• Ergodic Candlestick Oscillator I , II

• Ergodic Indicator

• Efficiency Ratio

• Ehlers Filter

• Elder's

• Excel Confidence %

ECO - Ergodic Candlestick Oscillator

(MOV(MOV(C-O,5,E))26,E)/MOV(MOV(H-L,5,E))26,E))*100

ECO - Ergodic Candlestick Oscillator II

ave1:=11; {ms says 25, esignal default is 32,vlad uses 11}
ave2:=4; {ms says 13, esignal default is 12,vlad uses 4}
ave3:=5; {esignal says5}

eco:=(Mov(Mov(C-O,ave1,E),ave2,E)/Mov(Mov(H-L,ave1,E),ave2,E))*100;
signal:=Mov(eco,ave3,E);
eco;
signal

Ergodic Indicator

 

{ User inputs }
choose:=Input("Version: [1]Basic, [2]Proflogic's Ensign",1,2,2);
pds1:=Input("Proflogic's Ensign orig: EMApds 28, SmoothPds 84",0,0,0);
pds1:=Input("EMA periods",1,252,21);
pds2:=Input("Smoothing periods",1,252,5);
pds3:=Input("Signal periods",1,252,10);
plot:=Input("[1]Ergodic, [2]Histogram, [3]Crossover Signals",1,3,1);

{ Ergodic }
x:=Mov(Mov(H-L,pds1,E),pds2,E);
x:=If(x>0,x,.000001);
ergo1:=(Mov(Mov(C-O,pds1,E),pds2,E)/x)*100;

{ Proflogic's Ensign Ergodic version:
EMA periods = 28, Smoothing periods = 84 }
ergo2:=
Mov(Mov(Mov(C-Ref(C,-1),pds1,W),pds2,W),pds1,W)
/Mov(Mov(Mov(Abs(C-Ref(C,-1)),pds1,W),pds2,W),
pds1,W)*100;

{ Selected Ergodic version }
ergodic:=If(choose=1,ergo1,ergo2);

{ Ergodic signal & histogram }
signal:=Mov(ergodic,pds3,E);
ergoPlot:=If(plot=1,ergodic,ergodic-signal);

{ Ergodic/Signal crossovers }
long:=Cross(ergodic,signal);
short:=Cross(signal,ergodic);

{ Average (zero-line) }
ergoPlotAvg:=
Cum(ergoPlot)/Cum(IsDefined(ergoPlot));

{ Auto overbought/sold boundaries }
Pk:=Ref(ergoPlot,-1)=HHV(ergoPlot,3)
AND Ref(ergoPlot,-1)>ergoPlotAvg;
PkVal:=ValueWhen(1,Pk,Ref(ergoPlot,-1));
Obought:=Cum(PkVal)/Cum(IsDefined(PkVal));
Tr:=Ref(ergoPlot,-1)=LLV(ergoPlot,3)
AND Ref(ergoPlot,-1)<ergoPlotAvg;
TrVal:=ValueWhen(1,Tr,Ref(ergoPlot,-1));
Osold:=Cum(TrVal)/Cum(IsDefined(TrVal));

{ Plot in own window }
If(plot=1,signal,If(plot=2,ergoPlotAvg,0));
If(plot=3,long-short,Obought);
If(plot=3,long-short,Osold);
If(plot=3,long-short,ergoPlot)

Efficiency Ratio

TimePeriods := Input("Time periods",1,10000,10);

(Abs(CLOSE - Ref(CLOSE,-TimePeriods))) /
(Sum(Abs(CLOSE-Ref(CLOSE,-1)),TimePeriods))

Ehlers Filter

ti:= 15;
pr:= MP();
coef:= Abs(pr - Ref(pr,-5));
Sum(coef*pr,ti)/Sum(coef,ti)

Distant Coefficient Ehlers Filter

ti:= 15;
pr:= MP();
coef:=Sum(Power(Ref(LastValue(pr+PREV-PREV)-pr,-1),2),ti);
Sum(coef*pr,ti)/Sum(coef,ti)

Elder's Bull Power

H - Mov(C,13,E)

Elder's Bear Power

L - Mov(C,13,E)

Elder's Force Index

V*(C-ref(C,-1))

Elder's SIROC

ROC(Mov(C,13,E),21,%)

Excel Confidence %

(Sum( Mov(C * (2.5/ Sqrt(50 * V)),10,S) -
LLV(Mov(C* (2.5/ Sqrt(50 * V)),10,S),5), 3 ) /
Sum( HHV(Mov(C * (2.5/ Sqrt(50 * V)),10,S),5)-
LLV(Mov(C * (2.5/ Sqrt(50 * V)),10,S),5), 3) ) * 100