Yet Another Improved RSI
John Ehlers strikes again. The TASC January 2022 issue features another indicator supposedly improved with Hann windowing – the RSIH, a RSI with Hann flavour. Can it beat the standard RSI? The RSI is...
View ArticleThe Inverse Fisher Transform
The Fisher Transform converts data to or from a Gaussian distribution. It was first used in algorithmic trading by John Ehlers (1) , and became a common part of indicators since then. In a TASC...
View ArticleEhlers Loops
Price charts normally display price over time. Or in some special cases price over ranges or momentum. In his TASC articles in June and July 2022, John Ehlers proposed a different way of charting. The...
View ArticleOpen or Close? Why Not Both?
In his TASC February 2023 article, John Ehlers proposed to use the average of open and close, rather than the close price, for technical indicators. The advantage is a certain amount of noise...
View ArticleUndersampling
All the popular ‘smoothing’ indicators, like SMA or lowpass filters, exchange more lag for more smoothing. In TASC 4/2023, John Ehlers suggested the undersampling of price curves for achieving a better...
View ArticleEhlers’ Ultimate Smoother
In TASC 3/24, John Ehlers presented several functions for smoothing a price curve without lag, smoothing it even more, and applying a highpass and bandpass filter. No-lag smoothing, highpass, and...
View ArticleEhlers’ Precision Trend Analysis
In TASC 8/24, John Ehlers presented a new algorithm for separating the trend line from a price curve, using spectral analysis functions. Trend lines are only useful for trading when they have little...
View ArticleThe Ultimate Strength Index
The RSI (Relative Strength Index) is a popular indicator used in many trading systems for filters or triggers. In TASC 12/2024 John Ehlers proposed a replacement for this indicator. His USI (Ultimate...
View ArticleEhlers’ Ultimate Oscillator
In his TASC article series about no-lag indicators, John Ehlers presented last month the Ultimate Oscillator. What’s so ultimate about it? Unlike other oscillators, it is supposed to indicate the...
View ArticleThe Cybernetic Oscillator
Oscillator-type indicators swing around the zero line. They are often used for opening positions when oscillator exceeds a positive or negative threshold. In his article series about no-lag indicators,...
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