Ehlers DSP Suite

While typical retail indicators guess, the Ehlers DSP Suite calculates. It uses a high-stability autocorrelation periodogram and a trader’s EMD to tell you whether the market is structurally trending or cycling right now. 

This is genuine quantitative signal analysis, not another uninspired wrapper around a standard 1970s oscillator.

The idea

Most retail indicators are 1970s tools (SMA, EMA, fixed-length oscillators) bolted onto a noisy price series. John Ehlers spent a career in aerospace signal processing and applied it to markets: filters that strip noise without the lag, transforms that sharpen turning points, and spectral methods that measure the cycle actually present in the data instead of guessing a "period 14."

The Ehlers DSP Suite is a faithful, carefully-implemented bundle of that work, plus a dashboard that tells you, at a glance, which market regime you're in and therefore which tools to trust right now.

What's inside

1. Cycle Spectrum (Autocorrelation Periodogram). A rolling heatmap of the market's power spectrum (periods 10 to 48), with the measured dominant-cycle line overlaid. Built on the autocorrelation periodogram from Cycle Analytics for Traders (2013), far more stable than the older 2001 Hilbert method most free versions still use. The dominant-cycle line is confidence-gated: when no cycle is statistically present, it steps aside instead of printing a false number.

2. Regime Dashboard (Empirical Mode Decomposition). Ehlers' causal "trader's EMD" classifies the market as TRENDING UP, TRENDING DOWN, or CYCLE MODE. This is the heart of the suite: it tells you whether to lean on trend tools or cycle tools at any moment.

3. MESA Adaptive Moving Average (MAMA / FAMA). The genuine article: the smoothing factor is driven by the Hilbert-quadrature phase rate of change, exactly as Ehlers published, not the hardcoded alpha you find in most free versions.

4. Ultimate Smoother (TASC, April 2024). Ehlers' newest low-lag smoother, with near-zero lag in the passband. A modern drop-in replacement for the moving average. This is current research, not decades-old code repackaged.

5. Adaptive Fisher Transform. A Gaussian-normalized oscillator that sharpens turning points, with the lookback auto-tuned to the measured dominant cycle. Properly clamped, so no spikes or NaNs. Switchable into the pane in one click.

6. Multi-Timeframe Confluence. M15 / H1 / H4 / D1 MESA bias in one strip, each on that timeframe's closed bars only, so the strip never repaints as a higher-timeframe bar forms.

7. Floating Dashboard. A modern, draggable, minimizable panel that consolidates every reading (regime verdict, dominant cycle plus confidence, MAMA bias, Fisher state, MTF strip) so you never hunt across the chart. One click swaps the pane between Spectrum and Fisher.

Non-repainting, and we mean it

Every filter is causal with deterministic warm-up. All signals are evaluated on closed bars; the forming bar mirrors the last closed value and is finalized only at bar close. The multi-timeframe strip uses closed higher-timeframe bars only. Refresh the chart, reload history, or restart the terminal: the values on historical bars do not change.

Alerts

Popup and push notifications on MAMA/FAMA crossovers, regime shifts, and Fisher extreme turns, all on closed bars, never intrabar.

The regime concept, tested

We did not build this on theory alone. We ran a controlled study on XAUUSD: MESA crossovers taken blindly, versus the same crossovers filtered by the regime engine, on identical data with default settings and zero optimization. Filtering the signals by cycle regime produced a cleaner, more consistent equity profile with lower drawdown than taking them unfiltered.

We also documented where it did not help: different timeframes behaved differently, and absolute returns were dominated by the prevailing trend. We publish the complete study, every result including the ones that did not work, on our MQL5 blog.

Read the full regime-gating study on our blog

This is regime information that sharpens how you apply a method. It is not a trading system and not a promise of profit.

Inputs

• Engine: applied price, roofing high-pass / low-pass periods, autocorrelation length.
• Pane: display mode (Spectrum / Fisher), dominant-cycle smoothing and confidence gate.
• Fisher: lookback (0 auto-tunes to the dominant cycle), applied price, extreme level.
• EMD Regime: bandpass period, bandwidth, trend threshold, averaging length, colors.
• Overlays: MAMA/FAMA fast and slow limits, Ultimate Smoother period, colors, depth.
• MTF: show or hide the M15/H1/H4/D1 strip.
• Dashboard: show or hide (auto-disabled in non-visual backtests for speed).
• Alerts: popup and push toggles for crossover, regime shift, and Fisher extreme.

What it is / isn't

It is a professional, non-repainting analysis and dashboard tool that puts Ehlers' signal-processing methods, including his 2024 work, in one place, with an honest published study behind its regime concept.

It isn't an automated system, a signal service, or a promise of profit. It gives you better information; the trading decisions remain yours.

Stop trading blindly. The suite doesn't hand out casual entries—it maps the current regime so you know whether to deploy trend-following tools or mean-reversion filters.

Made with math instead of hope.

Trade responsibly. Peace!