Ehlersfilter

Adaptive Ehlers Filtered Percentile Adaptive Ehlers Filtered Percentile is a trend-regime indicator that combines a volatility-adaptive moving average, a displacement-weighted nonlinear filter, and percentile-based price-deviation bands. The indicator is designed to separate three tasks: adapt the baseline response to changing price variability, further filter that baseline according to historical displacement, and derive regime thresholds from the observed distribution of price-to-trend deviations rather than from a fixed perce

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Smart Gaussian Channel - Band & Breakout Statistics [Dots3Red]🔔 GAUSSIAN CHANNEL AI — BAND & BREAKOUT STATISTICS The Gaussian Channel is one of the most-followed tools, and this indicator goes a step further and keeps score: how often does each band actually hold, how often does a breakout genuinely continue, and how often has the filter's own direction call been right? ✨ WHY THIS MATTERS A smooth channel is only useful if you know how much to trust it. Most Gaussian Channel scripts leave that entirely to feel, but nothing tells you whether the upp

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Sine Wave Cycle Oscillator [HT]Overview: This oscillator identifies the dominant market cycle in real time using John Ehlers' Hilbert Transform and Homodyne Discriminator — a signal-processing technique adapted from radio engineering. Rather than using a fixed bar count to simulate a sine wave, the indicator measures the market's own oscillatory rhythm bar-by-bar, producing a phase-accurate sine wave that stays synchronized with actual price cycles as they expand and contract. How It Works: Adaptive Cycle Detection (Hilbert

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by kingshukghosh71

Market Force Oscillator Elite Pro Market Force Oscillator Elite Pro is a single-pane oscillator that combines acceleration, volume-weighted force, trend alignment, divergence logic, and multi-method cycle diagnostics. How components work together: - Force engine estimates buy/sell pressure from candle position, relative volume weighting, and optional momentum factor. - Oscillator core combines acceleration with force and normalizes using robust scale logic (stdev with MAD fallback when stdev is unstable). - Dynamic levels compu

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Cycle-Synced Channel Breakout 📌 Cycle-Synced Channel Breakout – Detect Breakouts Confirmed by Candles and Momentum Cycles 📖 Overview The Cycle-Synced Channel Breakout indicator is a precision breakout detection tool that combines the power of: • Adaptive Keltner Channels • Dominant Cycle Period Analysis (Ehlers-inspired) • Candlestick Pattern Recognition (Engulfing) This multi-layered approach helps identify true breakout opportunities by filtering out noise and false signals, making it ideal for swing tra

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by TradeTechanalysis

[Pandora] Laguerre Ultimate Explorations Multicator It's time to begin demonstrations differentiating the difference between known and actual feasibility beyond imagination... Welcome to my algorithmic twilight zone . INTRODUCTION: Hot off my press, I present this Laguerre multicator employing PSv6.0, originally formulated by John Ehlers for TASC - July 2025 Traders Tips. Basically I transcended Ehlers' notions of transversal filtration with an overhaul of his Laguerre design with my "what if" Pandora notions included. Striving beyond John Eh

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by ImmortalFreedom

Instantaneous Trendline with Cloud Instantaneous Trendline with Cloud Introduction & History The Instantaneous Trendline was introduced by John Ehlers, a well-known figure in the field of technical analysis, particularly for applying digital signal processing concepts to financial markets. Ehlers aimed to create an indicator that reacts to market price changes more quickly than traditional moving averages, yet remains smooth enough to avoid excessive noise. By incorporating concepts from digital filtering, he devised a form

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Smooth Cloud [BigBeluga]This trend-following indicator, called Smooth Cloud, is built on top of a SuperSmoother Filter of John Ehlers with small modification. It consists of three smoothed lines—Fast, Middle, and Slow—that together form a cloud. These lines are based on different periods, helping traders analyze market changes over different timeframes (fast, mid, and slow). The indicator offers a color-coded visual cloud to depict trend direction, along with a detailed dashboard that shows the positioning of the line

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Leading T3 Hello Fellas, Here, I applied a special technique of John F. Ehlers to make lagging indicators leading. The T3 itself is usually not realling the classic lagging indicator, so it is not really needed, but I still publish this indicator to demonstrate this technique of Ehlers applied on a simple indicator. The indicator does not repaint. In the following picture you can see a comparison of normal T3 (purple) compared to a 2-bar "leading" T3 (gradient): The range of the gradient is: Bott

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Octopus Nest Strategy Hello Fellas, Hereby, I come up with a popular strategy from YouTube called Octopus Nest Strategy. It is a no repaint, lower timeframe scalping strategy utilizing PSAR, EMA and TTM Squeeze. The strategy considers these market factors: PSAR -> Trend EMA -> Trend TTM Squeeze -> Momentum and Volatility by incorporating Bollinger Bands and Keltner Channels Note: As you can see there is a potential improvement by incorporating volume. What's Different Compared To The Original Strategy? I add

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Adaptive Fisherized Z-score Hello Fellas, It's time for a new adaptive fisherized indicator of me, where I apply adaptive length and more on a classic indicator. Today, I chose the Z-score, also called standard score, as indicator of interest. Special Features Advanced Smoothing: JMA, T3, Hann Window and Super Smoother Adaptive Length Algorithms: In-Phase Quadrature, Homodyne Discriminator, Median and Hilbert Transform Inverse Fisher Transform (IFT) Signals: Enter Long, Enter Short, Exit Long and Exit Short Bar Color

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Ehlers Combo Strategy 🚀 Presenting the Enhanced Ehlers Combo Strategy 🚀 Hello Traders! 👋 I'm thrilled to share the latest version of the Ehlers Combo Strategy v2.0. This powerful algorithm combines Ehlers Elegant Oscillator, Decycler, Instantaneous Trendline, Spearman Rank, and introduces the Signal to Noise Ratio for even more precise trading signals. 📊 Strategy Highlights: Ehlers Elegant Oscillator: Captures market momentum and turning points. Ehlers Decycler: Filters out market noise for clearer trend signals

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Ehlers Decycler John F. Ehlers introuced Decycler in his book "Cycle Analytics for Traders", chapter 4. The decycler is designed to remove the influence of shorter cycle fluctuations, resulting in an output that closely resembles a one-pole low-pass filter. A standout feature of the decycler is its notably minimal lag. The most extended cycle elements experience a delay of less than five bars. When considering a frequency of 0.05 cycles per bar (equivalent to a 20-bar cycle period), the lag approximates 1.5

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Ehlers Detrending Filter [CC]The Detrending Filter was created by John Ehlers and this is a complementary indicator to one of my previous scripts: This indicator builds upon his previous work by attempting to detrend the underlying source data that is used to calculate the final result. He was able to create a leading indicator by removing the trend data and by using his previous calculations to turn the source data into a leading indicator. There are two ways to understand this indicator. First if the indicator is be

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by cheatcountry

Ehlers Reflex Indicator [CC]The Reflex Indicator was created by John Ehlers (Stocks and Commodities Feb 2020) and this is a zero lag indicator that works similar to an overbought/oversold indicator but with the current stock cycle data. I find that this indicator works well as a leading indicator as well as a divergence indicator. Generally speaking, this indicator indicates a medium to long term downtrend when the indicator is below the line and a medium to long term uptrend when the indicator is above the line. Ehlers ha

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by cheatcountry

Ehlers Data Sampling Relative Strength Indicator [CC]The Data Sampling Indicator was created by John Ehlers (Stocks and Commodities Mar 2023) and this is a genius method to reduce noise in the market data but also doesn't introduce any lag while doing so. The way this works is because traditionally, people have always relied on the close price as the default input for many indicators such as the RSI or MACD as examples. Since the open is usually virtually identical to the previous close, it has been ignored by most people but Ehlers discovered tha

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by cheatcountry

Adaptive Ehlers Deviation Scaled Moving Average (AEDSMA)AEDSMA INTRODUCTION This indicator is a functional enhancement to “Ehlers Deviation Scaled Moving Average (EDSMA / DSMA)”. I’ve used Volume Breakout and Volatility for dynamic length adaption and further Slope too for trend evaluation. EDSMA was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average). IDEA PLACEMENT I’ve traded almost every kind of market with different volatility conditions using Moving Averages. It was too much of

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by MightyZinger

Ehlers_Super_Smoother The 2 Pole and 3 Pole Super Smoother Filters were developed by John Ehlers and described in "Chapter 13: Super Smother" of his book Cybernetic Analysis for Stocks and Futures . The 2 Pole Smoother is described as being a better approximation of price, whereas the 3 Pole Smoother has superior smoothing. Library "Ehlers_Super_Smoother" Provides the functions to calculate Double and Triple Exponentional Moving Averages (DEMA & TEMA) twoPole(_source, _length) Calculates 2 Pole Ehlers Super S

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Ehlers 3 Pole Super Smoother Filter [CC]The 3 Pole Super Smoother Filter was created by John Ehlers and this is an oldie but a goodie. A great moving average that clearly shows a good trendline and so buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you want me to publish!

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by cheatcountry

[blackcat] L2 The Distance Coefficient Ehlers Filter Level: 2 Background John F. Ehlers introuced the Distance Coefficient Ehlers Filter in his "Rocket Science for Traders" chapter 18 on 2001. Function Dr. Ehlers considered the gray shading levels as distances, he had away of computing filter coefficients in terms of sharpness of the edge. White is the maximum distance in one direction from the median gray, and black is the maximum distance in the other direction. In this sense, distance is a measure of departure from the edge, taking into ac

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by blackcat1402

[blackcat] L2 Ehlers Filter Level: 2 Background John F. Ehlers introuced Ehlers Filter in his "Rocket Science for Traders" chapter 18 on 2001. Function blackcat L2 Ehlers Filter is used to follow trend. The filters Dr. Ehlers have invented are nonlinear FIR filters. It turns out that they provide both extraordinary smoothing in sideways markets and aggressively follow major price movements with minimal lag. The development of Ehlers filters starts with a general class of FIR filters called Order Statistic (OS) fil

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by blackcat1402