Adaptive Trend Cipher Highly experimental! Features: -Implements 5 different Dominant Adaptive Cycle Measures to determine optimal inputs for correlation functions. These cycle calculations include the following: ** * Ehler's Autocorrelation Dominant Cycle * Ehler's Instantaneous Dominant Cycle * Ehler's Band-pass Dominant Cycle * Ehler's Hilbert Period...
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...
Level: 2 Background John F. Ehlers introuced Hilbert Transform in his "Rocket Science for Traders" chapter 6. The Hilbert Transform is a procedure to create complex signals from the simple chart data familiar to all traders. Once we have the complex signals, we can compute indicators and signals that are more accurate and responsive than those computed using...
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...
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...
MTF version of dasanc's "Fisher Stochastic Center of Gravity". Only contains the Hilbert variant from the script. You can find his original script here : link
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).
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).