Class Ehlers_RocketScienceForTraders

Collection of indicators from John F. Ehlers's book 'Rocket Science for Traders.'

Inheritance

object

Ehlers_RocketScienceForTraders

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.SimulatorV2.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class Ehlers_RocketScienceForTraders

Methods

| Improve this Doc View Source

AdaptiveCCI(TimeSeriesAsset, double)

Calculate adaptive CCI. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static TimeSeriesFloat AdaptiveCCI(this TimeSeriesAsset series, double CycPart = 1)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input series
double	CycPart

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

AdaptiveRSI(TimeSeriesFloat, double)

Calculate adaptive RSI. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static TimeSeriesFloat AdaptiveRSI(this TimeSeriesFloat series, double CycPart = 0.5)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
double	CycPart

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

AdaptiveStochastic(TimeSeriesAsset, double)

Calculate adaptive Stochastic. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static TimeSeriesFloat AdaptiveStochastic(this TimeSeriesAsset series, double CycPart = 0.5)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input series
double	CycPart

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

Detrend(TimeSeriesFloat)

Detrend input signal with a Hilbert Transformer, according to John F. Ehlers's book 'Rocket Science for Traders'. Note that the detrender's frequency response is not flat. To remedy this, Ehlers typically corrects the output by a factor of 0.075 * Period + 0.54.

Declaration

public static TimeSeriesFloat Detrend(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series

Returns

Type	Description
TimeSeriesFloat

| Improve this Doc View Source

Distance(TimeSeriesFloat, int)

Distance indicator, according to John F. Ehlers's book 'Rocket Science for Traders'. Ehlers uses this indicator as coefficients for an Ehlers Filter.

Declaration

public static TimeSeriesFloat Distance(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series
int	n

Returns

Type	Description
TimeSeriesFloat

| Improve this Doc View Source

DistanceCoefficientEhlersFilter(TimeSeriesFloat, int)

Declaration

public static TimeSeriesFloat DistanceCoefficientEhlersFilter(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series
int	n

Returns

Type	Description
TimeSeriesFloat

| Improve this Doc View Source

DominantCyclePeriod(TimeSeriesFloat)

Calculate the dominant cycle period. The method is based on John F. Ehlers's book 'Rocket Science for Traders' and uses complex arithmetic and a homodyne discriminator.

Declaration

public static TimeSeriesFloat DominantCyclePeriod(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

EhlersFilter(TimeSeriesFloat, TimeSeriesFloat, int)

Calculate Ehlers Filter, as described in John F. Ehlers's book 'Rocket Science for Traders'. Also see https://mesasoftware.com/papers/EhlersFilters.pdf

Declaration

public static TimeSeriesFloat EhlersFilter(this TimeSeriesFloat series, TimeSeriesFloat coefficients, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	source series
TimeSeriesFloat	coefficients	coefficient series
int	n	filter length

Returns

Type	Description
TimeSeriesFloat	Ehlers Filter time series

| Improve this Doc View Source

InstantaneousTrendline(TimeSeriesFloat, double)

Calculate the Instantaneous Trendline. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static TimeSeriesFloat InstantaneousTrendline(this TimeSeriesFloat series, double cycPart = 1)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
double	cycPart	cycle period adjustment, default = 1.0

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

MarketMode(TimeSeriesFloat, double)

Calculate the market mode. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static TimeSeriesFloat MarketMode(this TimeSeriesFloat series, double breakCycle = 0.015)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
double	breakCycle	price deviation from trend line to break cycle mode (default = 0.015 = 1.5%)

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

OptimumPredictor(TimeSeriesFloat)

Calculate Optimum Predictor, as described in John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static Ehlers_RocketScienceForTraders.OptimumPredictorT OptimumPredictor(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	source series

Returns

Type	Description
Ehlers_RocketScienceForTraders.OptimumPredictorT	Optimum Predictor time series

| Improve this Doc View Source

PredictiveMovingAverage(TimeSeriesFloat, int)

Calculate predictive moving average as described in John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static Ehlers_RocketScienceForTraders.PredictiveMovingAverageT PredictiveMovingAverage(this TimeSeriesFloat series, int n = 7)

Parameters

Type	Name	Description
TimeSeriesFloat	series
int	n

Returns

Type	Description
Ehlers_RocketScienceForTraders.PredictiveMovingAverageT

| Improve this Doc View Source

SignalToNoiseRatio(TimeSeriesAsset)

Calculate the signal-to-noise ratio. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static TimeSeriesFloat SignalToNoiseRatio(this TimeSeriesAsset series)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input series

Returns

Type	Description
TimeSeriesFloat	variance time series

| Improve this Doc View Source

SinewaveIndicator(TimeSeriesFloat)

Calculate the Sinewave Indicator. The method is based on John F. Ehlers's book 'Rocket Science for Traders'.

Declaration

public static Ehlers_RocketScienceForTraders.SinewaveIndicatorT SinewaveIndicator(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
Ehlers_RocketScienceForTraders.SinewaveIndicatorT	Sinewave indicator container