This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 18: Ehlers Filters).
Ehlers Smoothed Adaptive Momentum script. This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
Ehlers Instantaneous Trendline script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 10: The Instantaneous Trendline).
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).
Gaussian Filter script. This indicator was described by John F. Ehlers in his book "Rocket Science for Traders" (2001, Chapter 15: Infinite Impulse Response Filters).
This is a predictive indicator that looks for explosions in momentum of the cycles in price and large shifts in Momentum (Fisher turns the Bimodal PDF into Guassian like) as statistically unlikely events, showing points to exit or reverse positions. You can adjust the lowpass frequency cuttoff (Aka what cycles you want to remove from the calculations through the...
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...
Stochastic CG Oscillator (Center of Gravity) script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 8: `Stochasticization and Fisherization of Indicators`).
Ehlers Reverse Exponential Moving Average script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 35:10: The Reverse EMA Indicator).
Ehlers Super Passband Filter script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 34:8: The Super Passband Filter).
Ehlers MESA Adaptive Moving Averages (MAMA & FAMA) script. These indicators was originally developed by John F. Ehlers (Stocks & Commodities V. 19:10: MESA Adaptive Moving Averages).
Ehlers Fisherized Deviation-Scaled Oscillator script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:11: Probability - Probably A Good Thing To Know).
Ehlers Stochastic script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
Ehlers Roofing Filter script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
Ehlers Super Smoother Filter script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 13: `Super Smoothers`).
Ehlers Leading Indicator script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 16: `Leading Indicators`).
By John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".
By John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".