Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 101-104) and this is a many layered indicator created from his original Relative Vigor Index turned into a stochastic and then performing a Fisher transform on the results. I have included extra smoothing to provide clearer buy and sell signals as...
The Correlation Cycle Indicator was created by John Ehlers (Stocks & Commodities V. 38:06 (8–15)) and this is technically part of three indicators in one so I'm splitting each one to a separate script. This particular indicator was designed for trend direction and trend strength and simply buy when it is green and sell when it turns red. Also keep in mind that the...
The Hann Moving Average is an original script but a slightly modified version of the Hann Window Filter created by John Ehlers. I am using the same length but changed the default data source to use the new Weighted Close that tv added after I requested it awhile ago so thank you tv! The big strength of this moving average/filter is that it creates an extremely...
The Hurst Coefficient was created by John Ehlers (Cycle Analytics For Traders pgs 67-68) and this is a very useful indicator to tell you if the stock is in a uptrend or downtrend. Feel free to change the length to experiment and to adjust to your needs. Buy when the indicator line is green and sell when it is red.
Let me know if there are other indicators you...
The Adaptive Bandpass Filter was created by John Ehlers (Cycle Analytics For Traders pgs 153-156) and this uses his autocorrelation code to provide the adaptive lengths to use for the underlying bandpass filter. The bandpass filter is a common way in digital signal processing to filter out the underlying noise in the data. It can actually be turned into a leading...
The Spectrum Derived Filter Bank was created by John Ehlers (Stocks & Commodities V. 26:3 (16-22)) and this is technically two indicators in one. This will let you know the current cycle period which is in blue and the other indicator will let you know if you should buy the stock or not. Buy when it is green and sell when it is red.
Let me know if you would like...
The Deviation Scaled Super Smoother was created by John Ehlers and this is an excellent moving average that changes direction very quickly and can keep up with the current underlying trend. This indicator works by applying a Hann Windowed Moving Average to the stock's momentum and scaling that by the Root Mean Square and then using that value in the input for a ...
The Variable Index Dynamic Average was created by Tushar Chande and this is a variation of that original formula created by John Ehlers. As you can see I have included the default Vidya from a script by @everget and as you can see the Ehlers version is able to follow the price much closer. I have included strong buy and sell signals in addition to normal ones and...
The 3 Pole Butterworth Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 196-197) and this indicator is a moving average that also works well as a trendline. Buy when the indicator line turns green and sell when it turns red.
Let me know if you would like me to publish other indicators or if you want something custom done!
The Directional Movement Hann Window Indicator was created by John Ehlers (Stocks and Commodities Dec 2021 pgs 17-18) and this is his updated version of the classic Directional Movement indicator created by J. Welles Wilder. Ehlers uses the Hann Window Filtering after using an exponential moving average to smooth the classic directional movement indicator. This...
This script uses @cheatcountry script to determine Ehlers Bandpass Filter.
Backtest offers 3 capital management tools. One that will always calculate order size as initial capital/close, one that uses the same calculation but adds or substracts profit. The last one allows you to enter manually the size you want to trade.
The time-based stop will close the...
The Hilbert Oscillator was created by John Ehlers (Rocket Science For Traders pgs 90-91) and just like the sinewave indicator that I published yesterday, this is also a leading indicator. The big difference between this indicator and the sinewave is that this indicator works very well for determining major turning points in the stock before they happen. You will...
The Laguerre Relative Strength Index was created by John Ehlers and this is essentially his version of the RSI but I find that the buy and sell signals work better with his version as you can see. Buy when the line turns green and sell when the line turns red.
Let me know if there are any other indicators you want me to publish!
The Cycle Period was created by John Ehlers and this is yet another version that shows how to calculate the current cycle period which is the approximate amount of days between a current peak or valley and the next peak or valley. I would not recommend this for trading since it is more for informational use only but I would try experimenting with this output to be...
The Hilbert Transform was created by John Ehlers (Stocks & Commodities V. 18:3 (16-27)) and this indicator can work pretty well as a trend confirmation. This essentially transforms the underlying price data into a soundwave and when you compare the two (blue is positive and red is negative) then it provides fairly clear buy and sell signals. Ehlers did warn in...
The Hann Relative Strength Index was created by John Ehlers (Stocks and Commodities Jan 2022 pgs 26-28) and this indicator builds upon his Hann Window Indicator to create an unique rsi indicator that doesn't rely on overbought or oversold levels to determine a reversal point and also provides a very superior smoothing without any of the lag associated with...
![AAPL: Ehlers Instantaneous Phase Dominant Cycle [CC]](https://s3.tradingview.com/a/aITuFHdu_mid.png "Ehlers Instantaneous Phase Dominant Cycle [CC]")
![AAPL: Ehlers Stochastic Relative Vigor Index [CC]](https://s3.tradingview.com/v/vstoWlpk_mid.png "Ehlers Stochastic Relative Vigor Index [CC]")
![AAPL: Ehlers Fisher Stochastic Relative Vigor Index [CC]](https://s3.tradingview.com/v/vGWGjnc4_mid.png "Ehlers Fisher Stochastic Relative Vigor Index [CC]")
![AAPL: Ehlers Hann Moving Average [CC]](https://s3.tradingview.com/f/fM45ewpp_mid.png "Ehlers Hann Moving Average [CC]")
![AAPL: Ehlers Hurst Coefficient [CC]](https://s3.tradingview.com/i/isdHhWfF_mid.png "Ehlers Hurst Coefficient [CC]")
![AAPL: Ehlers Adaptive Bandpass Filter [CC]](https://s3.tradingview.com/z/z7L91tHp_mid.png "Ehlers Adaptive Bandpass Filter [CC]")
![AAPL: Ehlers Spectrum Derived Filter Bank [CC]](https://s3.tradingview.com/z/zLkvtbDt_mid.png "Ehlers Spectrum Derived Filter Bank [CC]")
![AAPL: Ehlers Deviation Scaled Super Smoother [CC]](https://s3.tradingview.com/q/Qhl4sfk4_mid.png "Ehlers Deviation Scaled Super Smoother [CC]")
![AAPL: Ehlers Variable Index Dynamic Average [CC]](https://s3.tradingview.com/r/rUu1lfnZ_mid.png "Ehlers Variable Index Dynamic Average [CC]")
![AAPL: Ehlers 3 Pole Butterworth Filter V2 [CC]](https://s3.tradingview.com/c/cGeKRX1C_mid.png "Ehlers 3 Pole Butterworth Filter V2 [CC]")
![AAPL: Ehlers Directional Movement Hann Window Indicator [CC]](https://s3.tradingview.com/h/HrRtYIqJ_mid.png "Ehlers Directional Movement Hann Window Indicator [CC]")
![AAPL: Ehlers Hilbert Oscillator [CC]](https://s3.tradingview.com/b/BfmZvVJz_mid.png "Ehlers Hilbert Oscillator [CC]")
![AAPL: Ehlers Laguerre Relative Strength Index [CC]](https://s3.tradingview.com/i/iUl3zTql_mid.png "Ehlers Laguerre Relative Strength Index [CC]")
![AAPL: Ehlers Cycle Period [CC]](https://s3.tradingview.com/6/6dUlw58s_mid.png "Ehlers Cycle Period [CC]")
![AAPL: Ehlers Hilbert Transform [CC]](https://s3.tradingview.com/m/mt8sB60e_mid.png "Ehlers Hilbert Transform [CC]")
![AAPL: Ehlers Hann Relative Strength Index [CC]](https://s3.tradingview.com/2/2rdJBQiH_mid.png "Ehlers Hann Relative Strength Index [CC]")