All John Ehlers Indicators... - page 48

 

As a first step : this is a roofing filter indicator as describe in the "Predictive indicators" document by John Ehlers

 

And the roofing stochastic as described in the same document

Just to explain in short what is John Ehlers doing in "roofing stochastic" : he is taking a roofing filter (from previous post) and calculating a "super smoother" smoothed stochastic of the roofing filter. Some strictly visual test are showing that longer calculation lengths are better, but better to experiment a bit with length and in runtime to see how it behaves then.

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PS: as all John Ehlers indicators in this thread - this one does not repaint either

 

And to end : in the document is is just briefly described the "super smoother"

This is the super smoother of prices : the only parameter that can be changed is the price to use in the super smoother calculation (it might be a good filter for some price pre-filtering usage in some other indicators that filter prices prior to calculation).

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Now all the indicators mentioned in that document are posted here

Files:
 

Hi Mladen,

Many thanks for these 3 indicators.

I have add one variable (critical period) ,now we can do a Macd Super Smoother

 
mladen:
And to end : in the document is is just briefly described the "super smoother"

This is the super smoother of prices : the only parameter that can be changed is the price to use in the super smoother calculation (it might be a good filter for some price pre-filtering usage in some other indicators that filter prices prior to calculation).

______________________

Now all the indicators mentioned in that document are posted here

Mladen

Thank you so much for converting this indicators for mt4

Best regards,

 
mladen:
And the roofing stochastic as described in the same document

Just to explain in short what is John Ehlers doing in "roofing stochastic" : he is taking a roofing filter (from previous post) and calculating a "super smoother" smoothed stochastic of the roofing filter. Some strictly visual test are showing that longer calculation lengths are better, but better to experiment a bit with length and in runtime to see how it behaves then.

______________________

PS: as all John Ehlers indicators in this thread - this one does not repaint either

It seems that this one is good for trading. Testing it today and it is OK

 
mladen:
And the roofing stochastic as described in the same document

Just to explain in short what is John Ehlers doing in "roofing stochastic" : he is taking a roofing filter (from previous post) and calculating a "super smoother" smoothed stochastic of the roofing filter. Some strictly visual test are showing that longer calculation lengths are better, but better to experiment a bit with length and in runtime to see how it behaves then.

______________________

PS: as all John Ehlers indicators in this thread - this one does not repaint either

Thanks a lon Mladen

 
sohocool:
Hi Mladen,

Many thanks for these 3 indicators.

I have add one variable (critical period) ,now we can do a Macd Super Smoother

sohocool

Thanks to you too for that idea and implementation ______________________

Actually I was thinking the other direction now (I mean regarding macd). What occurred to me is that the calculation length of super smoother does not have to be an integer value. And when I see a smoother / average / filter that allows a fractional length for calculation, an alarm bell rings and tells "adapting"

So here is an adaptive version of super smoother with a fractional length for calculation. At a first glance it seems like an improvement compared to "non-adaptive" version, but, as usual, please whoever uses it do some testing before using either of the 2. I am a freak when it comes to adaptive indicators (in my opinion they always beat the non-adaptive ones) but it probably depends on preferences and trading style

 

And a super smoother macd (once when the super smoother is made as function it is easy to make a macd out of it)

This one has even the signal line calculated as super smoother

 

Hi Mladen,

Many thanks for your adaptive super smoother

I noticed that you changed into super smoother b1 line :180 by Pi.

So,i tried to modify this line,to check, but the indicators does not work ,with period variable ,only period =10 , 20 ,40 .

I do not understand why ???

Reason: