The Laguerre Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 216) and this indicator works well with letting you know both the short and long term trend as well as a pretty good moving average. If the indicator line is above the black line then it is a long term uptrend and below the black line is a long term downtrend. Buy when...
The Roofing Filter was created by John Ehlers (Cycle Analytics For Traders pgs 81-82) and this can be interpreted in a few ways. When the indicator crosses over its signal then it is a short term uptrend and when it crosses below its signal then it is a short term downtrend. It is also in a major uptrend or downtrend when it is above 0 and below 0 respectively....
Hot off the presses! The Truncated BandPass Filter was created by John Ehlers (Stocks & Commodities July 2020) and this is a much more reactive version of his original bandpass filter. When the indicator rises above 0 then it is an uptrend and when it falls below 0 then it is in a downtrend. Buy when the indicator line is red and sell when it is green. Let me...
The HighPass-LowPass Roofing Filter was created by John Ehlers (Cycle Analytics For Traders pg78) and this is a variation of a roofing filter that will let you know which direction the stock is trending. If it falls below 0 then the stock is in a downtrend and if it rises above 0 then it is an uptrend. Buy when the indicator line is green and sell when it is...
The 3 Pole Butterworth Filter was created by John Ehlers (Cycle Analytics For Traders pg 32) and this is a nice filter that follows the price very closely. Buy when the indicator is green and sell when it turns red. This was a custom request so let me know if you would like me to publish any other scripts or if you want something custom done!
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 Dominant Cycle Tuned Bypass Filter was created by John Ehlers (Stocks & Commodities V. 26:3 (16-22)) and this is a particularly unique indicator because this does a pretty good job at predicting the future stock movements. If the blue line crosses over the red then a few bars from now the stock price will most likely go up and if the blue line crosses below...
The Swiss Army Knife Indicator was created by John Ehlers (Stocks & Commodities V. 24:1 (28-31, 50-53)) and it is 9 different filters in one big mega indicator! This is my first attempt at allowing you all to select different timeframes, to choose if you allow repainting or not, or by letting you choose which indicator you want to see on the chart. I know this may...
作品: 擺盪濾波器 (Swing Filter) This is a Swing Filter, the function is to remind you that you do not need to trade during the neutral period, only buy or long when the series is higher than the high-level you set, when the series is lower than the low-level you set, you need to short or hedge. Hope your to use it happily. In a larger time frame, the length can be set...
Price smoothed by a Kalman filter to cutout noisy price.
I've created this as a confirmation indicator to help know when market conditions are favorable to enter a trade. It measures volume, volatility, and ATR. It is not intended to tell you when to enter/exit the market, but use it with another indicator such as the mirror macd to filter out many losses and avoid entering the market during low volume or excessive...
When designing filters it can be interesting to have information about their characteristics, which can be obtained from the set of filter coefficients (weights). The following script analyzes the impulse response of a filter in order to return the following information: Lag Smoothness via the Herfindahl index Percentage Overshoot Percentage Of Positive...
In digital signal processing knowing how a system interact with the frequency content of an input signal is extremely important, the mathematical tool that give you this information is called "frequency response". The frequency response regroup two elements, the amplitude response, and the phase response. The amplitude response tells you how the system modify the...
Removing irregular variations in the closing price remain a major task in technical analysis, indicators used to this end mostly include moving averages and other kind of low-pass filters. Understanding what kind of variations we want to remove is important, irregular (noisy) variations have mostly a short term period, fully removing them can be complicated if the...
Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator". Time series forecasting is an area dealing with the prediction of future values of a series by using a...
Time Series Lag Reduction Filter by Cryptorhythms Description A little filter to reduce lag on any time series data. Here we use an EMA to demonstrate how it works, but you could use it in many different ways/appications. This method can cause overshoot if you get too aggressive with the "lagReduce" setting. In this case lower the lagReduce variable. 👍 We...
This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers. Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver. The goal in applying roofing filters to a price signal is to...
This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag. In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm. Most radar warning, electronic...