All John Ehlers Indicators... - page 77

 

COG Channel

cog_channel.mq4

Files:
 

Ehlers' Fisher Transform

Maybe it is time to end the everlasting "does it repaint" dispute about any variation or implementation of Ehlers' Fisher Transform on Metatrader

Two versions of Ehlers' Fisher Transform : the "classical" one and the histogram version

Both are coded exactly the same way the originals are

The biggest difference among these two and other "non repainting" ones is the way maximum and minimum are searched for : from original it is clear that those are searched for within chosen price, not within highs and lows (when not done that way peaks that are clearly defined in these indicators are lost, and thus one of the most useful informations from this indicator is lost)

And no, none of these two indicators does not repaint

 
YosephStein:
Re: All John Ehlers Indicators...

Autocorrelation Periodogram from John Ehlers's book

autocorrelation_periodogram.mq4

can somebody verify the code ? i can send the easylanguage version fyi if needed

 
mladen:
Band Pass filter ...

In that same article John Ehlers reminds us of his Band Pass filter. Again I failed to find it in this thread so here is one that is coded exactly as John Ehlers describes it in the April 2012 issue of TASC. At this thread there is a document that might additionally help understanding the band pass filter (this document : https://c.mql5.com/forextsd/forum/60/ehlers_bandpass.doc )

PS: in the original, band pass period used is 20. I decided to use default 50 (I like it a bit better that way). Test it with length 20 to in order to see what was the original idea of values for this indicator

so what s delta & price ? default price options is 4 :-/

 
KumoBreake:
so what s delta & price ? default price options is 4 :-/

Here is a version with self explanatory prices : band_pass_1_1.mq4

As of delta : that is explained in the document that is attached to the quoted post

Files:
 
mladen:

Here is a version with self explanatory prices : band_pass_1_1.mq4

As of delta : that is explained in the document that is attached to the quoted post

tanx but i couldnt find anything delta related in the post

 
KumoBreake:
tanx but i couldnt find anything delta related in the post

Delta is used to calculate the alpha - a calculating parameter very similar to alpha used for ema calculation (if that helps at all). all in all, that is a modifier of how the value of the bandpass is calculated

 
mladen:
Delta is used to calculate the alpha - a calculating parameter very similar to alpha used for ema calculation (if that helps at all). all in all, that is a modifier of how the value of the bandpass is calculated

thanks again ... i was testing DFT corona indi + autocorrelation periodogram indi (i think there s one version for each one here , correct me if i'm wrong) & they both return the Dominant cycle very close to each other as Ehler pointed out before . do u have any update on dominant cycle discussions or these indicators? i tried to read most of the post both theres too many to follow .

btw my goal is to use the dominant cycle to optimize bandpass continuously to find Top & bottoms (time wise) . again , my main issue is I found most of the dominant cycles in intraday currency pairs are around 18(+-3) , 35(+-5) .do u think bandpass can help me with these plus minus 3 or 5 thingy ?

p.s : both DFT corona and autocorrelation periodogram go over & under 10 & 50 like a lot ! i translate this behaviour as cycle in shorter or longer timeframe

 

does anyone has two pole supersmoother indicator with changing color when it change direction ?

 
KumoBreake:
does anyone has two pole supersmoother indicator with changing color when it change direction ?

two pole ehler smoother is included in averages version.

Reason: