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 Detrended Ehlers Leading Indicator was created by Bill Mars based off of Ehlers work and this is his attempt to create a leading indicator based on the previous Detrended Synthetic Price . I will be honest that this is a bit of a strange script because it is an indicator based off of the detrended synthetic price which is based off of Ehlers work so I haven't...
The Detrended Synthetic Price was created by Bill Mars and this indicator is another undiscovered gem that I have found very useful. He obviously took inspiration from John Ehlers in the creation of this indicator and I would describe this indicator as a combination of a MACD and Ehlers work. This indicator is extremely smooth and gives very clear buy and sell...
How to detect the current "market beat" or market cycle? A common way to capture the current dominant cycle length is to detrend the price and look for common rhythms in the detrended series. A common approach is to use a Detrended Price Oscillator (DPO). This is done in order to identify and isolate short-term cycles. A basic DPO description can be found...
This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow...
Detrended Bollinger Bands Oscillator with entropy
Experimenting with de-trending the various Put/Call Ratios. Use with tickers PCCE, PCC, PCE, PCOEX, etc. Type "PUT" in the ticker field to see the many options. Use daily charts. Then you can hide the put call ratio and overlay SPX to see the signals. The default MAs are a common way to detrend. Basically takes the 10 day moving average and 127 day moving...
Beta Peek/Valey based forecast The idea behind this indicator is to extrapolate a stationary time series and find the peeks of the extrapolated result. The highest and lowest of the extrapolated data represent really precise support and resistance if the data and its extrapolation are barelly equal with an error lower than the average. When the...
This indicator was designed to remove trend from price and make it easier to identify cycles. Although this indicator has similarities to MACD. It is better used to identify the cycle of High and Lows based on the Statistical Data (Default is set to 25). **** DO NOT USE THIS AS A MOMENTUM INDICATOR ****