The Adaptive Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 140-141) and it does a pretty good job of capturing the peaks and valleys of the underlying data. There are several ways to read this particular indicator so for long term trades then buy when it goes above 0 and sell when it falls below 0 or for shorter...
The Adaptive Commodity Channel Index V1 was created by John Ehlers (Rocket Science For Traders pgs 236-237) and this is the typical Commodity Channel formula with the introduction of adaptive lengths based on his earlier work with indicators such as the Mother of Adaptive Moving Averages. For longer term signals you would get a bullish signal when CCI is above 0...
Level: 2
Background
John F. Ehlers introuced Homodyne Discriminator Cycle Period Measurer in his "Rocket Science for Traders" chapter 7. Homodyne means we are multiplying the signal by itself. More precise, we want to multiply the signal of the current bar with the complex conjugate of the signal 1 bar ago. The complex conjugate is, by definition, a complex...
Level: 3
Background
John F. Ehlers introuced ZeroLag Intraday Trading System in his "Rocket Science for Traders" chapter 16.
Function
blackcat L3 EhlersZeroLag Intraday Trading System is used to find proper long and short entries. Dr. Ehlers developed a completely automatic ZeroLag Intraday Trading System. The concepts of the Instantaneous Trendline and the...
Level: 2
Background
John F. Ehlers introuced Automatic SineTrend Trading System in his "Rocket Science for Traders" chapter 12.
Function
blackcat L2 Ehlers Automatic SineTrend Trading System is used to find proper long and short entries.Dr. Ehlers developed a completely automatic trading system called the SineTrend Automatic System based on the rules in his...
Level: 2
Background
John F. Ehlers introuced Hilbert Transform in his "Rocket Science for Traders" chapter 6. The Hilbert Transform is a procedure to create complex signals from the simple chart data familiar to all traders. Once we have the complex signals, we can compute indicators and signals that are more accurate and responsive than those computed using...
Level: 2
Background
John F. Ehlers introuced MESA Adaptive Moving Average-a.k.a "MAMA" in his "Rocket Science for Traders" chapter 17. Forgive the whimsy of the name Dr. Ehlers attached to this unique indicator, but with that name he is sure you will always remember it, like KAMA and VIDYA.
Function
blackcat L2 Ehlers MESA Adaptive Moving Average-a.k.a...
Level: 2
Background
John F. Ehlers introuced Phase Accumulation technique of cycle period measurement in his "Rocket Science for Traders" chapter 7. It is perhaps the easiest to comprehend. In this technique, John Ehlers measures the phase at each sample by taking the arctangent of the ratio of the Quadrature component to the In-phase component. A delta phase is...
Level: 2
Background
John F. Ehlers introuced Instantaneous Trendline (IT) in his "Rocket Science for Traders" chapter 10. Dr. Ehlers hope IT can enable us to compute a continuous trendline from which we can rapidly assess market action.
Function
blackcat L2 Ehlers Instantaneous Trendline (IT) is used to follow trend. IT is important because the dominant...
Level: 2
Background
John F. Ehlers introuced Predictive Average in his "Rocket Science for Traders" chapter 20 on 2001.
Function
The concept of taking a difference of lagging line from the original function to produce a leading function suggests extending the concept to moving averages. There is no direct theory for this, but it seems to work pretty well. If...
Level: 2
Background
John F. Ehlers introuced Sine Wave Indicator in his "Rocket Science for Traders" chapter 9.
Function
blackcat L2 Ehlers Sine Wave Indicator compared to conventional oscillators such as the Stochastic or Relative Strength Indicator (RSI), the Sinewave Indicator has two major advantages. These are
1. The Sinewave Indicator anticipates the...
Level: 2
Background
John F. Ehlers introuced Adaptive Relative Strength Index in his "Rocket Science for Traders" chapter 21 on 2001.
Function
The concept of taking a difference of lagging line from the original function to produce a leading function suggests extending the concept to moving averages. There is no direct theory for this, but it seems to work...
Level: 2
Background
John F. Ehlers introuced Signal to Noise Indicator in his "Rocket Science for Traders" chapter 8. Dr. Ehlers terms the case where half the average daily trading range is equal to the signal amplitude as our zero decibel Signal-to-Noise Ratio (0 dB SNR) condition. He wants the signal amplitude to be at least twice the noise amplitude (6dB...
Level: 2
Background
John F. Ehlers introuced the Distance Coefficient Ehlers Filter in his "Rocket Science for Traders" chapter 18 on 2001.
Function
Dr. Ehlers considered the gray shading levels as distances, he had away of computing filter coefficients in terms of sharpness of the edge. White is the maximum distance in one direction from the median gray, and...
Level: 2
Background
John F. Ehlers introuced Optimum Predictor in his "Rocket Science for Traders" chapter 20 on 2001.
Function
As we have seen before, the majority of the code involves the computation of the period using the Homodyne Discriminator algorithm. Once the period has
been computed, the Optimum Predictor is found in just a few lines of code....
Level: 2
Background
John F. Ehlers introuced Ehlers Filter in his "Rocket Science for Traders" chapter 18 on 2001.
Function
blackcat L2 Ehlers Filter is used to follow trend. The filters Dr. Ehlers have invented are nonlinear FIR filters. It turns out that they provide both extraordinary smoothing in sideways markets and aggressively follow major price...
Level: 2
Background
John F. Ehlers introuced Market Mode Identifier in his "Rocket Science for Traders" chapter 11. The simplified model of the market, derived from the Drunkard's Walk problem, has only two modes-the Cycle Mode and the Trend Mode. Through the derivation of the Sinewave Indicator and the Instantaneous Trendline, Ehlers had shown several ways to...
Level: 2
Background
John F. Ehlers introuced Hilbert Oscillator in his "Rocket Science for Traders" chapter 8. The Hilbert Oscillator identifies every major turning point.
Function
blackcat L2 Ehlers Hilbert Oscillator is used to follow the trend. Although it will not be a leading indicator because of the 2-bar lag required to compute Q3, it does prove...
![AAPL: Ehlers Adaptive Relative Vigor Index [CC]](https://s3.tradingview.com/d/drnLJt7F_mid.png "Ehlers Adaptive Relative Vigor Index [CC]")
![AAPL: Ehlers Adaptive Commodity Channel Index V1 [CC]](https://s3.tradingview.com/1/1TIs3KgT_mid.png "Ehlers Adaptive Commodity Channel Index V1 [CC]")
![BTCUSD: [blackcat] L2 Ehlers Homodyne Discriminator Period Measurer](https://s3.tradingview.com/e/eCnJxA4R_mid.png "[blackcat] L2 Ehlers Homodyne Discriminator Period Measurer")
![BTCUSD: [blackcat] L3 Ehlers ZeroLag Intraday Trading System](https://s3.tradingview.com/v/vQQf468q_mid.png "[blackcat] L3 Ehlers ZeroLag Intraday Trading System")
![BTCUSD: [blackcat] L2 Ehlers Automatic SineTrend Trading System](https://s3.tradingview.com/6/6vPECLUX_mid.png "[blackcat] L2 Ehlers Automatic SineTrend Trading System")
![XAUUSD: [blackcat] L2 Ehlers Hilbert Transform](https://s3.tradingview.com/d/dFWImthM_mid.png "[blackcat] L2 Ehlers Hilbert Transform")
![XAUUSD: [blackcat] L2 Ehlers MAMA](https://s3.tradingview.com/j/jVtCNGZY_mid.png "[blackcat] L2 Ehlers MAMA")
![BTCUSD: [blackcat] L2 Ehlers Phase Accumulator Cycle Period Measurer](https://s3.tradingview.com/j/jBWpm8MM_mid.png "[blackcat] L2 Ehlers Phase Accumulator Cycle Period Measurer")
![BTCUSD: [blackcat] L2 Ehlers Instantaneous Trendline](https://s3.tradingview.com/s/SwCOJ5jy_mid.png "[blackcat] L2 Ehlers Instantaneous Trendline")
![XAUUSD: [blackcat] L2 Ehlers Predictive Average](https://s3.tradingview.com/g/G5DEiimh_mid.png "[blackcat] L2 Ehlers Predictive Average")
![XAUUSD: [blackcat] L2 Ehlers Sine Wave Indicator](https://s3.tradingview.com/5/5n0y69Aq_mid.png "[blackcat] L2 Ehlers Sine Wave Indicator")
![ETHUSD: [blackcat] L2 Ehlers Adaptive Relative Strength Index](https://s3.tradingview.com/2/26JhD0BZ_mid.png "[blackcat] L2 Ehlers Adaptive Relative Strength Index")
![BTCUSD: [blackcat] L2 Ehlers Signal to Noise Indicator](https://s3.tradingview.com/r/RGMJUq98_mid.png "[blackcat] L2 Ehlers Signal to Noise Indicator")
![XAUUSD: [blackcat] L2 The Distance Coefficient Ehlers Filter](https://s3.tradingview.com/i/IftVmr8d_mid.png "[blackcat] L2 The Distance Coefficient Ehlers Filter")
![XAUUSD: [blackcat] L2 Ehlers Optimum Predictor](https://s3.tradingview.com/h/Hf18DHlQ_mid.png "[blackcat] L2 Ehlers Optimum Predictor")
![XAUUSD: [blackcat] L2 Ehlers Filter](https://s3.tradingview.com/n/N8q0fqKE_mid.png "[blackcat] L2 Ehlers Filter")
![BTCUSD: [blackcat] L2 Ehlers Market Mode Identifier](https://s3.tradingview.com/g/GEN5Iupc_mid.png "[blackcat] L2 Ehlers Market Mode Identifier")
![BTCUSD: [blackcat] L2 Ehlers Hilbert Oscillator](https://s3.tradingview.com/v/V5X3Vnfc_mid.png "[blackcat] L2 Ehlers Hilbert Oscillator")