HPotter

D_ELI (Ehlers Leading Indicator) Strategy Backtest

צפיות ‎1546‎
157
This Indicator plots a single
Daily DSP (Detrended Synthetic Price) and a Daily ELI ( Ehlers Leading
Indicator) using intraday data.
Detrended Synthetic Price is a function that is in phase with the dominant
cycle of real price data. This one is computed by subtracting a 3 pole Butterworth
filter from a 2 Pole Butterworth filter. Ehlers Leading Indicator gives an advanced
indication of a cyclic turning point. It is computed by subtracting the simple
moving average of the detrended synthetic price from the detrended synthetic price.
Buy and Sell signals arise when the ELI indicator crosses over or under the detrended
synthetic price.
See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.

You can change long to short in the Input Settings
Please, use it only for learning or paper trading. Do not for real trading
הסר מסקריפטים מועדפים הוסף לסקריפטים מועדפים

תגובות

Does it repaint? Could you explain the repainting issue? Very interesting work.
השב
Very interesting. Does this ever repaint the arrows?
השב
HPotter txnemo
@txnemo, Yes. In real time arrows will be painting, but if you make a refresh then arrows will repaint again and it will be different from real time.
השב
txnemo HPotter
@HPotter, could you explain more, I don't understand?
השב
txnemo HPotter
@HPotter, also I bought the book by Ehlers and am still trying to understand the logic. Could you explain the reasoning behind it a little more?
השב
HPotter txnemo
@txnemo, Arrows it is only from script logic. About Ehlers logic I can't say any more.
השב
@HPotter, i just continually refreshh and its correct --- right? i am going to use some of this.
השב
HPotter ghettotroof
@ghettotroof, Yes. Theoreticaly you can change xHL2 = security(tickerid, 'D', hl2) to xHL2 = security(tickerid, 'D', hl2) and it will be stable on the intraday data.
השב
בית סורק מניות סורק מט"ח סורק מטבעות-קריפטו יומן כלכלי איך זה עובד‏ תכונות גרף מחירון הפנה חבר חוקי הבית מרכז תמיכה כלים לאתרים וברוקרים יישומונים פתרונות גרפיים ספריית גרפים קלי משקל בלוג וחדשות טוויטר‏
פרופיל הגדרות פרופיל חשבון וחיוב הפנה חבר לשוניות התמיכה שלי מרכז תמיכה רעיונות שפורסמו עוקבים עוקב הודעות פרטיות צ'אט התנתק