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Ehlers

Relative Vigor Index with Dominant Cycle Detection (RVI)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 moving sideways. Read just like an RVGI, but adjusted to the current time frame. To reduce noise, changing to heiken ashi will help with signals as well. Let me know if there are improvements! Made for JD, the OG.
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anoojpatel의
5
Gaussian Channel [DW]This study is an experiment utilizing the Ehlers Gaussian Filter technique combined with lag reduction techniques and true range to analyze trend activity. Gaussian filters, as Ehlers explains it, are simply exponential moving averages applied multiple times. First, beta and alpha are calculated based on the sampling period and number of poles specified. The maximum number of poles available in this script is 9. Next, the data being analyzed is given a truncation option for reduced lag, which can be enabled with "Reduced Lag Mode". Then the alpha and source values are used to calculate the filter and filtered true range of the dataset. Filtered true range with a specified multiplier is then added to and subtracted from the filter, generating a channel. Lastly, a one pole filter with a N pole alpha is averaged with the filter to generate a faster filter, which can be enabled with "Fast Response Mode". Custom bar colors are included. Note: Both the sampling period and number of poles directly affect how much lag the indicator has, and how smooth the output is. Larger inputs will result in smoother outputs with increased lag, and smaller inputs will have noisier outputs with reduced lag. For the best results, I recommend not setting the sampling period any lower than the number of poles + 1. Going lower truncates the equation.
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DonovanWall의
64
The Perfect RSI (Ehler's Cycle RSI Modified with Discriminator)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 by setting it based on the cycle, but also makes the RSI PDF(Probability Distribution Function) adjustable as shown in John Ehler's papers. Still needs some tweaking on determining the best calculations for cycles, and whether or not to better filter the price data into the discriminator. Works just like a normal RSI, but should have less false signals, and also has the option for super smoothing. Play around it and see if theres any new indications or signals that come from it ;) Let me know if there's any concerns or additions!
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anoojpatel의
10
Moving Average Bundle3 Moving Average Lines. All parameters are configurable via user input. Each of these moving average lines already exist as individual indicators in TradingView. This script just bundles them for one stop shopping. It's helpful if you're limited by the number of indicators per chart. And highly educational: quickly compare the different averaging methods! sma: Simple Moving Average rma: Recursive Moving Average ema: Exponential Moving Average wma: Weighted Moving Average vma: Volume Weighted Moving Average wma: Weighted Moving Average alma: Arnaud Legoux Moving Average Note: Only Pine built-in functions are included.
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brobear의
4
Fisher Transform Ribbons Indicator V1.0Utilizing the Fisher Transform by Ehlers with different lengths based on multipliers will allow you to notice movements in price and understand whether the shift was a correctional wave, or part of the overall trend. To learn about Fisher Transform , check out the Fisher Transform documentation: www.mesasoftware.com Fisher has plenty of functionalities. Ribbons provides you with a view of consistency in price action. If all ribbons flip, generally this is a strong signal that the trend is changing. Fisher is extremely punctual (minimum input lag) and robust (doesn't miss movement). Look for everything, including divergences, trends, and Oversold, Overbought points. Changing length will further provide you more sensitivity in overselling and buying, while numbing chop. Enjoy! And for a single Fisher, check out HPotter's Fisher Transform or LazyBear's implementation of the inverse of the Fisher, which has many other interesting properties
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anoojpatel의
5