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Thoughts on Ehlers indicators
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Thoughts on Ehlers indicators

  #11 (permalink)
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Can you expand on how you are using these? What do you consider an entry/exit signal? What are your specific settings? Can you show some additional examples?

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  #12 (permalink)
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Watch the Ehlers webinar on (formerly BMT) for specific examples:


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  #13 (permalink)
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@Zondor Is it possible to get a copy of your version of the SuperSmootherRoofingFilter? If not, I understand. I gave a thorough search for it, but came up empty. Thanks in advance.

Zondor View Post
I added calculations of adaptive cycle length and smoothing period to the Super Smoothed Roofing Filter that John Ehlers introduced at the webinar.

That's in panel 2. A stochastic is applied to it in panel 3.

The webinar was very valuable. Gave me a lot of ideas.

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  #14 (permalink)
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ATF (any time frame) SuperSmoother

Any thoughts out there on using SuperSmoothers based on time frames other than those on the chart, such as shown here?

The high and low pass limits of the MESA Stochastic used to be hard coded at 10 and 48, but on this particular chart they are 12 and 80. I don't think 10 and 48 are good as one size fits all values. Oscillators such as this can also be calculated on Any Time Frame.

As usual, the bars with highest average trade sizes prove to be worth watching as support/resistance areas.

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Last edited by Zondor; June 12th, 2014 at 02:25 PM.
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Ehlers cycles and lag issues

Fellow traders,
Have you found an edge with the "Adaptive" indicators employing the "Hilbert Transform or the Homodyne Discriminator"??
From what I have seen they all lag when compared to their "std versions", even when I use half the calculated period, period/2.

Any input is very much appreciated. Maybe I am doing something wrong or there is a better Hilbert Transform out there...?

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  #16 (permalink)
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NEED relative vigor index for NT7.

Need relative vigor index for NJ7 --- The one posted on NJ form is corrupt. Thanks so much for reading this

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  #17 (permalink)
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When I first started looking at trading as a hobby whilst working, I was on Tradestation and bought a multitude of indicators and packages because I thought that was where the secret holy grail was.

One of the packages I purchased was called Mesa from John Ehlers which was a programmers library in the form of a DLL and a default toolbox of adaptive indicators. You could also use the library to create your own 'adaptive' indicators. It wasn't anything special IMO and didn't work very well - seemed to have bugs. One time I found a problem in the library and after an email exchange he was unable to fix the problem and I eventually gave up. I suspect this was a package used to finance his new websites and projects.

I guess if the indicators and libraries were so great he would have made millions from his secret signal websites but he probably made more money from hyping adaptive indicators and systems which used 'rocket science' and selling those and doing lectures and seminars than from trading. I occasionally checked in on his websites and his signals seemed pretty poor.

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  #18 (permalink)
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For the Ehlers indicator package, wouldn't most of the code inside the OnBarUpdate in NT7 work without error in NT8? I do have many of the indicators already coded in NT8, but not the adaptive ones in the indicator package -- which look interesting. If anyone has already coded the package in NT8, then please upload.

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