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Ehlers Adaptive CG Indicator [LazyBear]Lets go with another adaptive indicator today. BTW, this is my 199th script (1 more and I am planning to work on my other backlogs). This is the adaptive version of Ehlers' Center Of Gravity (CG) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In adaptive CG, Ehlers uses the dominant cycle period as the length in computation of alpha. According to Ehlers this should be more responsive than the non-adaptive version. Buy and sell signals should often occur one bar earlier than for the non-adaptive version. I have the usual options in place. Check out plain CC for comparison. Here's a quick comparison between CG and Adaptive CG: More info: - Ehlers CG Oscillator: - Cybernetic Analysis for Stocks and Futures (Ehlers) List of my public indicators: bit.ly List of my app-store indicators: blog.tradingview.com
Pine Script™ indikatörü
LazyBear tarafından
2
Ehlers Stochastic CG Oscillator [LazyBear]Another one from Ehlers. Ehlers likes the idea behind StochRSI so much, he dedicated a full chapter in his book (linked below) on how stoch works with his "superlative" (his words, not mine) indicators. This is stoch of his CG oscillator. Standard stochastic oscillator uses fixed period for calculations and does not adjust to the constantly changing market cycle length. Stochastic CG Oscillator does not have such a drawback. Use this like normal stochRSI osc (Uncheck "Fill Osc/Trigger" option, sample chart below) More info: - CG oscillator: - Cybernetic Analysis for Stocks and Futures (Ehlers) List of my public indicators: bit.ly List of my app-store indicators: blog.tradingview.com
Pine Script™ indikatörü
LazyBear tarafından
8
Ehlers Center of Gravity Oscillator [LazyBear]As part of my "Ehler's Indicators week", here's one more. CG Oscillator, by John Ehlers, provides a smoothed, essentially zero lag oscillator for identifying market turning points. The "CG" in the name of the oscillator refers to "Center Of Gravity" of the prices over the window of observation. Entry/Exit are based on the osc/signal crossovers. Enabling the "Color bars" options helps in easily identifying crossovers. More info: - CG osc (pdf): www.mesasoftware.com - TASC Article: traders.com - Cybernetic Analysis for Stocks and Futures (Ehlers, 2004) List of my public indicators: bit.ly List of my app-store indicators: blog.tradingview.com
Pine Script™ indikatörü
LazyBear tarafından
6