loxx wrote: Fri Sep 02, 2022 11:19 pm Let me ask and see if we can get that, yeah.

I believe you can actually create that using any of the Ehlers modified RSI, Stochastic, etc. Simply set the high-pass and low-pass values to the dominant cycle and set the length to a very low value like 1.0.

mrtools wrote: Sat Dec 10, 2022 4:37 am Ehlers Fisher Transform Histogram with Jurik Smoothing & Slope Coloring options

Added the alerts and eft line slope coloring. Also, you can choose to use the histo or colored line and or the signal line. Tested the button seems to work fine for me but updated it a little bit.

hi,mrtools ,kindly add chart back ground color option on slope line color change and if possible kindly add histogram color change option on slope line color change.

FInally I found some time and made some testing of code related
to Dominant Cycle calculation using different methods suggestef by Ehler
and I found some strange behaviours. I enclose two screenshots one for
test signals (chirp and teethsaw) and real time data. Dominant cycle detectors are
as followed:

1 - From the book 'Cybernetic Analysis for Stocks and Futures' by John Ehlers
2 - From book 'Cycle Analysis for Traders' by John Ehlers autororrelation peridogram
3 - From book 'Cycle Analysis for Traders' by John Ehlers combined BandPass output
4 - TASC0308 (BandPass filter bank)
5 - From book 'Cycle Analysis for Traders' by John Ehlers DFT

from screenshoots we can see tht all detectors are OK with chirp signal

as per trends (297 bars long) is clear that some of them settle on completelly wrong period
so nr 3 on 23 bars and nr 5 on 13 bars. Nr 5 has some strange notches down from expected
period of 50 bars.

As per real data and comparison of DC measured all of them show different DC. Nr4 for example
shows the same DC value even market switches from trend mode to cycle node (01/22 - 05/22). Nr 3
shows similar behaviour.

So look like a bit of BS... unfortunatelly..at least at the moment

Krzysztof

krzysiaczek99 wrote: Mon Feb 06, 2023 3:07 am I found some time and made some testing

andrei-1 wrote: Mon Feb 06, 2023 4:11 pm

Hi,

Dominany cycle period is used to tune indcators to make them adaptive e.g. RSI so showing divergence does not have any sense here. John Ehler using this value internally to tune indiators or create instant trendlines in part of his work. If you look to sin screenshoot you can see that sin is changing the frequency or period (its actually called chirp signal) so indicators what I posted show length of measured period.

Below you can see two screens of strategies applied to chirp signal. One adaptive and one with fixed length. You can see that adaptive tuned by dominant cycle
perfectly finds top and bootoms but another one with fixed settings suddenly start to trade opposite i.e. buy at top and sell at bottom.

Unfortunatelly price data is not sin signal so it very diffcult to extract DC value, during John carrier he wa trying maybe 5 or more different methods, all is in his books and articles.

John Ehler will be 90 years old this year so I don't think he will make more development it this area....

Krzysztof

krzysiaczek99 wrote: Tue Feb 07, 2023 1:32 am Hi,





Below you can see two screens of strategies applied to chirp signal. One adaptive and one with fixed length. You can see that adaptive tuned by dominant cycle
perfectly finds top and bootoms but another one with fixed settings suddenly start to trade opposite i.e. buy at top and sell at bottom.

Unfortunatelly price data is not sin signal so it very diffcult to extract DC value, during John carrier he wa trying maybe 5 or more different methods, all is in his books and

What can adaptive dominant cycle apply to?
What is sin signal and DC value?

This is one of the best indicators from John Ehlers

Hilbert Sine Wave

chickensword wrote: Tue Feb 07, 2023 4:51 am What can adaptive dominant cycle apply to?
What is sin signal and DC value?

Startegy is bandpass tuned by cycle calculator from the book 'Cybernetic Analysis for Stocks and Futures' by John Ehlers . DC value is changing as signal frequency is changing (sin with changing frequency)...

chickensword wrote: Tue Feb 07, 2023 6:03 am This is one of the best indicators from John Ehlers

Hilbert Sine Wave

I only see flat red/blue lines. Does it work to you?

ffsss wrote: Thu Feb 09, 2023 3:02 am I only see flat red/blue lines. Does it work to you?

I think requires separate ‘indicator’ folder to be dropped in
See if that works for you