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[...] double [70,2];
double [] Pwr = new double [70];
//Pearson correlation for each value of lag
for ( int Lag = 0; Lag <= 48; Lag++)
{
//Set the averaging length as M
M = AvgLength;
if ( AvgLength == 0 )
M = Lag;
Sx = 0; Sy = 0; Sxx = 0; Syy = 0; Sxy = 0; for ( int count = 0; count <= M-1; count++)
{
X = bar-count < 0 ? 0 : Filt[bar-count];
[...]
[...] be used for smoothing. It rejects high frequencies (fast movements) better than an EMA and has lower lag.
published by John F. Ehlers in "Rocket Science For Traders". First implemented in Wealth-Lab by Dr René Koch. A Gaussian filter is one whose transfer response is described by the familiar Gaussian bell-shaped curve. In the case of low-pass filters, only the upper half of the curve describes the filter. The use of gaussian filters is a move toward achieving the dual goal of reducing lag and reducing the lag [...]
[...] be used for smoothing. It rejects high frequencies (fast movements) better
than an EMA and has lower lag. This filter is maximally smooth at zero frequency.
Published by John F. Ehlers in "Rocket Science For Traders, Digital Signal Processing Applications"; original implementation by DrKoch, translation to WL5 by Eugene Price movements (cycles) with this period are attenuated by 50 % (-3 dB) Butterworth2 implements a two pole butterworth filter.
Butterworth3 implements a three pole butterworth filter. From Ehlers Book: "The first objective of using smoothers is to [...]
[...] // DIVERGENCE MOMENTUM DAYS
double CR3CR = 0.8; //CORRELATION WITH SEC3
int DIVCRIT = 75, LAG = 3; // DIVERGENCE CRITICAL
double STP = 1.5; // STOP LOSS %
int EXIT = 11; // TIME EXIT DAYS
var ls = LineStyle.Solid;
var OS=100-OB;
var DIVSHORT = 100-DIVCRIT;
var STOC=(SMA.Series( Close -Lowest.Series( Low ,STD),3)*100) / (SMA.Series(Highest.Series( High ,STD)-Lowest.Series( Low ,STD),3));
//STOC = StochK.Series(Bars,3);
var MA1=SMA.Series( Close ,D2);
var LR=100*LinearRegSlope.Series( Close ,D2); var RS1 = ( Close /( [...]
[...] range
Description
The HiLoLimit indicator created by Dr.Koch is a "Limit Indicator without lag". It was coded in C# by thodder . Below you'll find its original description: Description - astrological version This indicator gives an approximation to support and resistance lines. many people seem to pay attention to these lines. Description - practical version Most indicators include some form of smoothing which unavoidably introduces some lag. The Highest/Lowest [...]
Traders' Tip text We hope that the zero-lag EC filter becomes a good addition to the trader's [...]
[...] Traders' Tip text The Reflex and Trendflex indicators by John Ehlers present a novel way to achieve zero lag in an averaging indicator. The Reflex indicator [...]
[...] article in the "Technical Analysis of Stocks & Commodities" and attempts to remove the moving average lag by emphasizing its more recent values. Accordning to Mulloy, "the DEMA is not just a double EMA with twice the lag time of a single EMA, but is a composite implementation of single and double [...]
[...] of Technical Analysis of Stocks & Commodities magazine. It presents a novel way to achieve zero lag in an averaging indicator. The Trendflex oscillator retains the trend component while its companion Reflex indicator synchronizes with the cycle component in the price data. Refer to:
S&C February 2020 issue, "Reflex: A New Zero-Lag [...]
[...] of Technical Analysis of Stocks & Commodities magazine. It presents a novel way to achieve zero lag in an averaging indicator. The Reflex indicator synchronizes with the cycle component in the price data. Its companion Trendflex oscillator retains the trend component. Refer to:
S&C February 2020 issue, "Reflex: A New Zero-Lag [...]
Traders' Tip text
Mr. Ehlers continues to please the readers with more nearly-zero lag filters - this time it's Super Passband oscillator from July 2016 issue of Stocks & Commodities. Following the trading idea in the article, we are including a simple WealthScript system that can be applied selectively (only long side or both sides): Buy on the filter crossing above its -RMS line Short on the filter crossing below its RMS line Exit long when the filter either crosses below its RMS or crosses below -RMS (which signifies a false entry signal) Cover short when [...]
EC — 2.5%
[...] DataSeries Length The length of the equivalent SMA GainLimit Gain limit Description The EC zero-lag filter by John Ehlers is a novel concept in adaptive techniques that applies a measured amount of error correction to create effective indicators. It was featured in the November 2010 issue of Stocks & Commodities magazine. Calculation See open source. Example For a trading system employing the EC filter, check out the associated Traders' Tip: Zero-Lag [...]
[...] In its Series form, the Instantaneous Trendline appears much like a Moving Average, but with minimal lag compared with the lag [...]
Traders' Tip text The code for Wealth-Lab Version 6 for the suggested zero-lag Triple EMA crossover system is presented. [...]
[...] filter could help signal cyclic turning points by minimizing group and phase delays, thus reducing lag.
Example
Please refer to TASC August [...]
[...] offers many improvements such as: simple and objective interpretation, possibility to rank symbols, less lag than the usual RS indicator etc. Enclosed [...]
VMA — 1.3%
[...] a VMA smooths out choppy data. The longer the period of the VMA, the smoother the result, but more lag is introduced between the VMA and the source [...]
[...] Median Filter ignores the spiking types of the price noise. The Recursive Median Osclillator has less lag and a faster response to the larger moves [...]
[...] Traders' Tip text
Once again, Mr. Ehlers shares an universal oscillator with features like minimum lag and a single input parameter that lets it [...]
[...] been determined as of the specified bar. For this reason, the return value of the Trough function will lag, and report troughs a few bars later than [...]
[...] been determined as of the specified Bar. For this reason, the return value of the Trough function will lag, and report troughs a few bars later than [...]
[...] regression" line. Compared to a moving average of price, Time Series Forecast (TSF) has noticeably less lag. Since the indicator is continuously "fitting" [...]
[...] combination of TEMA and WMA does a nice job smoothing out wiggles in a %b oscillator, derived from zero-lag “Rainbow” data series (SVEZLRBPercB). The [...]
[...] two new "decycler" indicators whose main feature is ability to identify trends with virtually zero lag. To demonstrate the timely response of Decycler [...]
[...] in January 2015 issue of Stocks and Commodities Magazine), the Universal Oscillator filter is a zero lag indicator that can be used as a basis for [...]
[...] been determined as of the specified bar. For this reason, the return value of the Peak function will lag, and report peaks a few bars later than they [...]
[...] been determined as of the specified bar. For this reason, the return value of the Peak function will lag, and report peaks a few bars later than they [...]
[...] Median Filter ignores the spiking types of the price noise. The Recursive Median Osclillator has less lag and a faster response to the larger moves [...]
[...] article in August 2014 issue of Stocks and Commodities Magazine), the Quotient Transform is a zero lag filter that can be used to provide an early-onset [...]
[...] respect to a minor term centered moving average. The centered averages introduce a half-cycle minor term lag in the standard deviation parameter. Example [...]