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...
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...
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...
About the Script
Dominant Cycle Elastic Volume KNN ,
is a non-parametric algorithm, which means that, initially it makes no assumptions about the underlying distribution of the time-series price as well as volume.
This approach gives it flexibility so that it can be used on a wide variety of securities at variety of timeframes.(even on lower timeframes such...
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...
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...
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...
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).
...
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!
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...
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...
![AAPL: Ehlers Detrending Filter [CC]](https://s3.tradingview.com/c/C6Sz7FQy_mid.png "Ehlers Detrending Filter [CC]")
![AAPL: Ehlers Reflex Indicator [CC]](https://s3.tradingview.com/c/CWnzczUl_mid.png "Ehlers Reflex Indicator [CC]")
![SPX: Ehlers Data Sampling Relative Strength Indicator [CC]](https://s3.tradingview.com/r/RI5OLbKM_mid.png "Ehlers Data Sampling Relative Strength Indicator [CC]")
![BANKNIFTY1!: Ehlers 3 Pole Super Smoother Filter [CC]](https://s3.tradingview.com/x/XjpRuIum_mid.png "Ehlers 3 Pole Super Smoother Filter [CC]")
![XAUUSD: [blackcat] L2 The Distance Coefficient Ehlers Filter](https://s3.tradingview.com/i/IftVmr8d_mid.png "[blackcat] L2 The Distance Coefficient Ehlers Filter")
![XAUUSD: [blackcat] L2 Ehlers Filter](https://s3.tradingview.com/n/N8q0fqKE_mid.png "[blackcat] L2 Ehlers Filter")