Class Ehlers_TechnicalPapers
Collection of indicators from John F. Ehlers's website, see https://www.mesasoftware.com/papers/ and https://www.mesasoftware.com/TechnicalArticles.htm
Inherited Members
Namespace: TuringTrader.SimulatorV2.Indicators
Assembly: TuringTrader.Simulator.dll
Syntax
public static class Ehlers_TechnicalPapersMethods
| Edit this page View SourceCyberCycle(TimeSeriesFloat, double)
Cycle indicator, as suggested by John F. Ehlers in his paper 'The Inverse Fisher Transform.' https://www.mesasoftware.com/papers/TheInverseFisherTransform.pdf
Declaration
public static TimeSeriesFloat CyberCycle(this TimeSeriesFloat series, double alpha = 0.07)Parameters
| Type | Name | Description |
|---|---|---|
| TimeSeriesFloat | series | |
| double | alpha |
Returns
| Type | Description |
|---|---|
| TimeSeriesFloat |
ErrorCorrectedEMA(TimeSeriesFloat, int, int)
Calculate Error-Corrected Exponential Moving Average, as proposed by John F. Ehlers and Ric Way in their paper 'Zero Lag (well, almost).' https://www.mesasoftware.com/papers/ZeroLag.pdf
Declaration
public static TimeSeriesFloat ErrorCorrectedEMA(this TimeSeriesFloat series, int length = 20, int gainLimit = 50)Parameters
| Type | Name | Description |
|---|---|---|
| TimeSeriesFloat | series | input series |
| int | length | filter length |
| int | gainLimit | max gain for error term, scaled by 10x |
Returns
| Type | Description |
|---|---|
| TimeSeriesFloat | Error-Corrected EMA series |
InverseFisherTransform(TimeSeriesFloat)
Calculate Inverse Fisher Transformation, as proposed by John F. Ehlers in his paper 'The Inverse Fisher Transform' https://www.mesasoftware.com/papers/TheInverseFisherTransform.pdf
Declaration
public static TimeSeriesFloat InverseFisherTransform(this TimeSeriesFloat series)Parameters
| Type | Name | Description |
|---|---|---|
| TimeSeriesFloat | series | input series, range should be between -5 and +5 |
Returns
| Type | Description |
|---|---|
| TimeSeriesFloat |
NoiseEliminationTechnology(TimeSeriesFloat, int)
Calculate Noise Elimination Techology (NET) as proposed by John F. Ehlers in his paper 'NET - Noise Eliminating Technolgy, Clarify Your Indicators using Kendall Correlation.' https://www.mesasoftware.com/papers/Noise%20Elimination%20Technology.pdf https://en.wikipedia.org/wiki/Kendall_rank_correlation_coefficient
Declaration
public static TimeSeriesFloat NoiseEliminationTechnology(this TimeSeriesFloat series, int n = 14)Parameters
| Type | Name | Description |
|---|---|---|
| TimeSeriesFloat | series | input series |
| int | n | NET length |
Returns
| Type | Description |
|---|---|
| TimeSeriesFloat | noise-reduced time series, ranging between -1 and +1 |