Hello all

I conducted a comprehensive back test using 40 different instruments, with each back test spanning over 5 years of data. In total, approximately 200 million trades were analysed, comprising 150,000 back tests. The strategies employed in the back tests were derived from John Ehlers Digital Signal Processing techniques, as well as classic indicators such as RSI and CCI, allowing for effective comparisons.

Following the analysis of the back test results, I selected prospective triplets consisting of strategy, timeframe, and instrument. This selection process was crucial in creating a well-balanced portfolio. The trading was carried out using a lot size of 0.01, ensuring consistency.

The results of the back test, along with the chosen portfolio, are outlined below. So as you can see it works, only matter to chose proper TF, strategy and instrument.


Enjoy, Krzysztof

Less Laggy MAMA Mesa Adaptive Moving Average using FAMA (Following Adaptive MA)

From Mladen:

Usually MESA Adaptive Moving Average (MAMA) is displayed on chart as two values. That sometimes is misleading since it is not often explained what are the traders actually looking at then.

The second value displayed on chart is what John Ehlers calls "a Following Adaptive Moving Average (FAMA)", and this indicator uses the combined values of MAMA and FAMA to assess the trend of the market.

It's an oldie but trying to modernize it a bit. This version is using a less lagging smoothing feature built in was done by Mladen a long time ago, I just kind of updated it adding filling, candles, shadow lines and a button.

For additional information on the Mesa Adaptive MA & a PDF please see: Mesa Adaptive Moving Average.

mrtools wrote: Fri May 26, 2023 9:01 am From Mladen:
Usually MESA Adaptive Moving Average (MAMA) is displayed on chart as two values. That sometimes is misleading since it is not often explained what are the traders actually looking at then.

The second value displayed on chart is what John Ehlers calls "a Following Adaptive Moving Average (FAMA)", and this indicator uses the combined values of MAMA and FAMA to assess the trend of the market.

It's an oldie but trying to modernize it a bit. This version is using a less lagging smoothing feature built in was done by Mladen a long time ago, I just kind of updated it adding filling, candles, shadow lines and a button.

Respected mrtools Sir,

Thanks for all your Efforts, Time, Kindness.
Thanks for all your Indicators, mods, enhancements.

Thanks a Lot.

mrtools wrote: Fri May 26, 2023 9:01 am From Mladen:

Thanks, MrTools,
signals are pretty much perfect.
(one has to say, though: default colours are a challenge, especially if you want to use it for trading.)

josi wrote: Fri May 26, 2023 3:55 pm Thanks, MrTools,
signals are pretty much perfect.
(one has to say, though: default colours are a challenge, especially if you want to use it for trading.)

Please forgive my ignorance! But can you please explain to me what the challenge is to change default colors on this indicator. Would like to make it useful and simple for trading for everyone, that has always been my goal.

mrtools wrote: Tue Jun 06, 2023 4:34 am Please forgive my ignorance! But can you please explain to me what the challenge is to change default colors on this indicator.

no ignorance as far as I can see
no challenge to change default colors (as you can see on the screenshot you "quoted")
it seems to me we live in strange times (people overreacting on a grand scale for no apparent reason; from the private to the global realm)
I love your work and test almost everything you produce
and sometimes - lo and behold - I give feedback; sorry if that hurt your feelings (in any way)

josi wrote: Tue Jun 06, 2023 3:21 pm no ignorance as far as I can see
no challenge to change default colors (as you can see on the screenshot you "quoted")
it seems to me we live in strange times (people overreacting on a grand scale for no apparent reason; from the private to the global realm)
I love your work and test almost everything you produce
and sometimes - lo and behold - I give feedback; sorry if that hurt your feelings (in any way)

No feelings hurt, THANKS for the feedback, was just wondering if there was something I could do to make the settings easier for all.

Ehler's Elegant Oscillator with MA Averages Filters for Price Pre-Smoothing

This is an average prices pre-smoothed version of Ehler's elegant oscillator. Still using Josi's excellent idea of a signal line and now more of a choice of averages for that too. With this version there is a choice of coloring on elegant slope or elegant/signal line cross.

PS: If you are new to this indicator and would like to read the full article by John Ehlers, please see: Elegant Oscillator PDF.

josi wrote: Tue Jun 06, 2023 3:21 pm I love your work and test almost everything you produce
and sometimes - lo and behold - I give feedback; sorry if that hurt your feelings (in any way)

mrtools wrote: Tue Aug 08, 2023 10:17 am Ehler's Elegant Oscillator with MA Averages Filters for Price Pre-Smoothing

Thanks you two guys seriously this indicator has so much to offer now because of both your work and we need josi's straight shooting feedback/testing!!! I love this

mrtools wrote: Tue Aug 08, 2023 10:17 am

thanks a lot, MrTools,
sometimes you win, now I just lost...
more finetuning needed