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John Ehler’s indicators
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1262
Forum: 17 · Topic 1262 · 16 post(s)
John Ehler’s indicators
Alexander.Gettinger · Fri Jun 04, 2010 2:03 am
Original researches by John F. Ehlers, described in “Cybernetic Analysis for Stocks and Futures” (2004) ISBN: 0-471-46307-8
Center of Gravity I see also here: viewtopic.php?f=17&t=366&p=605&hilit=Ehler#p605
Center of Gravity indicator:
function Init()
indicator:name("Ehlers CG Oscillator");
indicator:description("Ehlers CG Oscillator");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addInteger("Length", "Length", "", 10);
indicator.parameters:addColor("clr_buff1", "Color of Buff1", "Color of Buff1", core.rgb(0, 255, 0));
indicator.parameters:addColor("clr_buff2", "Color of Buff2", "Color of Buff2", core.rgb(0, 128, 0));
end
local first;
local source = nil;
local Length;
local Price;
local Buff1=nil;
local Buff2=nil;
function Prepare()
source = instance.source;
Length=instance.parameters.Length;
Price = instance:addInternalStream(0, 0);
first = source:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Length .. ")";
instance:name(name);
Buff1 = instance:addStream("Buff1", core.Line, name .. ".Buff1", "Buff1", instance.parameters.clr_buff1, first);
Buff2 = instance:addStream("Buff2", core.Line, name .. ".Buff2", "Buff2", instance.parameters.clr_buff2, first);
Buff1:addLevel(0);
end
function Update(period, mode)
if (period>first+Length) then
local Num=0.;
local Demon=0.;
Price[period]=(source.high[period]+source.low[period])/2.;
for i=0,Length-1,1 do
Num=Num+(i+1)*Price[period-i];
Demon=Demon+Price[period-i];
end
if Demon~=0. then
Buff1[period]=-Num/Demon+(Length+1.)/2.;
else
Buff1[period]=0.;
end
Buff2[period]=Buff1[period-1];
end
end
Cyber cycle indicator:
function Init()
indicator:name("Ehlers Cyber Cycle");
indicator:description("Ehlers Cyber Cycle");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addDouble("Alpha", "Alpha", "", 0.07);
indicator.parameters:addColor("clr_buff1", "Color of Buff1", "Color of Buff1", core.rgb(0, 255, 0));
indicator.parameters:addColor("clr_buff2", "Color of Buff2", "Color of Buff2", core.rgb(0, 128, 0));
end
local first;
local source = nil;
local Alpha;
local Price;
local Smooth;
local Buff1=nil;
local Buff2=nil;
function Prepare()
source = instance.source;
Alpha=instance.parameters.Alpha;
Price = instance:addInternalStream(0, 0);
Smooth = instance:addInternalStream(0, 0);
first = source:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Alpha .. ")";
instance:name(name);
Buff1 = instance:addStream("Buff1", core.Line, name .. ".Buff1", "Buff1", instance.parameters.clr_buff1, first);
Buff2 = instance:addStream("Buff2", core.Line, name .. ".Buff2", "Buff2", instance.parameters.clr_buff2, first);
Buff1:addLevel(0);
end
function Update(period, mode)
Price[period]=(source.high[period]+source.low[period])/2.;
if (period>first+4) then
Smooth[period]=(Price[period]+2.*Price[period-1]+2.*Price[period-2]+Price[period-3])/6.;
if period<first+8 then
Buff1[period]=(Price[period]-2.*Price[period-1]+Price[period-2])/4.;
else
Buff1[period]=(1.-0.5*Alpha)*(1.-0.5*Alpha)*(Smooth[period]-2.*Smooth[period-1]+Smooth[period-2])+2.*(1.-Alpha)*Buff1[period-1]-(1.-Alpha)*(1.-Alpha)*Buff1[period-2];
end
Buff2[period]=Buff1[period-1];
end
end
Ehlers_CG.lua based strategy. viewtopic.php?f=31&t=2420
Re: John Ehler’s indicators
Alexander.Gettinger · Fri Jun 04, 2010 2:05 am
TwoPole smoothes oscillator:
function Init()
indicator:name("Ehlers TwoPole smoothes oscillator");
indicator:description("Ehlers TwoPole smoothes oscillator");
indicator:requiredSource(core.Bar);
indicator:type(core.Oscillator);
indicator.parameters:addInteger("CuttOff", "CuttOff", "", 15);
indicator.parameters:addDouble("alpha", "alpha", "", 0.15);
indicator.parameters:addInteger("shift", "shift", "", 0);
indicator.parameters:addColor("clr_Line", "Color of Line", "Color of Line", core.rgb(0, 255, 0));
indicator.parameters:addColor("clr_buff1", "Color of Buff1", "Color of Buff1", core.rgb(255, 0, 0));
indicator.parameters:addColor("clr_buff2", "Color of Buff2", "Color of Buff2", core.rgb(0, 0, 255));
end
local first;
local source = nil;
local CuttOff;
local alpha;
local shift;
local Buff1=nil;
local Buff2=nil;
local BuffLine=nil;
local Ind;
function Prepare()
source = instance.source;
CuttOff=instance.parameters.CuttOff;
alpha=instance.parameters.alpha;
shift=instance.parameters.shift;
Ind = core.indicators:create("EHLERS_TWOPOLE_SMOOTHED_FILTER", source, CuttOff);
first = Ind.DATA:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.CuttOff .. ", " .. instance.parameters.alpha .. ", " .. instance.parameters.shift .. ")";
instance:name(name);
Buff1 = instance:addStream("Buff1", core.Bar, name .. ".Buff1", "Buff1", instance.parameters.clr_buff1, first);
Buff2 = instance:addStream("Buff2", core.Bar, name .. ".Buff2", "Buff2", instance.parameters.clr_buff2, first);
BuffLine = instance:addStream("BuffLine", core.Line, name .. ".BuffLine", "BuffLine", instance.parameters.clr_Line, first);
BuffLine:addLevel(0);
end
function Update(period, mode)
if (period>first) then
Ind:update(mode);
local Val=Ind.DATA[period]-Ind.DATA[period-1];
local Val1=Ind.DATA[period-1]-Ind.DATA[period-2];
local Val2=Ind.DATA[period-2]-Ind.DATA[period-3];
BuffLine[period]=(alpha-(alpha*alpha/4.))*Val+(alpha*alpha/2.)*Val1-(alpha-3.*alpha*alpha/4.)*Val2+2.*(1-alpha)*BuffLine[period-1]-(1-alpha)*(1-alpha)*BuffLine[period-2];
if BuffLine[period]<BuffLine[period-1] then
Buff1[period]=BuffLine[period];
Buff2[period]=nil;
else
Buff1[period]=nil;
Buff2[period]=BuffLine[period];
end
end
end
TwoPole smoothes filter:
function Init()
indicator:name("Ehlers TwoPole smoothes filter");
indicator:description("Ehlers TwoPole smoothes filter");
indicator:requiredSource(core.Bar);
indicator:type(core.Indicator);
indicator.parameters:addInteger("CuttOffPeriod", "CuttOffPeriod", "", 15);
indicator.parameters:addColor("clr_Line", "Color of Line", "Color of Line", core.rgb(255, 0, 0));
end
local first;
local source = nil;
local CuttOffPeriod;
local Price;
local BuffLine=nil;
local a1;
local b1;
local coeff1, coeff2, coeff3;
function Prepare()
source = instance.source;
CuttOffPeriod=instance.parameters.CuttOffPeriod;
Price = instance:addInternalStream(0, 0);
first = source:first()+2;
local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.CuttOffPeriod .. ")";
instance:name(name);
BuffLine = instance:addStream("BuffLine", core.Line, name .. ".BuffLine", "BuffLine", instance.parameters.clr_Line, first);
a1=math.exp(-math.sqrt(2.)*math.pi/CuttOffPeriod);
b1=2.*a1*math.cos(math.pi*math.sqrt(2.)/CuttOffPeriod);
coeff2=b1;
coeff3=-a1*a1;
coeff1=1.-coeff2-coeff3;
end
function Update(period, mode)
Price[period]=(source.high[period]+source.low[period])/2.;
if (period>first) then
if period>first+4 then
BuffLine[period]=coeff1*Price[period]+coeff2*BuffLine[period-1]+coeff3*BuffLine[period-2];
else
BuffLine[period]=Price[period];
end
end
end
Re: John Ehler’s indicators
RJH501 · Mon Aug 22, 2011 3:56 am
Hi Alexander,
Would you please add line style and line width to your Ehlers Two Pole indicator when you have time.
Thank you,
Richard
Re: John Ehler’s indicators
Apprentice · Mon Aug 22, 2011 12:59 pm
Request is added to our database.
Re: John Ehler’s indicators
Alexander.Gettinger · Mon Sep 05, 2011 11:35 am
In the indicators added line style and line width.
Download:
Ehlers_TwoPole_Smoothed_Oscillator.lua
Ehlers_TwoPole_Smoothed_Filter.lua
Re: John Ehler’s indicators
StefPasc · Mon Sep 23, 2013 6:52 am
Alexander.Gettinger wrote: In the indicators added line style and line width.
Download:
Ehlers_TwoPole_Smoothed_Oscillator.lua
Ehlers_CG.lua
Ehlers_Cyber_Cycle.lua
Ehlers_TwoPole_Smoothed_Filter.lua
Recently I am testing Ehlers Leading Indicator found from http://fxcodebase.com/code/viewtopic.php?f=17&t=27612&p=48291&hilit=Ehlers+Leading+Indicator#p48291 I have noticed that ELI can be applied not only to the price data but also to another indicator. Would this be possible also for the above 4 Ehlers indicators ? Current version of the above 4 indicators does not allow us to apply them on other indicators but only on price data. Thank you in advance
Re: John Ehler’s indicators
Apprentice · Mon Sep 23, 2013 7:23 am
Possibly, if you do not mind a small change in the original algorithm.
Re: John Ehler’s indicators
StefPasc · Mon Sep 23, 2013 7:58 am
Apprentice wrote: Possibly, if you do not mind a small change in the original algorithm.
Dear Apprentice thank you for your reply. I am not familiar with programming. Is it possible if you have some time to do this small change ? Thank you again
John Ehler’s indicators (Tick based versions)
Apprentice · Mon Sep 23, 2013 11:31 am
Try this Tick based versions.
Tick Ehlers_TwoPole_Smoothed_Filter.lua
Tick Ehlers_TwoPole_Smoothed_Oscillator.lua
Tick Ehlers TwoPole smoothes filter with Alert.lua
Tick Ehlers_TwoPole_Smoothed_Oscillator with Alert.lua
This indicator version will provides Audio / Email Alerts on Price/Tick Ehlers TwoPole smoothes filter cross.
Compatibility issue fixed. _Alert Helper is not longer needed.
Re: John Ehler’s indicators
StefPasc · Wed Sep 25, 2013 2:10 am
thank you Apprentice ! they work fine..
Re: John Ehler’s indicators
Apprentice · Tue Oct 22, 2013 6:40 am
Tick Ehlers TwoPole smoothes filter with Alert added.
Re: John Ehler’s indicators
StefPasc · Sun Nov 17, 2013 11:29 am
Dear Apprentice,
would it be possible to have an Alert when Tick Ehlers_TwoPole_Smoothed_Oscillator crosses zero line ? This will help me a lot when following different pairs on Trade Station. Thank you in advance
Re: John Ehler’s indicators
Apprentice · Mon Nov 18, 2013 6:12 am
Tick Ehlers_TwoPole_Smoothed_Oscillator with Alert Added.
Re: John Ehler’s indicators
StefPasc · Mon Nov 18, 2013 7:45 am
thank you very much Apprentice
Re: John Ehler’s indicators
Apprentice · Thu Dec 10, 2015 3:26 pm
Compatibility issue fixed. _Alert Helper is not longer needed.
Re: John Ehler’s indicators
Apprentice · Thu Jul 12, 2018 7:45 am
The indicator was revised and updated.