All John Ehlers Indicators... - page 96

[Sergey Golubev]

Sergey Lebedev #:

Dear Sergey! Could you be please be so kind to code VOSS Indicator for MT5 platform.

Recent application of it by owners of ATAS company seemed to prove that it has predictive value with good winrate (https://atas.net/ru/vozmojnosti-atas/indikatory/voss-predictive-filter-indicator).

Similar request with Voss code was placed here several pages above, so I kindly ask you again!

It was already coded -

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Voss Predictive Filter - indicator for MetaTrader 5

Voss Predictive Filter indicator - not re-painted version.

[Sergey Golubev]

Sergey Golubev #:

It was already coded -

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Voss Predictive Filter - indicator for MetaTrader 5

Voss Predictive Filter indicator - not re-painted version.

And it is EA based on this indicator (we can check the entry/exit rules for this system to get the idea about possible improvements for example):

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Voss EA Simple - expert for MetaTrader 5

The Expert Advisor checks the signals of the custom indicator Voss Predictive Filter

[Sergey Golubev]

MyRsi - indicator for MetaTrader 5

John Ehlers introduced a variation of rsi calculation (as a part of another indicator) that he decided to call MyRSi. Since it produces results different then the built in rsi, it seemed as logical step that we should have that indicator too. Kept the name, but again : that name is used by John Ehlers (not me)

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MyRsi with NET - indicator for MetaTrader 5

In December 2020 issue of TASC, John Ehlers published an indicator called MyRsi with NET (MyRsi with Noise Elimination Technology) in which he uses a sort of Kendall (auto)correlation to filter out signals

[Sergey Golubev]

DMH - indicator for MetaTrader 5

In the December 2021 issue of TASC article “The DMH: An Improved Directional Movement Indicator”, John Ehlers explores a method of modernizing directional movement with Hann windowing. Directional movement has been a mainstay in technical analysis and has been an examined concept by traders for decades. When the original directional movement indicator was created by J. Welles Wilder, technology did not easily allow for complex calculations. Ehlers proposes it is time for an upgrade. While the DMH indicator defaults to using Wilder’s 14 bars, Ehlers suggests the length should be at the discretion of the trader or can be determined by optimization if the DMH is used in a strategy.

[Sergey Golubev]

Forex Vits #:
MyRSI with NET (Noise Elimination Technology)
 
─ a dynamic variation only for MT4
 

ex4/ex5 files are not allowed on this forum.
Place source codes of this indicator please.

[Sergey Golubev]

Rsi with Hann windowing - indicator for MetaTrader 5 

In his article in January 2022 issue of TASC, “(Yet Another) Improved RSI,” John Ehlers explains how he enhances the RSI by taking advantage of Hann windowing. The RSIH indicator provides a smoother calculation than the classic RSI and has a zero mean. The inherent smoothing in the computation removes the need for supplemental filtering. 

[Sergey Golubev]

Elegant oscillator - indicator for MetaTrader 5

In his article in February 2022 issue of TASC, “An Elegant Oscillator: Inverse Fisher Transform Redux,” author John Ehlers explains how he uses the inverse Fisher transform to create an indicator he calls the elegant oscillator.

[rezalomalo]

If this thread is still active, I have a suggestion.

If we want to collect all John Ehlers indicators in one place, it would be only sensible if we collected also the MT5 versions of (all) the indicators. After all, MetaTrader 5 has been around for more than a decade and there are still many, many indicators missing.

John Ehlers indicator that I forward tested very successfully on MT4 is known by several names: “2nd Order Gaussian High Pass Filter” or also “Cyan 2 High Pass Filter” and “Two-Pole High-Pass Filter” as Ehlers refers to it in his book.

The version that I’m attaching is the same indicator, but it also has a deviation “envelope” overlain which helps a lot in my opinion. My coding knowledge is limited only to scripts and EAs and not indicators in MQL5 – I wasn’t able to convert it myself (it doesn’t even have an OnCalculate() function, just “int start()…” and “… maxbars = 2000;”).

If there is a knowledgeable coder in this community that cares for Ehlers indicators and MT5, it would be really nice of him/her to do his magic and help.