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Ehler

Generalized Fisher Transform [LB] Concept The Generalized Fisher Transform extends John F. Ehlers' classic Fisher Transform (2002) by introducing an adjustable shape parameter that controls the sensitivity profile of the transformation. While the original Fisher Transform maps any normalized input to a near‑Gaussian output to highlight statistical extremes, this generalized version allows traders to emphasize central regions (shape < 1) or extreme tails (shape > 1) depending on their strategy. Mathematical Foundation The indicator first normalizes price to a bounded range using a rolling min‑max window of length N : x = 2 × (P - L_min) / (H_max - L_min) - 1 A signed power is then applied with a shape factor p : x_p = sign(x) × |x|^p The generalized Fisher Transform is computed as : F = 0.5 × ln( (1 + x_p) / (1 - x_p) ) When p = 1 , the formula reduces to the classic Fisher Transform. Values of p < 1 amplify sensitivity near zero (central price region), while p > 1 amplify sensitivity near the edges (extreme price region). The result is smoothed by an EMA for noise reduction. What Problem Does It Solve ? Classic oscillators such as RSI or Stochastic use fixed non‑linear mappings that cannot adapt to different market regimes or trader preferences. The classic Fisher Transform offers a single sensitivity profile. The Generalized Fisher Transform solves this by exposing the shape parameter p , giving traders direct control over where the indicator is most responsive — near the mean or near the extremes — without changing the underlying logic or introducing additional indicators. How To Interpret The indicator operates in two selectable modes : Extremes Mode – the background turns red when Fisher exceeds the upper threshold (statistically overbought), and green when it drops below the lower threshold (statistically oversold). These zones suggest potential mean‑reversion. Direction Mode – the background turns cyan when Fisher is above zero (bullish bias) and orange when below zero (bearish bias). This mode is suited for trend‑following or directional confirmation. In both modes, the Fisher line crossing zero indicates a shift in the price distribution relative to its recent range. Parameters Source – price data used for the calculation (default: close). Normalization Period – number of bars used to compute the rolling min‑max for the normalization. Shape Factor – exponent applied to the normalized price before the Fisher transform. 1 = classic Fisher, < 1 = center‑sensitive, > 1 = tail‑sensitive. Smoothing Period – EMA length applied to the raw Fisher output. Coloration Mode – switches between "Extremes" (overbought/oversold highlighting) and "Direction" (bullish/bearish highlighting). Upper Threshold – Fisher level above which the background turns red in Extremes mode. Lower Threshold – Fisher level below which the background turns green in Extremes mode. Reference Ehlers J.F., "Using the Fisher Transform", Technical Analysis of Stocks & Commodities, Vol. 20, No. 11, pp. 40‑45, November 2002. Ehlers J.F., "Cybernetic Analysis for Stocks and Futures", Chapter 4 – The Fisher Transform, John Wiley & Sons, 2004.
Pine Script® Indikator
von luis_barlier
Trend Sniper v2.5 [Jamallo](2025) Intro Trend Sniper v2.5 is built around a novel-unique core construction — the Butterworth Stop : a ratcheting trailing stop anchored to a 2-Pole Butterworth Super Smoother and dynamically sized by Parkinson Volatility. While each algorithm used is individually well-documented, this specific combination is rare and not found in standard indicator libraries — most Butterworth implementations are simply plotted as trend lines, not used as the structural anchor of a volatility-adaptive stop mechanism. Break down: 2-Pole Butterworth Super Smoother (Core Trend Line) (smoothed price) The backbone of the indicator is a 2-Pole Butterworth Super Smoother, a concept brought into trading by engineer and author John Ehlers, first published in his 2004 book Cybernetic Analysis for Stocks and Futures In this indicator: The Butterworth filter runs on close with a user-defined period (default 20) and produces bw_trend — a clean, lag-minimized version of price. This smoothed value is not plotted directly. Instead, it acts as the anchor point for the trailing stop. The stop is placed at bw_trend ± stop_dist , meaning the stop hugs the filtered trend rather than raw price, making it far less susceptible to wick noise and erratic bars. Without this pre-filtering step, the trailing stop would oscillate erratically on volatile bars. Parkinson Volatility (Sizes the Stop Distance) "Developed by physicist Michael Parkinson in 1980, it estimates volatility using the natural logarithm of the high-to-low ratio each period, capturing intraday range rather than just close-to-close movement." In this indicator: Parkinson Volatility is calculated over a rolling window (default 50 bars) and multiplied by stop_mult (default 1.2) to produce stop_dist . When markets are volatile, stop_dist expands and the stop gives price more room. When markets are quiet, it contracts and the stop tightens. Butterworth Stop State Machine (The Main Line You Watch) This is the primary plotted line, It's a classic ratcheting trailing stop built on top of outputs from steps 1 and 2. In this indicator: The logic is a simple state machine with two modes — uptrend and downtrend. In an uptrend, the stop only moves up (never down), tracking at bw_trend − stop_dist . In a downtrend, it only moves down, tracking at bw_trend + stop_dist . When price closes on the wrong side of the stop, the state flips and the stop resets on the other side of the trend line. Because both the anchor bw_trend and the buffer stop_dist are noise-filtered and volatility-adjusted, the BW Stop flips far less often than a raw price-based trailing stop would, keeping you in trends longer. Chande Momentum Oscillator + Deadband (Colors the BW Stop Line) "The CMO measures momentum by calculating the difference between the sum of gains and the sum of losses over a specified period, dividing by their total to produce a normalized scale from -100 to +100 that accounts for both up and down days simultaneously." In this indicator: CMO is calculated on bw_stop itself (not raw price), over 14 bars by default. A deadband of ±10 is applied — the line only turns bull-colored when CMO exceeds +10, and bear-colored when it drops below −10. It does not change color in between. KAMA Midpoint (The Dynamic Midline and Fill Zone Anchor) "Introduced by Perry Kaufman in 1995, KAMA dynamically adjusts its smoothing based on the relative efficiency of price movement". In this indicator: Rather than applying KAMA to price directly, it's applied to the midpoint between the BW Stop and the Slow SuperTrend. This midpoint is a computed halfway value between the two lines. KAMA then smooths that midpoint adaptively, producing `kama_mid`. The fill colors you see on the chart are drawn between kama_mid and bw_stop — not between price and anything else. Dual SuperTrend (Signals and Fill State Logic) "Created by Olivier Seban, SuperTrend combines ATR-based volatility with trend detection into a single line that repositions dynamically as price confirms or breaks the current trend direction." In this indicator: Two SuperTrend lines run simultaneously. The Slow ST (9× ATR) is the macro trend reference. The Fast ST (6× ATR) is never plotted at full size — it's compressed halfway toward the BW Stop and shown as orange circles fast_shortened Putting It All Together The flow through the indicator is linear: Butterworth smooths price → Parkinson sizes the stop → the state machine builds the stop line → CMO colors it → KAMA anchors the midline fill → the dual SuperTrend fires signals and shades conviction. END Every component feeds the next, meaning the final signals and visuals are the product of five sequential filters rather than any single calculation — which is what gives the indicator its resistance to false signals in noisy market conditions.
Pine Script® Indikator
von Jamallo22
6
Continuation Index [DCAUT]█ Continuation Index 📊 OVERVIEW Continuation Index (CI) is an advanced trend analysis indicator developed by John F. Ehlers. This indicator provides early warning signals for trend onset, continuation, and exhaustion, with values oscillating between -1 and +1 to offer clear trend state identification for traders. Based on the article TASC 2025.09 "Trend Onset And Trend Exhaustion - The Continuation Index" by John F. Ehlers. 💡 CORE VALUE Unlike traditional trend indicators, the Continuation Index provides: - Advanced dual-filter architecture (Ultimate Smoother + Laguerre Filter) - Inverse Fisher Transform for enhanced signal-to-noise ratio - Adaptive gamma parameter allowing market-specific tuning - Binary state output (+1/-1) eliminating interpretation ambiguity 🎯 CONCEPTS Signal Interpretation CI > 0.5 : Strong bullish trend continuation - consider holding/adding long positions CI = +1 : Maximum bullish signal - strong uptrend in progress CI < -0.5 : Strong bearish trend continuation - consider holding/adding short positions CI = -1 : Maximum bearish signal - strong downtrend in progress CI near 0 : Neutral zone - trend uncertain, wait for clear signals Brief pullbacks from extreme states : Potential reentry opportunities in trend direction Primary Applications Trend Onset Detection : Early warning signals for trend initiation Trend Exhaustion Signals : Identify potential trend reversals Position Management : Clear binary states for entry/exit decisions Market Timing : Adaptive filtering reduces false signals 📋 PARAMETER SETUP Source : Data source for calculation (default: close) Length : The calculation length for the filters (default: 40, min: 1) Gamma : Controls the phase response of the Laguerre filter. Smaller values increase responsiveness (default: 0.8, range: 0.0-1.0) Laguerre Order : The order of the Laguerre filter, which directly affects its lag (default: 8, range: 1-10) 📊 COLOR CODING Green : CI > 0.5 - Bullish trend continuation Red : CI < -0.5 - Bearish trend continuation Gray : Neutral zone - Trend unclear
Pine Script® Indikator
von DCAUT
MACD Pseudo Super Smoother [MACDPSS]The MACD Pseudo Super Smoother (MACDPSS) is a variation of the classic Moving Average Convergence Divergence (MACD) indicator. It utilizes the Pseudo Super Smoother (PSS) filter, a Finite Impulse Response (FIR) filter, to smooth both the MACD line and the signal line, providing a potentially refined representation of momentum compared to the traditional MACD which typically uses Exponential Moving Averages (EMAs). The PSS, inspired by the Super Smoother filter (an Infinite Impulse Response (IIR) filter), aims to reduce noise while minimizing lag. The MACDPSS leverages this FIR implementation to create a unique MACD variant. The core concept of MACD, which involves analyzing the relationship between two moving averages of different lengths to identify momentum shifts, remains intact. Filter Types and Customization The MACDPSS offers independent control over the smoothing applied to the MACD line and the signal line through two "Filter Style" inputs: Oscillator MA Type: This setting determines the filter type used to calculate the fast and slow moving averages that form the basis of the MACD line. Signal Line MA Type: This setting controls the filter type used to smooth the MACD line, generating the signal line. Each of these settings allows a choice between two distinct PSS filter types: Type 1: Provides a smoother output with a more gradual response, characterized by greater attenuation of high-frequency components. Type 2: Exhibits increased reactivity, allowing for a faster response to shifts in momentum, but with a potential for overshoot. This dual-filter approach provides flexibility in tailoring the indicator's responsiveness and smoothness to individual preferences and specific market conditions. The user can, for example, choose a smoother Type 1 filter for the MACD line and a more reactive Type 2 filter for the signal line, or vice-versa. Calculations The MACDPSS calculates the MACD line by subtracting the slow moving average from the fast moving average, both derived using the PSS filter with the selected "Oscillator MA Type." The signal line is then calculated by applying the PSS filter with the selected "Signal Line MA Type" to the MACD line. The histogram represents the difference between the MACD line and the signal line. Interpretation The interpretation of the MACDPSS is similar to the standard MACD. Crossovers between the MACD line and the signal line, the position of the MACD line relative to the zero line, and the slope and direction of the histogram are all used to gauge momentum and potential trend changes. Disclaimer The MACDPSS, while inspired by the Super Smoother, utilizes a distinct FIR approximation (the PSS). Therefore, its behavior will not perfectly mirror that of a MACD calculated using IIR filters. The PSS is designed to be a rough approximation. This indicator should be used in conjunction with other technical analysis tools, and users should be aware of the inherent differences between FIR and IIR filter characteristics when interpreting the indicator's signals. Like any moving average based indicator, the MACDPSS is a lagging indicator, although it tries to improve it. The novelty of this indicator comes from applying a unique FIR filter to a classic momentum oscillator in a configurable way.
Pine Script® Indikator
von The_Peaceful_Lizard
Pseudo Super Smoother [PSS]The Pseudo Super Smoother (PSS) is a a Finite Impulse Response (FIR) filter. It provides a smoothed representation of the underlying data. This indicator can be considered a variation of a moving average, offering a unique approach to filtering price or other data series. The PSS is inspired by the Super Smoother filter, known for its ability to reduce noise while maintaining a relatively low delay. However, the Super Smoother is an Infinite Impulse Response (IIR) filter. The PSS attempts to approximate some characteristics of the Super Smoother using an FIR design, which offers inherent stability. The indicator offers two distinct filter types, selectable via the "Filter Style" input: Type 1 and Type 2 . Type 1 provides a smoother output with a more gradual response to changes in the input data. It is characterized by a greater attenuation of high-frequency components. Type 2 exhibits increased reactivity compared to Type 1 , allowing for a faster response to shifts in the underlying data trend, albeit with a potential overshoot. The choice between these two types will depend on the specific application and the preference for responsiveness versus smoothness. The PSS calculates the FIR filter coefficients based on a decaying exponential function, adjusted according to the selected filter type and the user-defined period. The filter then applies these coefficients to a window of past data, effectively creating a weighted average that emphasizes more recent data points to varying degrees. The PSS uses a specific initialization technique that uses the first non-null data point to pre-fill the input window, which helps it start right away. The PSS is an approximation of the Super Smoother filter using an FIR design. While it try's to emulate some of the Super Smoother's smoothing characteristics, users should be aware that the frequency response and overall behavior will differ due to it being a rough approximation. The PSS should be considered an experimental indicator and used in conjunction with other analysis techniques. This is, effectively, just another moving average, but its novelty lies in its attempt to bridge the gap between FIR and IIR filter designs for a specific smoothing goal.
Pine Script® Indikator
von The_Peaceful_Lizard
3
Ultimate Bands [BigBeluga]Ultimate Bands The Ultimate Bands indicator is an advanced technical analysis tool that combines elements of volatility bands, oscillators, and trend analysis. It provides traders with a comprehensive view of market conditions, including trend direction, momentum, and potential reversal points. 🔵 KEY FEATURES ● Ultimate Bands Consists of an upper band, lower band, and a smooth middle line Based on John Ehler's SuperSmoother algorithm for reduced lag Bands are calculated using Root Mean Square Deviation (RMSD) for adaptive volatility measurement Helps identify potential support and resistance levels ● Ultimate Oscillator Derived from the price position relative to the Ultimate Bands Oscillates between overbought and oversold levels Provides insights into potential reversals and trend strength ● Trend Signal Line Based on a Hull Moving Average (HMA) of the Ultimate Oscillator Helps identify the overall trend direction Color-coded for easy trend interpretation ● Heatmap Visualization Displays the current state of the oscillator and trend signal Provides an intuitive visual representation of market conditions Shows overbought/oversold status and trend direction at a glance ● Breakout Signals Optional feature to detect and display breakouts beyond the Ultimate Bands Helps identify potential trend reversals or continuations Visualized with arrows on the chart and color-coded candles 🔵 HOW TO USE ● Trend Identification Use the color and position of the Trend Signal Line to determine the overall market trend Refer to the heatmap for a quick visual confirmation of trend direction ● Entry Signals Look for price touches or breaks of the Ultimate Bands for potential entry points Use oscillator extremes in conjunction with band touches for stronger signals Consider breakout signals (if enabled) for trend-following entries ● Exit Signals Use opposite band touches or breakouts as potential exit points Monitor the oscillator for divergences or extreme readings as exit signals ● Overbought/Oversold Analysis Use the Ultimate Oscillator and heatmap to identify overbought/oversold conditions Look for potential reversals when the oscillator reaches extreme levels ● Confirmation Combine Ultimate Bands, Oscillator, and Trend Signal for stronger trade confirmation Use the heatmap for quick visual confirmation of market conditions 🔵 CUSTOMIZATION The Ultimate Bands indicator offers several customization options: Adjust the main calculation length for bands and oscillator Modify the number of standard deviations for band calculation Change the signal line length for trend analysis Toggle the display of breakout signals and candle coloring By fine-tuning these settings, traders can adapt the Ultimate Bands indicator to various market conditions and personal trading strategies. The Ultimate Bands indicator provides a multi-faceted approach to market analysis, combining volatility-based bands, oscillator analysis, and trend identification in one comprehensive tool. Its adaptive nature and visual cues make it suitable for both novice and experienced traders across various timeframes and markets. The integration of multiple analytical elements offers traders a rich set of data points to inform their trading decisions.
Pine Script® Indikator
von BigBeluga
6
Leading T3Hello 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: Bottom Value: the lowest slope of the last 100 bars -> green Top Value: the highest slope of the last 100 bars -> purple Ehlers Special Technique John Ehlers did develop methods to make lagging indicators leading or predictive. One of these methods is the Predictive Moving Average, which he introduced in his book “Rocket Science for Traders”. The concept is to take a difference of a lagging line from the original function to produce a leading function. The idea is to extend this concept to moving averages. If you take a 7-bar Weighted Moving Average (WMA) of prices, that average lags the prices by 2 bars. If you take a 7-bar WMA of the first average, this second average is delayed another 2 bars. If you take the difference between the two averages and add that difference to the first average, the result should be a smoothed line of the original price function with no lag. T3 To compute the T3 moving average, it involves a triple smoothing process using exponential moving averages. Here's how it works: Calculate the first exponential moving average (EMA1) of the price data over a specific period 'n.' Calculate the second exponential moving average (EMA2) of EMA1 using the same period 'n.' Calculate the third exponential moving average (EMA3) of EMA2 using the same period 'n.' The formula for the T3 moving average is as follows: T3 = 3 * (EMA1) - 3 * (EMA2) + (EMA3) By applying this triple smoothing process, the T3 moving average is intended to offer reduced noise and improved responsiveness to price trends. It achieves this by incorporating multiple time frames of the exponential moving averages, resulting in a more accurate representation of the underlying price action. Thanks for checking this out and give a boost, if you enjoyed the content. Best regards, simwai --- Credits to @loxx
Pine Script® Indikator
von simwai
2
Triple Ehlers Market StateClear trend identification is an important aspect of finding the right side to trade, another is getting the best buying/selling price on a pullback, retracement or reversal. Triple Ehlers Market State can do both. Three is always better Ehlers’ original formulation produces bullish, bearish and trendless signals. The indicator presented here gate stages three correlation cycles of adjustable lengths and degree thresholds, displaying a more refined view of bullish, bearish and trendless markets, in a compact and novel way. Stick with the default settings, or experiment with the cycle period and threshold angle of each cycle, then choose whether ‘Recent trend weighting’ is included in candle colouring. John Ehlers is a highly respected trading maths head who may need no introduction here. His idea for Market State was published in TASC June 2020 Traders Tips. The awesome interpretation of Ehlers’ work on which Triple Ehlers Market State’s correlation cycle calculations are based can be found at: DISCLAIMER: None of this is financial advice.
Pine Script® Indikator
von alphaXiom
13
AIR Vortex ADXThis project started as an effort to improve the user interface of the hybrid indicator ADX of Vortex, which is, as per the name, a blend of ADX and Vortex Indicator. Plotting both indicators on the same polarity and normalising the vortex, a better interpretation of the interaction between the two is possible, and trend becomes apparent. Basically, the Vortex provides the bright punch and ADX the continuation of the trend and momentum. A range mixer has been added to the vortex, comprising both true and interpercentile ranges (see my previous script for a desrciption of interpercentile range). Users can activate and add amounts of each as they see fit. Finally, there is an RSI filter, the idea of which is to filter out ranging (flat) markets, where no distinct direction is yet emerging.
Pine Script® Indikator
von alphaXiom
8
Ehlers Stochastic Center Of Gravity [CC]The Stochastic Center Of Gravity Indicator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 79-80), and this is one of the many cycle scripts that I have created but not published yet because, to be honest, I don't use cycle indicators in my everyday trading. Many of you probably do, so I will start publishing my big backlog of cycle-based indicators. These indicators work best with a trend confirmation or some other confirmation indicator to pair with it. The current cycle is the length of the trend, and since most stocks generally change their underlying trend quite often, especially during the day, it makes sense to adjust the length of this indicator to match the stock you are using it on. As you can see, the indicator gives constant buy and sell signals during a trend which is why I recommend using a confirmation indicator. I have color-coded it to use lighter colors for normal signals and darker colors for strong signals. Buy when the line turns green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
Pine Script® Indikator
von cheatcountry
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 below the midline then it is in a mid to longterm downtrend and if it is above the midline then it is in a mid to longterm uptrend. Also this indicator shows great promise in predicting future trends so because of that aspect, it may give some false signals from time to time. I have color coded everything to account for both strong signals and normal signals. Strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
Pine Script® Indikator
von 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 has created a few complementary indicators that I will release in the next few days but just keep in mind that this indicator focuses on the underlying cycle component while removing as much noise with no lag. I have color coded the lines to show strong signals with the darker colors and normal signals with the lighter colors. Buy when the line turns green and sell when it turns red. Let me know if there are any other scripts you would like to see me publish!
Pine Script® Indikator
von cheatcountry
5
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 that if you do a simple average of open and close for the input on any indicator, you can remove much of the noise without any added lag. I have used the RSI as he did in his example and plotted both to show the difference between the traditional RSI and using Ehlers' process as the new Data Sampling RSI. You can clearly see that this new RSI follows the price fluctuations much closer and is much smoother than the traditional RSI. As usual, I have included different colors to show the strength of the buy or sell signals so darker colors mean it is a very strong signal and lighter colors means it is a normal signal. Buy when the line turns green and sell when it turns red. Feel free to try out this method to replace the input for any indicator and let me know how this works for you! And of course let me know if you would like me to publish any indicator script.
Pine Script® Indikator
von cheatcountry
2
Adaptive Fisherized CMOIntroduction Heyo, here is another no-repaint adaptive fisherized indicator. I added Inverse Fisher Transform, Ehlers dominant cycle analysis and smoothing to the Chande Momentum Oscillator (CMO). Usage The CMO is a momentum oscillator which shows the usual movement of an asset. I recommend to use it from a lower timeframe with a higher timeframe set. Signals (Signal mode will come soon.) Zero Line CMO crosses above zero line => enter long CMO cross below zero line => ente short Overbought/Oversold CMO crosses above bottom band => enter long CMO crosses under top band => enter short MA (Maybe this signals will vary. Then, check update notes.) CMO crosses above MA => enter long CMO crosses below MA => enter short Enjoy and share your experience with it! More to read: CMO Explanationsp
Pine Script® Indikator
von simwai
Adaptive Fisherized KSTIntroduction Heyo guys, here is a new adaptive fisherized indicator of me. I applied Inverse Fisher Transform, Ehlers dominant cycle analysis, smoothing and divergence analysis on the Know Sure Thing (KST) indicator. Moreover, the indicator doesn't repaint. Usage I didn't backtest the indicator, but I recommend the 5–15 min timeframe. It can be also used on other timeframs, but I have no experience with that. The indicator has no special filter system, so you need to find an own combo in order to build a trading system. A trend filter like KAMA or my Adaptive Fisherized Trend Intensity Index could fit well. If you find a good combo, let me know it in the comments pls. Signals Zero Line KST crossover 0 => Enter Long KST crossunder 0 => Enter Short Cross KST crossover KST MA => Enter Long KST crossunder KST MA => Enter Short Cross Filtered KST crossover KST MA and KST above 0 => Enter Long KST crossunder KST MA and KST under 0 => Enter Short KST crossunder 0 => Exit Long KST crossover 0 => Exit Short More to read: KST Explanation Enjoy and let me know your opinion! -- Credits to - @tista - @blackcat1402 - @DasanC - @cheatcountry
Pine Script® Indikator
von simwai
2
Adaptive VWAP Stdev BandsIntroduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.
Pine Script® Indikator
von simwai
6
Adaptive Fisherized ROCIntroduction Hello community, here I applied the Inverse Fisher Transform, Ehlers dominant cycle determination and smoothing methods on a simple Rate of Change (ROC) indicator You have a lot of options to adjust the indicator. Usage The rate of change is most often used to measure the change in a security's price over time. That's why it is a momentum indicator. When it is positive, prices are accelerating upward; when negative, downward. It is useable on every timeframe and could be a potential filter for you your trading system. IMO it could help you to confirm entries or find exits (e.g. you have a long open, roc goes negative, you exit). If you use a trend-following strategy, you could maybe look out for red zones in an in uptrend or green zones in a downtrend to confirm your entry on a pullback. Signals ROC above 0 => confirms bullish trend ROC below 0 => confirms bearish trend ROC hovers near 0 => price is consolidating Enjoy! 🚀
Pine Script® Indikator
von simwai
Adaptive Fisherized Stochastic Center of GravityIntroduction I modified the script "Fisher Stochastic Center of Gravity" of @DasanC for this indicator. I added inverse Fisher transform, cycle period adaptiveness mode (Ehlers) and smoothing to it. Moreover, I added buy and sell and beautified some stuff. Lastly, it is also non-repainting! Usage This indicator can be used like a normal stochastic, but I don't recommend divergence analysis on it. That fisherization stuff seems to make the graphs unuseable for that because it tries. It works well on every timeframe I would say, but lower timeframes are recommended, because of the fast nature of stochastic. Usually it does a good job on entry confirmation for reversals and trend continuation trades. Recommended indicator to combine with this indicator is RSI cyclic smoothed v2 . This is the best RSI version I know. In trending market it is recommended to look more on the inner bands and in flat market it is recommended to look more on the outer bands. When RSI shows oversold and this indicator shows a crossover of the Center of Gravity plot through the bottom line -> Long entry is confirmed When RSI shows overbought and this indicator shows a crossunder of the Center of Gravity plot through the top line -> Short entry is confirmed Settings The adaptive mode is enabled by default to give you straight the whole indicator experience. The default settings are optimized, but should be changed depending on the market. An example: Market has a low volatility and a high momentum -> I want a slower/higher length to catch the slower new highs and lows. Market has higher volatility and a low momentum, -> I want a faster/lower length to catch the faster new highs and lows Signals Crossover Buy -> cog crossover signalLine Sell -> cog crossunder signalLine Overbought/Oversold Crossover Buy -> cog crossover lowerBand Sell -> cog crossunder lowerBand I use this indicator a lot, because I don't know a better stochastic on this community here. @DasanC did an awesome work with his version I used as base for this script. Enjoy this indicator and let the profit roll! 🔥
Pine Script® Indikator
von simwai
10
Fisherized CCIIntroduction This here is a non-repainting indicator where I use inverse Fisher transformation and smoothing on the well-known CCI (Commdity Channel Index) momentum indicator. "The Inverse Fisher Transform" describes the calculation and use of the inverse Fisher transform by Dr . Ehlers in 2004. The transform is applied to any indicator with a known probability distribution function. It enables to transform an indicator signal into the range between +1 and -1. This can help to eliminate the noise of an indicator. The CCI is an momentum indicator which describes the distance of the price to the average price. For smoothing I used the Hann Window and NET (Noise Elimination Technique) methods. Additional Features Divergence Analysis Trend-adaptive Histogram Timeframe selection Usage It is usually used to spot potential trend reverals or mean-reversion (against the trend) trades on lower timeframes. IMO it can be even used to spot trend-following trades. It always depends on which settings you have, which timeframe do you use and which indicators you combine with it. The suggested timeframe for this indicator is 15 min (with the length setting on 50). The histogram with adaptive mode enabled could be used as filter applied on the buy and sell signals. The divergence analysis can help to spot additional entries/exits or confirm the buy and sell signals. Always try to find the best settings! This indicators has a lot of customization options you should take advantage of. Signals The indicator uses the following logic to generate the buy and sell signals: Normal Buy -> When CCI and MA go above the top band (usually +100) and cross Sell -> When CCI and MA go below the the bottom band (usually -100) and cross Fisherized Buy -> When CCI and MA go above the the zero line and cross Sell -> When CCI and MA go below the the zero line and cross Have fun with the indicator! I am open for feedback and questions. :)
Pine Script® Indikator
von simwai
4
Reverse Ehler Instantaneous Trendline - TraderHalaiThis 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 above average hold periods. The main suitability for this would be higher level timeframes, such as Weekly, 5 daily, 3 daily. From my findings Smoothed Heikin Ashi Trend, tends to provide better risk-adjusted returns across most timeframes (Higher return to drawdown ratio) As I have spent a bit of time getting the reverse function mathematics to work, I decided to publish this as open source for the benefit, scrutiny and for further development by the TradingView community anyways. Enjoy!
Pine Script® Indikator
von TraderHalai
5
Adaptive, Zero lag Schaff Trend Cycle [Loxx]TASC's March 2008 edition Traders' Tips includes an article by John ​Ehlers titled "Measuring Cycle Periods," and describes the use of bandpass filters to estimate the length, in bars, of the currently dominant price cycle. What are Dominant Cycles and Why should we use them? Even the most casual chart reader will be able to spot times when the market is cycling and other times when longer-term trends are in play. Cycling markets are ideal for swing trading however attempting to “trade the swing” in a trending market can be a recipe for disaster. Similarly, applying trend trading techniques during a cycling market can equally wreak havoc in your account. Cycle or trend modes can readily be identified in hindsight. But it would be useful to have an objective scientific approach to guide you as to the current market mode. There are a number of tools already available to differentiate between cycle and trend modes. For example, measuring the trend slope over the cycle period to the amplitude of the cyclic swing is one possibility. We begin by thinking of cycle mode in terms of frequency or its inverse, periodicity. Since the markets are fractal ; daily, weekly, and intraday charts are pretty much indistinguishable when time scales are removed. Thus it is useful to think of the cycle period in terms of its bar count. For example, a 20 bar cycle using daily data corresponds to a cycle period of approximately one month. When viewed as a waveform, slow-varying price trends constitute the waveform's low frequency components and day-to-day fluctuations (noise) constitute the high frequency components. The objective in cycle mode is to filter out the unwanted components--both low frequency trends and the high frequency noise--and retain only the range of frequencies over the desired swing period. A filter for doing this is called a bandpass filter and the range of frequencies passed is the filter's bandwidth. Indicator Features -Zero lag or Regular Schaff Trend Cycle calculation - Fixed or Band-pass Dominant Cycle for Schaff Trend Cycle MA period inputs -10 different moving average options for Zero lag calculations -Separate Band-pass Dominant Cycle calculations for both Schaff Trend Cycle and MA calculations - Slow-to-Fast Band-pass Dominant Cycle input to tweak the ratio of Schaff Trend Cycle MA input periods as they relate to each other
Pine Script® Indikator
von loxx
6