Having already posted the code necessary to fix the indicator, I will leave it to someone else to make the corrections and post an updated version.

However nobody seems to have any real interest in this indicator, and I am not sure that it has any real practical value anyway.

The version I posted is, however, an illustration of some good coding techniques. A subject that also garners a low level of interest.

Zondor 

Having already posted the code necessary to fix the indicator, I will leave it to someone else to make the corrections and post an updated version. However nobody seems to have any real interest in this indicator, and I am not sure that it has any real practical value anyway. The version I posted is, however, an illustration of some good coding techniques. A subject that also garners a low level of interest.

@Zondor,

I for one am very grateful!! so I'm happy to be a low level

here's an example. you'll recognize some of your coding techniques:

https://nexusfi.com/elite-trading-journals/30600-alpha-trading-method-ninjatrader-advanced-trade-management-jdneeman-48.html#post394272

Hi @Zondor
well I have no clue about coding(as anyone can see) but did try taking what you posted and replacing in the other indi posted.
Apparently more to it than what I tried.
Here is what I got.


Oh well gave it a shot.
Thanks for all your contributions!

Cory's version of the Sine Wave probably should not be used, no matter how efficiently I managed to get it to run.

I concur with @Fat Tails that the second version he mentions in post 35 is the preferred one:

Quoting 

2) HilbertSinewaveOscillator: Download: Ehlers Collection for NT 7 Exported using NT Version 7.0.1000.3 This is a collection of various filters by John Ehlers outlined in his books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures". The following indicators are included: - Adaptive … personFat Tails The indicator uses a different approach to calculate the sinewave. It uses the HilbertTransform2 indicator with a setting of 0.07. The period which can be set via indicator is fake, as it is never used by the calculations. I have not fully understood the formula. Verdict: The indicator comes close to the original Ehlers formula, the bug is removed.

The fix for the fake period is that alpha should be a function of period. Setting alpha =1.0/(1+period) seems to work well. The Sine Wave on this chart has a period of 50.

Having taken care of that, maybe I will get around to coloring the region between the two plots and drawing support and resistance lines on the price panel.

To the Hilbert Transform version of sine wave, has been added

• calculation of alpha based on period
• S/R lines based on logic in the Cory version.

I think there is room for improvement in the logic that draws the S/R lines, which do not seem consistent with the start of trend, pullback, and end of trend logic of the Emini-watch® version.

This is not fully speed optimized, but it's a lot better than what I started from.

The smoothing of the input series in the HT is by the median indicator. This needs to be looked at further.

Zondor 

To the Hilbert Transform version of sine wave, has been added calculation of alpha based on period S/R lines based on logic in the Cory version. I think there is room for improvement in the logic that draws the S/R lines, which do not seem consistent with the start of trend, pullback, and end of trend logic of the Emini-watch® version. This is not fully speed optimized, but it's a lot better than what I started from. The smoothing of the input series in the HT is by the median indicator. This needs to be looked at further.

Yeah! looks better than Cybernetics analisys SineWave

Thanks!

Hello Alicante! I had a long time ago apartment in Denia behind Valencia you know where it is. I had a nice time there. We drunk coffee Karachilio and cheap home wine all the time. Only problem was drinking water - always salty.
Hermes777
P.S. Not Hot Forex anymore because US and Canadian traders are not allowed by their governments to trade at HF!
As I can see on this forum are mostly Ninja traders. I cannot use those indicators on the new ZOO-MT4/5.

Moved the calculation of the Hilbert Transform into the Sine Wave so that there are no longer any dependencies on external classes, and made some performance improvements to reduce CPU load substantially. Please report any problems.

I think this is now the best performing Hilbert Sine Wave of this type that can be found anywhere. However, John Ehlers has introduce a newer, Even Better Sine Wave that is nothing like this one.


__Oscillator Hilbert Sinewave.cs

Zondor 

Moved the calculation of the Hilbert Transform into the Sine Wave so that there are no longer any dependencies on external classes, and made some performance improvements to reduce CPU load substantially. Please report any problems. I think this is now the best performing Hilbert Sine Wave of this type that can be found anywhere. However, John Ehlers has introduce a newer, Even Better Sine Wave that is nothing like this one. Attachment 144656

Hi Zondor,


Using these 2 indicators __Oscillator Hilbert Sinewave and __HilbertSinewaveOscillator2 . I still prefer __HilbertSinewaveOscillator2. I use range bars and japanese bars and works better your first one for me.


Thank you for your work

Quoting 

Using these 2 indicators __Oscillator Hilbert Sinewave and __HilbertSinewaveOscillator2 . I still prefer __HilbertSinewaveOscillator2. I use range bars and japanese bars and works better your first one for me.

They SHOULD, work exactly the same, unless the second one has coding errors.