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Re: NinjaTrader Ehler's indicators

Banzai, Fri Dec 26, 2025 3:45 pm

Below is the definitive short list traders
(coders, quants, and magazine readers) encounter most from Ehlers.

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1️⃣ MESA (Maximum Entropy Spectrum Analysis)
Category: Cycle detection
Why it’s important:
  • This is Ehlers’ signature invention.
  • It analyzes price like a signal to find the dominant cycle length in real time.
  • Helps create adaptive moving averages, filters, and oscillators.
Used for:
  • Adapting indicator length dynamically
  • Cycle-based entries and exits
  • Avoiding fixed-period indicators (like standard RSI 14)
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2️⃣ Ehlers’ Instantaneous Trendline

Category: Zero-lag trend detection
Features:
  • Attempts to extract trend with nearly no lag.
  • Reacts faster than SMA/EMA while staying smoother.
Used for:
  • Trend-following systems
  • Fast directional bias without repainting
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3️⃣ Super Smoother Filter

Category: Low-lag smoothing
Description:
  • A 2-pole filter that removes noise while keeping responsiveness.
  • Works like a zero-lag EMA on steroids.
Used for:
  • Creating smoother versions of RSI, MACD, Stochastics
  • Reducing whipsaw during choppy forex markets
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4️⃣ Roofing Filter

Category: Band-pass filter
Purpose:
  • Removes both low-frequency drift (trend) and high-frequency noise.
  • Leaves only the tradable cyclical component of the price.
Used for:
  • Oscillator construction
  • Cycle-based scalping
  • Indicators like Ehlers’ Sinewave
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5️⃣ Ehlers Sine Wave / Lead Sine

Category: Cycle oscillator
Features:
  • Plots a sine and lead-sine line.
  • Shows turning points before RSI/MACD do.
Used for:
  • Early cycle reversals
  • Identifying peak/trough moments
  • Sideways market scalping
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6️⃣ Fisher Transform (Ehlers Fisher)

Category: Probability-based oscillator
Why it’s popular:
  • Converts price into a Gaussian-like distribution, making turning points more statistically meaningful.
  • Extremely sharp turning points.
Used for:
  • Reversal signals
  • Converting price swings into clear highs/lows
  • Foundation of many MT4/MT5 custom indicators
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7️⃣ Laguerre Filter / Laguerre RSI

Category: Recursive filter
Purpose:
  • Smooths data with almost no lag and incredibly little noise.
  • Uses gamma (γ) to control memory depth.
Used for:
  • Building “no-lag RSI,” “no-lag MACD,” etc.
  • Intraday scalping
  • Eliminating false signals
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8️⃣ Instantaneous Frequency & Hilbert Transform Tools

Category: Advanced DSP
Includes:
  • Hilbert Transform
  • Quadrature components
  • Dominant cycle measurement
Used for:
  • Adaptive indicators
  • Determining if market is trending or cycling
  • Identifying cycle phase (peak, trough, slope)
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9️⃣ Mesa Adaptive Moving Average (MAMA) & FAMA

Category: Adaptive moving averages
Features:
  • Uses the measured dominant cycle to adjust speed.
  • Fast in trends, slow in chop — automatically.
Used for:
  • Trend trading
  • Filtering noise
  • Adaptive support/resistance
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🔟 Decycler / De-Trending Indicator

Category: Removing cycles
Purpose:
  • Instead of filtering noise to isolate cycles, this filter removes cycles to show pure trend.
Used for:
  • Trend direction without oscillations
  • Hybrid cycle/trend systems when paired with Roofing Filter
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🔥 Honorable Mentions

These are also referenced frequently in S&C Magazine:
  • Zero-Lag EMA — modified EMA formula with reduced lag
  • Adaptive RSI — RSI using dominant cycle length
  • Homodyne Discriminator — cycle measurement technique
  • Band-Pass filters for scalping systems
  • Gaussian filters for ultra-smooth lines
  • Ehlers’ Cyber Cycle — a highly responsive oscillator
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🎯 Why Ehlers Matters for Coders

Ehlers is the bridge between engineering DSP theory and trading indicators.
He uses:
  • Digital filters
  • Spectral analysis
  • Hilbert transforms
  • Smoothing algorithms
  • Zero-lag techniques
This makes his indicators codable, modular, and mathematically consistent.

That’s why platforms like:
  • MT4/MT5
  • TradingView
  • NinjaTrader
  • ThinkorSwim
  • AmiBroker
all have large libraries of Ehlers-based indicators.
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