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 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 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 Adaptive Stochastic in his "Rocket Science for Traders" chapter 21 on 2001.
Function
The Stochastic measures the current closing price relative to the lowest low over the observation period. It then normalizes this to the range between the highest high and the lowest low over the observation period. If the current...
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...
Level: 2
Background
John F. Ehlers introuced Dual Differential Cycle Period Measurer in his "Rocket Science for Traders" chapter 7. The In-phase and Quadrature components are computed with the Hilbert Transformer using procedures identical to those in the Dual Differentiator.
Function
blackcat L2 Ehlers Homodyne Discriminator Cycle Period Measurer is used to...
Level: 2
Background
John F. Ehlers introucedAdaptive Commodity Channel Index in his "Rocket Science for Traders" chapter 21 on 2001.
Function
The Commodity Channel Index (CCI) computes the average of the median price of each bar over the observation period. It also computes the Mean Deviation (MD) from this average. The CCI is formed as the current deviation...
Level: 2
Background
John F. Ehlers introuced Cyber Cycle Trading Strategy in his "Cybernetic Analysis for Stocks and Futures" chapter 4 on 2004.
Function
With cyber cycle alone, the Trigger lags the Cycle by one bar, so that their crossing introduces at least another bar of lag. Finally, Dr Ehler concluded that we can’t execute the trade until the bar after...
Level: 2
Background
John F. Ehlers introuced center of gravity (CG) in his "Cybernetic Analysis for Stocks and Futures" chapter 5 on 2004.
Function
The center of gravity (CG) of a physical object is its balance point. For example, if you balance a 12-inch ruler on your finger, the CG will be at its 6-inch point. If you change the weight distribution of the...
Level: 2
Background
John F. Ehlers introuced Relative Vigor Index in his "Cybernetic Analysis for Stocks and Futures" chapter 6 on 2004.
Function
Relative Vigor Index (RVI) uses concepts dating back over three decades and also uses modern filter and digital signal processing theory to realize those concepts as a practical and useful indicator. The RVI merges...
The 3 Pole Butterworth Filter was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 196-197) and this indicator is a moving average that also works well as a trendline. Buy when the indicator line turns green and sell when it turns red.
Let me know if you would like me to publish other indicators or if you want something custom done!
The Center of Gravity Oscillator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 49) and this provides a pretty accurate way to see how the stock is trending. If the indicator stays above 0 then the stock is in a pretty strong uptrend and if it stays below 0 then the stock is in a pretty strong downtrend. Buy when the indicator changes...
The 2 Pole Super Smoother Filter was created by John Ehlers (Cycle Analytics For Traders pg 32) and this follows the price very closely and very useful because it is consistent with uptrends and falls sharply during a sudden downtrend so it should be able to help you stay more profitable. Buy when the indicator line turns green and sell when it turns red.
Let me...
The Fisher Transform Indicator was created by John Ehlers and the beauty of this indicator is that it provides sharp and clear turning points that are also very early. Buy when the indicator line is green and sell when it is red.
This was a special request so let me know if you would like me to publish other scripts or if you want something custom done!
The Correlation Cycle Indicator was created by John Ehlers (Stocks & Commodities V. 38:06 (8–15)) and this is technically part of three indicators in one so I'm splitting each one to a separate script. This particular indicator was designed for trend direction and trend strength and simply buy when it is green and sell when it turns red. Also keep in mind that the...
The Fisher Stochastic Center Of Gravity Indicator was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 95) and this is a combo cycle indicator mixed with a stochastic indicator. The idea is to capture the beginning of the cycle and ride it until the end. Buy when the indicator line is green and sell when it turns red.
This was a custom...
The Predictive Moving Average was created by John Ehlers (Rocket Science For Traders pg 212) and this is one of his first leading indicators. I have been asked by many people for more leading indicators so this one is for you all! Buy when the indicator line is green and sell when it is red.
Let me know if there are other indicators you would like to see me...
The Instantaneous Trendline was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pg 24) and this is an updated version of his original Instantaneous Trendline that works much better in my opinion. Buy when the indicator line turns green and sell when it turns red.
Let me know what other scripts you would like to see me publish or if you want...
![XAUUSD: [blackcat] L2 Ehlers Filter](https://s3.tradingview.com/n/N8q0fqKE_mid.png "[blackcat] L2 Ehlers Filter")
![BTCUSD: [blackcat] L2 Ehlers Signal to Noise Indicator](https://s3.tradingview.com/r/RGMJUq98_mid.png "[blackcat] L2 Ehlers Signal to Noise Indicator")
![BTCUSD: [blackcat] L2 Ehlers Market Mode Identifier](https://s3.tradingview.com/g/GEN5Iupc_mid.png "[blackcat] L2 Ehlers Market Mode Identifier")
![XAUUSD: [blackcat] L2 Ehlers Adaptive Stochastic](https://s3.tradingview.com/2/2ekd8grA_mid.png "[blackcat] L2 Ehlers Adaptive Stochastic")
![BTCUSD: [blackcat] L2 Ehlers Hilbert Oscillator](https://s3.tradingview.com/v/V5X3Vnfc_mid.png "[blackcat] L2 Ehlers Hilbert Oscillator")
![BTCUSD: [blackcat] L2 Ehlers Dual Differential Cycle Period Measurer](https://s3.tradingview.com/q/qsLU4UEV_mid.png "[blackcat] L2 Ehlers Dual Differential Cycle Period Measurer")
![XAUUSD: [blackcat] L2 Ehlers Adaptive Commodity Channel Index](https://s3.tradingview.com/v/VYJqqXoT_mid.png "[blackcat] L2 Ehlers Adaptive Commodity Channel Index")
![BTCUSDT: [blackcat] L2 Ehlers Cyber Cycle Trading Strategy](https://s3.tradingview.com/j/JJZk6eGQ_mid.png "[blackcat] L2 Ehlers Cyber Cycle Trading Strategy")
![XAGUSD: [blackcat] L2 Ehlers Center of Gravity](https://s3.tradingview.com/z/ZOdu3nnm_mid.png "[blackcat] L2 Ehlers Center of Gravity")
![XAGUSD: [blackcat] L2 Ehlers Relative Vigor Index](https://s3.tradingview.com/z/zQX9bXz8_mid.png "[blackcat] L2 Ehlers Relative Vigor Index")
![AAPL: Ehlers 3 Pole Butterworth Filter V2 [CC]](https://s3.tradingview.com/c/cGeKRX1C_mid.png "Ehlers 3 Pole Butterworth Filter V2 [CC]")
![AAPL: Ehlers Center Of Gravity Oscillator [CC]](https://s3.tradingview.com/t/thsL7j1b_mid.png "Ehlers Center Of Gravity Oscillator [CC]")
![AAPL: Ehlers 2 Pole Super Smoother Filter V2 [CC]](https://s3.tradingview.com/p/PAIrISU7_mid.png "Ehlers 2 Pole Super Smoother Filter V2 [CC]")
![AAPL: Ehlers Fisher Transform Indicator [CC]](https://s3.tradingview.com/l/lbCrnfnp_mid.png "Ehlers Fisher Transform Indicator [CC]")
![AAPL: Ehlers Fisher Stochastic Center Of Gravity [CC]](https://s3.tradingview.com/t/TLjl71aL_mid.png "Ehlers Fisher Stochastic Center Of Gravity [CC]")
![AAPL: Ehlers Predictive Moving Average [CC]](https://s3.tradingview.com/k/kexjZZwL_mid.png "Ehlers Predictive Moving Average [CC]")
![AAPL: Ehlers Instantaneous Trendline V2 [CC]](https://s3.tradingview.com/p/ptcuAPkA_mid.png "Ehlers Instantaneous Trendline V2 [CC]")