STD-Filtered, Gaussian Moving Average (GMA) is a 1-4 pole Ehlers Gaussian Filter with standard deviation filtering. This indicator should perform similar to Ehlers Fisher Transform. The purpose of the standard deviation filter is to filter out noise by and by default it will filter 1 standard deviation. Adjust this number and the filter selections (price, both,...
This hybrid indicator is developed to assist traders in their ability to decipher and monitor market conditions related to trend direction, market strength, and market volatility. Even though comprehensive, the Traders Dynamic Index (TDI) is easy to read and use. This version of TDI has 7 different types of RSI, 38 different types of Moving Averages, 33 source...
Ehlers Two-Pole Predictor is a new indicator by John Ehlers . The translation of this indicator into PineScript™ is a collaborative effort between @cheatcountry and I. The following is an excerpt from "PREDICTION" , by John Ehlers Niels Bohr said “Prediction is very difficult, especially if it’s about the future.”. Actually, prediction is pretty easy in the...
Ehlers Linear Extrapolation Predictor is a new indicator by John Ehlers. The translation of this indicator into PineScript™ is a collaborative effort between @cheatcountry and I. The following is an excerpt from "PREDICTION" , by John Ehlers Niels Bohr said “Prediction is very difficult, especially if it’s about the future.”. Actually, prediction is pretty...
Fisher Oscillator(FO). The Fisher Oscillator is inspired by John Ehlers "Fisher Transform". The oscillator highlights when prices have moved to an extreme, based on recent prices. The FO may help in spotting turning points, in the short-medium trends of an asset, also, it helps in recognizing the asset's trends themselves, giving a picture of mkt conditions...
This script uses a reverse function of the famous Ehler Instantaneous Trendline to calculate the source price required in order to change from Bullish to bearish From my analysis, the reverse price does appear to be rather choppy, though it is 100% accurate. This is because Ehler's Instantaneous Trendline tends to remain trending for longer periods of time with...
STD-Filtered Variety RSI of Double Averages w/ DSL is a standard deviation step filtered RSI indicator that is calculated using double smoothing. The user can choose from 8 different RSI types and 38 different double smoothing types. This indicator uses Discontinued Signal Lines instead of regular signals and levels. This allows the signals to be more precise in...
Cycle-Period Adaptive, Linear Regression Slope Oscillator is an osciallator that solves for the Linear Regression slope and turns it into an oscillator. This is a very simple calculation and uses one of Ehler's first implementations of his cycle period calculations. The output slope value is smoothed after calculation and before being drawn. This is a sort of...
Non-Lag Inverse Fisher Transform of RSX is an Inverse Fisher Transform on the Non-Lagged Smoothing Filter of Jurik RSX. What is the Inverse Fisher Transform? The Inverse Fisher Transform was authored by John Ehlers. The IFT applies some math functions and constants to a moving average of the relative strength index (rsi) of the closing price to calculate its...
This indicator is using the modified "correcting" method. Instead of using standard deviation for calculation, it is using EMA deviation and is applied to Ehlers' Super Smoother. What is EMA-Deviation? By definition, the Standard Deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount...
PA-Adaptive Polynomial Regression Fitted Moving Average is a moving average that is calculated using Polynomial Regression Analysis. The purpose of this indicator is to introduce polynomial fitting that is to be used in future indicators. This indicator also has Phase Accumulation adaptive period inputs. Even though this first indicator is for demonstration...
VHF-Adaptive, Digital Kahler Variety RSI w/ Dynamic Zones is an RSI indicator with adaptive inputs, Digital Kahler filtering, and Dynamic Zones. This indicator uses a Vertical Horizontal Filter for calculating the adaptive period inputs and allows the user to select from 7 different types of RSI. What is VHF Adaptive Cycle? Vertical Horizontal Filter (VHF)...
PA-Adaptive TRIX Log is a Phase Accumulation Adaptive TRIX Log indicator. This adaptation smooths the signal to catch larger trends. What is TRIX? TRIX is a momentum oscillator that displays the percent rate of change of a TEMA . It was developed in the early 1980's by Jack Hutson, an editor for "Technical Analysis of Stocks and Commodities" magazine. With...
One-Sided Gaussian Support & Resistance Rate is a mean reversion oscillator much like Fisher Transform. This indicator is built using a one-sided Gaussian filter. If you pair this with Fisher Transform and line up the settings, you'll notice similar outcomes. You'll notice that as the oscillator levels out at around zero or one that this signifies a zone of...
One-Sided Gaussian Filter w/ Channels is a Gaussian Moving Average that is calculated using a Fibonacci weighting function. Keltner channels have been added to show zones of exhaustion. A better name would be "Half Gaussian bell weighted" or "Half normal distribution weighted" indicator, since the weights for calculation of the average (similar to linear...
STD-Adaptive T3 Channel w/ Ehlers Swiss Army Knife Mod. is an adaptive T3 indicator using standard deviation adaptivity and Ehlers Swiss Army Knife indicator to adjust the alpha value of the T3 calculation. This helps identify trends and reduce noise. In addition. I've included a Keltner Channel to show reversal/exhaustion zones. What is the Swiss Army Knife...
PA-Adaptive, Stepped-MA of Composite RSI is an RSI indicator using a different kind of RSI called Composite RSI. This indicator is Phase Accumulation Cycle Adaptive and uses a stepped moving average. What is Composite RSI? The name of the composite RSI might mislead a bit. Composite RSI is not "compositing" RSIs but is a rather new way of calculating the...
The full name of this indicator is R-Squared Adaptive Fisher Transform w/ Dynamic Zones and Divergences. This is an R-squared adaptive Fisher transform with adjustable dynamic zones, signals, alerts, and divergences. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal...