Ehlers Cycle Strategy

2019년 1월 1일

This uses Ehlers methods to create a cycle trading strategy.

It finds the dominant cycle in the market, then creates filters out noise to create an oscillator. It then creates a trigger line using momentum to predict a reversal in price. Finally, Ehlers Empirical Mode Discriminator is used to evaluate trends and eliminate trading against the trend.

Shout out to HPotter, Everget, and LazyBear for implementing many of Ehlers indicators, which I sampled to create this indicator and strategy.

2019년 3월 29일

릴리즈 노트

Fixed bug that increased position size when flipping between long and short