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Multi Reverse EMA (REMA) 5 *
Exported with 8.0.12.0 64-bit

Minor Update -- Remove Print statement as noted by bobc635, thanks 2/2/2018

This is the NT8 version of NT7 MultiREMA which is described in full in the NT7 section here. There are no additional features or enhancements.

The indicator will be installed in a folder "Cheech". The REMA indicator will be installed in the Indicator folder.

Note: The default alpha setting for the Trend Plot is set to 0.1 to match the REMA setting as supplied by Ninjatrader. The default setting for the NT7 version for the same plot is 0.05 as was indicated in the article. Adjust accordingly.

















Change Log
Date --------- Description
1/31/2018 --- Initial Release
2/2/2018 --- Removed Debug Print statement


Category NinjaTrader 8 Indicators and More 
 
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Details: Multi Reverse EMA (REMA)
Category: NinjaTrader 8 Indicators and More 


January 31st, 2018
Size: 5.06 KB
Downloaded: 542 times

Keywords: ehlers multirema rema
Distance Coefficient Ehlers Filter 5 *
Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.


Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.


Category NinjaTrader 7 Indicators 
 
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Details: Distance Coefficient Ehlers Filter
Category: NinjaTrader 7 Indicators 


October 1st, 2012
Size: 5.80 KB
Downloaded: 571 times

Keywords: ehlers filter fir
Predictive Moving Average 5 *
John Ehlers' Predictive Moving Average (PMA) from his book, 'Rocket Science for Traders' (p. 213). He provides a comprehensive description of it there.

Set Panel display to '1' to display it on the price chart.

Use: The signal and trigger crossovers indicate turning points.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES


Category The Elite Circle 
 
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Details: Predictive Moving Average
Category: The Elite Circle 


January 3rd, 2010
Size: 1.90 KB
Downloaded: 1799 times

Keywords: ehlers pma quasar
Laguerre ECO 4 *
Richard from MoveTheMarkets wrote this indicator. Visit his blog here:
http://ww16.movethemarkets.com/blog/2009/09/23/laguerre-eco-ergodic-candle-oscillator-indicator/?sub1=20210417-1612-568e-a876-0b28efb30a27


Richard
Most indicators out there run on bars. Letís take a 3-period moving average. You compute it on the Close, the previous Close, and the Close before that. Well, what if you used 3 other values in your average, instead of the last three prices? Like, what if you used the current value of the 2-EMA, 5-EMA, and 8-EMA and computed the average of those instead?

Ehlers uses the 4-RSI as an example application of the Laguerre treatment. Instead of the last 4 Closes, he uses 4 Laguerre values. Using only four values makes the indicator turn quickly, but you can adjust the overall speed of the output via the gamma input to the transform. Pretty neat!

In July, I looked around briefly to see what other Laguerre indicators were out there. Surprisingly, I couldnít find any. I thought that was strange, because all you have to do is plug in the Laguerre values you need and see what happens. I coded up a few, and found the the Ergodic Candle Oscillator looked pretty good Laguerre-ized.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: Laguerre ECO
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


September 26th, 2009
Size: 5.89 KB
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Keywords: laguerre ehlers eco bmt ninjatrader
Ehlers Collection v1.00 5 *
This is a collection of various filters by John Ehlers outlined in his excellent books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures"

it includes:
- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Relative Vigor Indicator
- Laguerre Filter
- Adaptive Laguerre Filter
- Laguerre RSI
- Hilbert Transform
- Hilbert Sinewave Oscillator
- Instantaneous Trend
- Dominant Cycle
- Dominant Cycle Oscillator
- Smoothed Adaptive Momentum

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: Ehlers Collection v1.00
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


September 16th, 2009
Size: 32.86 KB
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Keywords: sinewave momentum gravity cycle cci rsi laguerre ehlers cyber trend piersh hilbert dominant cog
Center of Gravity Oscillator by John Ehlers 5 *
The Center Of Gravity Oscillator by John F. Ehlers

Hereís an indicator that identifies every major turning point without much lag.

This new oscillator is unique in that it is smoothed and has essentially zero lag. The smoothing enables clear identification of turning points, and the zero lag aspect means action can be taken early in the move. This oscillator is the serendipitous result of my research into adaptive filters. While the filters have not yet produced the results I am seeking, this oscillator has substantial advantages over conventional oscillators used in technical analysis.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]


Category NinjaTrader 6.5 Indicators 
 
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Details: Center of Gravity Oscillator by John Ehlers
Category: NinjaTrader 6.5 Indicators 


September 5th, 2009
Size: 1.98 KB
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Keywords: center ehlers gravity oscillator eleven
Ehlers Corona Indicators 5 *
These are the Corona Indicators originally created by John Ehlers.

They are meant to identify cycles in the market and help you determine whether or not the market is currently suitable for trading cycles. They develop the corona at times when the signal is weak or unstable.

You can read more about them here:
http://survey-smiles.com

For those who are interested, all of them are based on cycle extraction using a DFT variant.

In general, Fourier analysis is not suitable for use on financial timeseries since it is based on the assumption of Stationarity. In the DSP world that restriction is commonly relaxed to include WSS signals (wide sense stationary). Ehlers seeks to approximate a WSS signal by detrending the data with a high pass filter before the DFT step, whether or not that is a suitable approximation is questionable as it ultimately depends on the specific data being processed.

What is certain is that they look very cool, so try them for yourself and see if you find them useful

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: Ehlers Corona Indicators
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


July 20th, 2009
Size: 14.18 KB
Downloaded: 1037 times

Keywords: ninjatrader ehlers corona sefstrat
 


 
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