The Average Error Filter was created by John Ehlers and this is a variation of a Zero Lag Exponential Moving Average that uses a Super Smoother to filter out the noise and then uses a second Super Smoother of the difference between the current price and the filtered data. This works well as a trendline and does give out a few false signals like all indicators...
This is an experimental study built on the concept of using roofing filters on price data proposed by John Ehlers.
Roofing filters are a type of bandpass filter conventionally used in HF radio receivers in the first IF stage to limit the frequency spectrum passed on to later stages in the receiver.
The goal in applying roofing filters to a price signal is to...
This is an experimental study that calculates filter values at user defined sample rates.
This study is aimed to provide users with alternative functions for filtering price at custom sample rates.
First, source data is resampled using the desired rate and cycle offset. The highest possible rate is 1 bar per sample (BPS).
There are three resampling methods to...
THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER
DESIGNED FOR CRYPTO TRADE
(another version available for stocks also: Super Smoothed MACD for STOCKS by KIVANÇ fr3762)
Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used.
The default values of BAND EDGE's (periods) of these Super Smoothed Prices...
THIS INDICATOR IS DESIGNED USING EHLERS' SUPER SMOOTHER FILTER
DESIGNED FOR STOCKS
(another version available for CRYPTO TRADE: Super Smoothed MACD for CRYPTO by KIVANÇ fr3762)
Instead of EXPONENTIAL MOVING AVERAGES in traditional MACD calculation, Super Smoothed prices are used.
The default values of BAND EDGE's (periods) of these Super Smoothed Prices are...
This is an experimental study designed to calculate polynomial regression for any order polynomial that TV is able to support.
This study aims to educate users on polynomial curve fitting, and the derivation process of Least Squares Moving Averages (LSMAs).
I also designed this study with the intent of showcasing some of the capabilities and potential applications...
John Ehler's MESA Stochastic uses super smoothing to give solid signals. This indicator uses the same rules as every other Stochastic indicator so it would be worth looking into if you are not already familiar with reading a Stochastic. There are 4 different lengths displayed to give traders an edge on reading the market. This is a great tool to analyze waves and...
Ehlers Super Smoother Filter script.
This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 13: `Super Smoothers`).
Ehlers Fisherized Deviation-Scaled Oscillator script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:11: Probability - Probably A Good Thing To Know).
Rocket RSI indicator script.
This indicator was originally developed by John Ehlers (Stocks & Commodities V.36:6, RocketRSI - A Solid Propellant For Your Rocket Science Trading).
Ehlers Smoothed Adaptive Momentum script.
This indicator was developed and described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures" (2004, Chapter 12: Adapting to the Trend).
Ehlers Deviation-Scaled Moving Average indicator script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:8: The Deviation-Scaled Moving Average).
Level: 2
Background
John F. Ehlers introuced Super Smoother Filter in Jan, 2014.
Function
In “Predictive And Successful Indicators” in Jan, 2014, John Ehlers describes a new method for smoothing market data while reducing the lag that most other smoothing techniques have. And this is a very popular filter to eliminate noise of market signal.
Key Signal
Filt...
Ehlers Stochastic script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
Ehlers Roofing Filter script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 32:1: Predictive And Successful Indicators).
This strategy is a mean-reversal strategy based on John F. Ehlers's Super Smoother filter. I tried it on 15m timeframe with 'Recalculate After Order Filled' option checked.
Description : This SwissArmyKnife - MultiPurposeIndicator allows user to modify the Directional index based on one of filtering tools proposed by John F.Ehlers .
Details of each filtering type can be read in Ehlers Technical Papers: "Swiss Army Knife Indicator" and/or his book "Cybernetics Analysis for Stock and Futures"
Disclaimer:
These study scripts was built...
The 2 Pole Super Smoother Filter was created by John Ehlers (Cycle Analytics For Traders pg 32) and this follows the price very closely and very useful because it is consistent with uptrends and falls sharply during a sudden downtrend so it should be able to help you stay more profitable. Buy when the indicator line turns green and sell when it turns red.
Let me...
![AAPL: Ehlers Average Error Filter [CC]](https://s3.tradingview.com/k/keu8LfCM_mid.png "Ehlers Average Error Filter [CC]")
![BTCUSD: Roofing Filter [DW]](https://s3.tradingview.com/k/kPe86Nbc_mid.png "Roofing Filter [DW]")
![BTCUSD: Resampling Filter Pack [DW]](https://s3.tradingview.com/h/hIXxuhEV_mid.png "Resampling Filter Pack [DW]")
![BTCUSD: Polynomial Regression Bands + Channel [DW]](https://s3.tradingview.com/b/B0KZf6uG_mid.png "Polynomial Regression Bands + Channel [DW]")
![BTCUSD: [blackcat] L2 Ehlers Super Smoother Filter](https://s3.tradingview.com/e/EB4Fte65_mid.png "[blackcat] L2 Ehlers Super Smoother Filter")
![AAPL: Ehlers 2 Pole Super Smoother Filter V2 [CC]](https://s3.tradingview.com/p/PAIrISU7_mid.png "Ehlers 2 Pole Super Smoother Filter V2 [CC]")