The NonLinear Filter was created by John Ehlers and this one of his more unknown filters that work very well as a trendline and moving average. This is one of my favorites along with the instantenous trendlines that he created. Buy when the line turns green and sell when it turns red.
Let me know if there are any other indicators you would like to see me publish scripts for!
thanks so much i have been trying out ideas and indicators not used as much and have really gotten to like john ehlers ideas and work so thank you. and to the kid who asked about backtesting... john ehlers hated it and said backtesting was bogus and woudlnt give proper results
cheatcountry
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@mrudinica, thank you very much and yes Ehlers is right like always. I have around 40 more unpublished Ehlers scripts that I will be releasing in the next few months so stay tuned
selene100
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One of the most well-known nonlinear predictors is "Extended Kalman Filter". You can find its introduction at en.wikipedia.org/wiki/Extended_Kalman_filter I very appreciate if you can publish a script implementing Extended Kalman Filter.
crypto_blast
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Hi! how do I add strategy backtesting to this indicator?
cheatcountry
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@crypto_blast, I will be working on adding strategies to all of my indicators very soon so you can check it out if you are interested