NexusFi: Find Your Edge


Home Menu

 





Thoughts on Ehlers indicators


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Zondor with 3 posts (4 thanks)
    2. looks_two quasar with 2 posts (0 thanks)
    3. looks_3 RJay with 1 posts (0 thanks)
    4. looks_4 tornadoatc with 1 posts (0 thanks)
    1. trending_up 24,009 views
    2. thumb_up 7 thanks given
    3. group 16 followers
    1. forum 17 posts
    2. attach_file 5 attachments




 
Search this Thread

Thoughts on Ehlers indicators

  #1 (permalink)
 
quasar's Avatar
 quasar 
milan, italy
 
Experience: Master
Platform: Matlab, NT
Trading: Equities, commodities
Posts: 8 since Dec 2009
Thanks Given: 1
Thanks Received: 1

hi,

i have been experimenting with most of john ehler's indicators. while i do subscribe to his trading philosophy that trading can be viewed as a signal processing problem (note to those who dissent: it's just another approach to the same problem), i wanted to see if any of you have had success with any of his indicators.

my favorite indicator of his (not really his...but he seems to have popularized it) is the sine wave. it is a key component to some of my systems. but with other indicators (cyber cycle, rvi, etc.) it has been more hit and miss.

also, senor mike, may we have an ongoing poll in here regarding the most popular indicators?...

ciao!

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Request for MACD with option to use different MAs for fa …
NinjaTrader
ZombieSqueeze
Platforms and Indicators
NexusFi Journal Challenge - April 2024
Feedback and Announcements
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
58 thanks
Battlestations: Show us your trading desks!
50 thanks
NexusFi site changelog and issues/problem reporting
47 thanks
GFIs1 1 DAX trade per day journal
32 thanks
What percentage per day is possible? [Poll]
31 thanks

  #2 (permalink)
 
RJay's Avatar
 RJay 
Hartford, CT. USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
Posts: 682 since Jun 2009
Thanks Given: 756
Thanks Received: 787


quasar View Post
hi,

i have been experimenting with most of john ehler's indicators. while i do subscribe to his trading philosophy that trading can be viewed as a signal processing problem (note to those who dissent: it's just another approach to the same problem), i wanted to see if any of you have had success with any of his indicators.

my favorite indicator of his (not really his...but he seems to have popularized it) is the sine wave. it is a key component to some of my systems. but with other indicators (cyber cycle, rvi, etc.) it has been more hit and miss.

also, senor mike, may we have an ongoing poll in here regarding the most popular indicators?...

ciao!

quasar,

When I first started researching trading futures markets, I spent a lot of time on Ehler's web site.

I eventually abandoned his research as unacceptable.

I did find one indicator I liked.

My version is call LaguerreMA.

If your interested, I can post it in the download area.

RJay

Reply With Quote
  #3 (permalink)
 
quasar's Avatar
 quasar 
milan, italy
 
Experience: Master
Platform: Matlab, NT
Trading: Equities, commodities
Posts: 8 since Dec 2009
Thanks Given: 1
Thanks Received: 1


Hi Rjay,

Thanks for the reply. My experience with Ehler's has been hit or miss. I do like his version of the Lagurre RSI though.

Would appreciate it if you could send me the Laguerre MA. What settings and rules do you use for it?

I'm happy to give you a more detailed account of my experience with his indicators via pm.

Regards,

quasar

Started this thread Reply With Quote
  #4 (permalink)
 zeller4 
Orlando Florida
 
Experience: Intermediate
Platform: NT8
Trading: CL, NQ, ES, RTY
Posts: 477 since Jun 2009
Thanks Given: 1,416
Thanks Received: 404


quasar View Post
Hi Rjay,

Thanks for the reply. My experience with Ehler's has been hit or miss. I do like his version of the Lagurre RSI though.

Would appreciate it if you could send me the Laguerre MA. What settings and rules do you use for it?

I'm happy to give you a more detailed account of my experience with his indicators via pm.

Regards,

quasar

did you get the Ehler's Collection?

Link to Downloads: Ehler's Collection
Kirk

Reply With Quote
  #5 (permalink)
Apocalypto
Australia
 
Posts: 1 since Feb 2010
Thanks Given: 0
Thanks Received: 0


zeller4 View Post
did you get the Ehler's Collection?
Kirk

Hi the adaptive RVI, is that the relative Vigor index for ninja trader?

cheers for posting the zip

Reply With Quote
  #6 (permalink)
 tornadoatc 
Ft. Lauderdale Florida
 
Experience: Intermediate
Platform: Tradestation
Posts: 17 since Apr 2010
Thanks Given: 31
Thanks Received: 3


zeller4 View Post
did you get the Ehler's Collection?

Link to Downloads: Ehler's Collection
Kirk

Can someone point to the Ehler's Collection for NT? The above link is not working.

Thanks

Reply With Quote
  #7 (permalink)
 Abde 
Stuttgart / Germany
 
Experience: Intermediate
Platform: FlatTrader
Broker: GFT and Interactive Brokers
Trading: ES, DAX
Frequency: Every few days
Duration: Days
Posts: 533 since Aug 2010
Thanks Given: 2,141
Thanks Received: 729


tornadoatc View Post
Can someone point to the Ehler's Collection for NT? The above link is not working.

Thanks

Here is the correct link: have fun!

Reply With Quote
The following 2 users say Thank You to Abde for this post:
  #8 (permalink)
 
Zondor's Avatar
 Zondor 
Portland Oregon, United States
 
Experience: Beginner
Platform: Ninjatrader®
Broker: CQG, Kinetick
Trading: Gameplay Klownbine® Trading of Globex
Posts: 1,333 since Jul 2009
Thanks Given: 1,246
Thanks Received: 2,731

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.




"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #9 (permalink)
 
Zondor's Avatar
 Zondor 
Portland Oregon, United States
 
Experience: Beginner
Platform: Ninjatrader®
Broker: CQG, Kinetick
Trading: Gameplay Klownbine® Trading of Globex
Posts: 1,333 since Jul 2009
Thanks Given: 1,246
Thanks Received: 2,731

A plot of the average of 20 values of the SS RF for a range of time frames does an outstanding job of converting the price signal into a zero centered oscillator.

That's a 50 period MTF Linear Regression in the price panel. It filters out a lot of noise while remaining highly responsive.

Unfortunately the historical plots of the MTF indicators still are only approximations of the correct, real time, plots. I finally understand why, but implementing the fix is proving difficult.




"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
The following user says Thank You to Zondor for this post:
  #10 (permalink)
 Trader12A 
New Zealand
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Mirus/Zenfire
Trading: Currencies, YM, CL
Posts: 63 since Nov 2010
Thanks Given: 266
Thanks Received: 31


Hi Zondor

Looking at your chart and comments I was wondering if you had done any more work on this as the chart looks promising indeed.
Also would it be possible to obtain a copy of the indicators you have used here.
many thanks for your continued support to all traders
Regards

Reply With Quote





Last Updated on December 26, 2018


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts