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Webinar: John Ehlers on Indicators for Effective Trading Strategies


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Webinar: John Ehlers on Indicators for Effective Trading Strategies

  #21 (permalink)
 
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 Fat Tails 
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supermht View Post
sorry, FT, my fault

it is 60mintues ES chart, let me post again


Looks right. I use mergebackadjusted charts and have already switched to ES 09-13, the values are therefore different, but the shape is identical. The indicator needs a zeroline, I will add it.

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  #22 (permalink)
 
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Big Mike View Post
Congratulations to the ten book winners today:
@Ken100, @aribe, @jowattjr, @LC001, @Yaropolk, @montanai, @gdance, @PeterS, @timefreedom, @Porsche

I will contact you via PM shortly to get the details in order to get the prize in your hands.

I have sent the winners autograph requests to John. He will autograph the books and then send them back to me, and I will then ship them to their final destination. The entire process will take ~3 weeks.

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  #23 (permalink)
 vegasfoster 
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So...seems like it's working. SC stochastics has 3 inputs for high, low, close, so I created 3 subgraphs to be used for each. Lemme know.


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vegasfoster View Post
So...seems like it's working. SC stochastics has 3 inputs for high, low, close, so I created 3 subgraphs to be used for each. Lemme know.

Thank you. The best test would be to duplicate Ehlers time frame and charts in the webinar to make sure the formula/result matches.

I will try to do this, perhaps this weekend.

Mike

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  #25 (permalink)
 
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vegasfoster View Post
So...seems like it's working. SC stochastics has 3 inputs for high, low, close, so I created 3 subgraphs to be used for each. Lemme know.


I have tried to reduplicate your chart. The main difference seems to be that the Stochastics indicator, which uses the Roofing Filter as input series in your panel 4, displays values over 100 and below 0. I do not know whether this is intended. The NinjaTrader Stochastics which I use is limited to the range between 0 and 100.

The chart is attached for comparing it to yours.


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  #26 (permalink)
 vegasfoster 
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Fat Tails View Post
I have tried to reduplicate your chart. The main difference seems to be that the Stochastics indicator, which uses the Roofing Filter as input series in your panel 4, displays values over 100 and below 0. I do not know whether this is intended. The NinjaTrader Stochastics which I use is limited to the range between 0 and 100.

The chart is attached for comparing it to yours.


I think the only way that could be happening is if the filtered close is greater/lesser than the filtered high/low. I'll look at it tomorrow, I may have them flipped or something.

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  #27 (permalink)
 
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Also @slickiam posted a Sierra version here as well:



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  #28 (permalink)
 
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Big Mike View Post
Also @slickiam posted a Sierra version here as well:



Mike

hi all

Just didn't see the study is already done and I've coded it because of insomnia

gd lck

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  #29 (permalink)
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slickiam View Post
hi all

Just didn't see the study is already done and I've coded it because of insomnia

gd lck

That's ok, mine had issues, so we'll go with yours.

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John,

Thanks for the great discussion on noise and how to handle it with market data. I knew noise was there but didn't know how best to remove it from my input streams. I hope to learn the proper implementation and apply it to my genetic programming. I am hoping to see better convergence of solutions.

Nil per os
-NJAMC [Generic Programmer]

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