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Introduction Adaptive technical indicators are importants in a non stationary market, the ability to adapt to a situation can boost the efficiency of your strategy. A lot of methods have been proposed to make technical indicators "smarters", from the use of variable smoothing constant for exponential smoothing to artificial intelligence. The dominant cycle...

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Ehlers Reverse Exponential Moving Average script. This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 35:10: The Reverse EMA Indicator).

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This indicator was originally developed by John F. Ehlers (Stocks & Commodities , V.18:7 (July, 2000): "Optimal Detrending"). Mr. Ehlers applied the ideas of the radar systems for the financial time series detrending. Mr. Ehlers constructed the Triple Delay-Line Canceller first, then smoothed it with the Modified Optimum Elliptic Filter with minimal lag. The...

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Old indicator ! But its a simple trick to have a zero-lag smoothing effect, i think i did it because the smoothing was kinda asymmetrical with the detrended line. So even if the result appear quite good take into account that the detrended line isn't always correlated with the price.

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This is my first public release of detector code entitled "Enhanced Instantaneous Cycle Period" for PSv4.0 I built many months ago. Be forewarned, this is not an indicator, this is a detector to be used by ADVANCED developers to build futuristic indicators in Pine. The origins of this script come from a document by Dr. John Ehlers entitled "SIGNAL ANALYSIS...

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Stochastic CG Oscillator (Center of Gravity) script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 8: `Stochasticization and Fisherization of Indicators`).

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This is the RSI indicator that I use. It combines two concepts of John Ehler. It integrates the idea of Highpass filtering the Price data, along with the the idea of automatically determining the Dominant price cycle through a Homodyne Discriminator, and using half of a cycle length as the input for the RSI. Not only determines the most effective range for the RSI...

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Relative Vigor Index with Dominant Cycle Detection. As Ehler's mentioned, fixed length look back is inherently flawed when it is possible to extract a length from a dominant price cycle. may be less effective if signal to noise ratio is greater than 2, but that usually would not happen at >5m candles, and honestly shouldn't be looking at RV(igor)I when price is...

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Introduction If you rescale a sine wave to the price you will need to correlate it with it in order to show good results, today i present a different method that does not involve correlation to "morph" a sine wave to the price in order to provide forecast's and highlight market periodic patterns. Parameters length control the period of the sine wave, power...

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Ehlers Cyber Cycle indicator script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 4: `Trading the Cycle`).

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Ehlers Stochastic Cyber Cycle indicator script. This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 8: `Stochasticization and Fisherization of Indicators`).

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Yet another method for determining the cycle of a market: this time, you have access to the two fastest and most accurate methods as well as the option to average these methods together. The controls are pretty straight forward: Source lets you select the price data to perform calculations on (close, open, etc..) Max Period is simply the cap for the algorithm...

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Simple Indicator based on 3 Simple and 3 Exponential Moving Averages. Used to indicate Market Cycles. Definition of Bull Market: 10 SMA is above 21 EMA . 30 SMA slope is up. 55 EMA is trending above 200 EMA . Definition of Bear Market: 10 SMA is below 21 EMA . 30 SMA slope is down. 55 EMA is trending below 200 EMA .

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Introduction A simple and really clean cycle oscillator, in fact its quite precise even if the script use recursion which can sometime produce totally uncorrelated results. On The Code The calculations start with a who is a smoothing/averaging constant. Then comes src who is the input and is defined as the sum of the closing price with the output, then the...

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This is a predictive indicator that looks for explosions in momentum of the cycles in price and large shifts in Momentum (Fisher turns the Bimodal PDF into Guassian like) as statistically unlikely events, showing points to exit or reverse positions. You can adjust the lowpass frequency cuttoff (Aka what cycles you want to remove from the calculations through the...

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Welles Wilder (delta phenomenon) a 4-day rotation indicator PVAC is the acronym Alan uses for a four-day rotation cycle. The cycle itself is circularly continuous every days of the week, forever, including every holiday. Thus if, for instance, Monday was a P, Tuesday is V, Wednesday is A, Thursday is C. At this point the cycle repeats, with Friday being P,...

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This is an optimized Fisher Transform, which attempts to improve upon the already existing fisher transform. The main purpose of the Fisher transform is to change the bimodal PDF of price action to Guassian like, so that we can make assumptions about the probability of certain events. This is why the Fisher transform mainly turns at 2, which represents the second...

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This is an interesting study that can be used as a tool for determining trend direction, and also could be a trailing stop setter. I use it as a gauge on MTF settings, in the pic MTF is turned off. If on, you can look at the bar cycle of the 1h while on the 15m giving you a lot of information in one tool. If a line is missing high or low, it is because it was...

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