cete
1 posts
msg #34111
- Ignore cete |
11/24/2004 9:24:36 PM
In John Ehlers new book "Cybernetic Analysis for Stocks and Futures...."
John uses new indicators: RELATIVE VIGOR INDEX, IMPROVED HILBERT TRANSFORM, SINEWAVE INDICATOR, LAGUERRE TANSFORM, SUPER SMOOTHING FILTERS, STOCHASTIC CYBERCYCLE, INSTANTANEOUS TRENDLINE, ETC.
Is there anyone out there that has the code for these filters?
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kgriffen
49 posts
msg #34121
- Ignore kgriffen |
11/25/2004 2:36:02 AM
Relative Vigor Index:
RVISig = (RVI + 2 * RVI.1 + 2 * RVI.2 + RVI.3) / 6
RVI = Num / Denom
Oscillator = RVI - RVISig
Num = Sum(Value1, n)
Denom = Sum(Value2, n)
Value1 = ( (CL - OP) + 2 * (CL.1 - OP.1) + 2 * (CL.2 - OP.2) + (CL.3 - OP.3) ) / 6
Value2 = ( (HI - LO) + 2 * (HI.1 - LO.1) + 2 * (HI.2 - LO.2) + (HI.3 - LO.3) ) / 6
This indicator was developed based the January 2002 Stocks and Commodities article entitled Relative Vigor Index. This indicator is an oscillator built on the basic equation (CL - OP) / (HI - LO). The oscillator is basically in phase with the cyclic component of the market prices.
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kgriffen
49 posts
msg #34123
- Ignore kgriffen |
11/25/2004 2:40:11 AM
Name: Cyber Cycles
Formula:
pr:= (H+L)/2;
a:= 0.07;
sp:= (pr+(2*Ref(pr,-1))+(2*Ref(pr,-2))+Ref(pr,-3))/6;
Power(1-(.5*a),2)*(sp-(2*Ref(sp,-1))+Ref(sp,-2))+(2*(1-a))*PREV-(Power(1-a,2)*Ref(PREV,-1))
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kgriffen
49 posts
msg #34124
- Ignore kgriffen |
11/25/2004 2:41:17 AM
Name: Inverse Fisher Transform of RSI:
Formula:
v1:= .1*(RSI(5)-50);
v2:= Mov(v1,9,W);
.5;
-.5;
(Exp(2*v2)-1)/(Exp(2*v2)+1)
Name: Cyber Cycles with Inverse Filter Transform
Formula:
pr:= (H+L)/2;
a:= 0.07;
sp:= (pr+(2*Ref(pr,-1))+(2*Ref(pr,-2))+Ref(pr,-3))/6;
cycle:=Power(1-(.5*a),2)*(sp-(2*Ref(sp,-1))+Ref(sp,-2))+(2*(1-a))*PREV-(Power(1-a,2)*Ref(PREV,-1));
.5;
-.5;
(Exp(2*cycle)-1)/(Exp(2*cycle)+1)
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kgriffen
49 posts
msg #34125
- Ignore kgriffen |
11/25/2004 2:42:44 AM
Most of these can be found on Google, or on www.traders.com.
I have no affiliation with either.
-kgriffen
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