Ehlers' Cycle Analytics for Traders - Vendors and Product Reviews | futures.io
futures.io futures trading


Ehlers' Cycle Analytics for Traders
Started: by Taggart Views / Replies:7,695 / 17
Last Reply: Attachments:16

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 16  
 
Thread Tools Search this Thread
 

Ehlers' Cycle Analytics for Traders

  #11 (permalink)
Elite Member
Los Angeles, CA
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: AMP
Favorite Futures: ES
 
Posts: 30 since Oct 2009
Thanks: 183 given, 21 received

Another hack job

@Zondor thanks for the optimized version of the bandpass. I have a lot to learn. Attached is my stab at the AutoCorrelation Periodogram. I was able to get it to plot (without the fancy colors) but am not too sure about its accuracy. My code is of course sloppy and not optimized. There is one block of code involving what looks to be a 2 dimensional array (array "r" in Ehlers code) that I could not get to work, so I broke it down into 2 separate 1 dimensional arrays. I am not sure the logic mimics what Ehlers had intended. Anyway, if anyone smarter than me could have a look I would much appreciate it. I have also included Ehlers EasyLanguage code for reference.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Attached Files
Register to download File Type: txt AutocorrelationPeriodogram.txt (6.3 KB, 59 views)
Register to download File Type: zip AutocorrelationPeriodogram.zip (3.0 KB, 39 views)
Reply With Quote
The following 3 users say Thank You to Taggart for this post:
 
  #12 (permalink)
Elite Member
Los Angeles, CA
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: AMP
Favorite Futures: ES
 
Posts: 30 since Oct 2009
Thanks: 183 given, 21 received

I was finally able to sort out the two dimension array issue which more closely follows Ehlers code and have attached an update. It produces significantly different values from the one posted earlier. So, one or both may be incorrect. Don't rely on either indicator until further verification. I have no way of comparing to Ehlers' work. There is only 1 screenshot in the book and it is for a stock which I don't have a data feed for. I also have not made any effort to optimize as I plan on only using this indicator on COBC=True (plus I don't really know how anyway, haha).

Attached Files
Register to download File Type: zip AutocorrelationPeriodogram2.zip (3.0 KB, 81 views)
Reply With Quote
The following 3 users say Thank You to Taggart for this post:
 
  #13 (permalink)
Elite Member
Switzerland
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Dorman
Favorite Futures: Currency Futures, ES
 
mk77ch's Avatar
 
Posts: 74 since Oct 2010
Thanks: 12 given, 62 received


great thread, would be nice to have the code for the other indicators.

cheers,
mike

Reply With Quote
 
  #14 (permalink)
Elite Member
Switzerland
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Dorman
Favorite Futures: Currency Futures, ES
 
mk77ch's Avatar
 
Posts: 74 since Oct 2010
Thanks: 12 given, 62 received

Even Better Sinewave

Here is the Even Better Sinewave or at least a try to code it for Ninjatrader

cheers,
Mike

Attached Thumbnails
Ehlers' Cycle Analytics for Traders-evenbettersinewave.png  
Attached Files
Register to download File Type: zip EvenBetterSineWave.zip (2.3 KB, 104 views)
Reply With Quote
The following 2 users say Thank You to mk77ch for this post:
 
  #15 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,285 since Jul 2009
Thanks: 1,227 given, 2,477 received

Even More Better Sine Wave

Futures Edge on FIO

Which products do you trade?

 
It's not necessary to calculate on every tick values that never change during the execution of a program, or that only change once per bar. (Unless your CPU is lazy and needs some extra work to do).

Nor is it necessary to do anything when an intrabar price tick has the same value as the one just before it, since the output will be the same as the previous one.

When an instance of the EBSinewave is being called by another indicator, set the ShowPlot parameter to false. It is not necessary to generate an output plot (Values[0]) if an instance of the EB Sinewave is being called by another indicator, since the output of the EB SInewave is exposed by a public data series that is not dependent on the plot.

"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
Attached Files
Register to download File Type: cs ~JFE EvenBetterSineWave.cs (9.4 KB, 137 views)

Last edited by Zondor; March 3rd, 2014 at 02:02 PM.
Reply With Quote
The following 5 users say Thank You to Zondor for this post:
 
  #16 (permalink)
Elite Member
Stanstead, Quebec, Canada
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: CL
 
Royal Flush's Avatar
 
Posts: 122 since Dec 2010
Thanks: 71 given, 63 received

I have been unable to find any information on the net regarding how to read Elhers Dominant Cycle. Below it appears that it is a leading indicator saying that the next dominant cycle will be up. This seems to good to be true, is it?

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
 
  #17 (permalink)
Elite Member
New York
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: parallel
 
Posts: 5 since Oct 2012
Thanks: 1 given, 3 received

It would be great to have the code for Adaptive Bandpass, Adaptive RSI and Autocorrelation Reversal. I can post EL code if somebody can give it a try.


Last edited by waver; December 31st, 2015 at 06:24 PM.
Reply With Quote
 
  #18 (permalink)
Elite Member
NYC
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 12 since Dec 2009
Thanks: 8 given, 9 received


Zondor View Post
I corrected two bugaboos that degrade performance with no benefit whatsoever:
  • Calculating on every tick values that only need to be calculated once per lifetime of indicator.
  • Calculating on every tick values that only need to calculated once per bar.

This drastically reduces the loading time and CPU load.

Corrected a bug where alpha2 variable was overwritten before it was used in calculations.

Attached Files
Register to download File Type: cs MyBandpassFilter.cs (11.5 KB, 23 views)
Reply With Quote
The following 2 users say Thank You to nailz420 for this post:

Reply



futures.io > > > > Ehlers' Cycle Analytics for Traders

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

2016 True Edge Awards: Voting is open until Jan 21!

Now
 

An Afternoon with FIO member Massive l

Elite only
 

Anthony Drager: Pulling the trigger with confidence

Elite only
 

Leo Murphy: The Art and Science of Technical Analysis

Elite only
 

FuturesTrader71: Ask Me Anything

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Thoughts on Ehlers indicators quasar NinjaTrader 14 January 29th, 2015 10:34 AM
Center of Gravity by John Ehlers Silvester17 NinjaTrader 10 June 9th, 2014 05:45 PM
John Ehlers traderwerks Traders and Trading Methods 0 August 22nd, 2013 11:59 PM
Ehlers Cycle Period Indicator kabakj NinjaTrader 5 January 15th, 2013 06:47 PM
John Ehlers Zero Lag ebtrader ThinkOrSwim Programming 0 December 25th, 2010 11:41 AM


All times are GMT -4. The time now is 10:15 AM.

no new posts
Page generated 2017-01-20 in 0.10 seconds with 21 queries on phoenix via your IP 54.204.185.160