StockFetcher Forums · General Discussion · HELP WITH CYBERNETIC ANALYSIS IF YOU CAN !<< >>Post Follow-up
cete
1 posts
msg #34111
Ignore cete
11/24/2004 9:24:36 PM

In John Ehlers new book "Cybernetic Analysis for Stocks and Futures...."
John uses new indicators: RELATIVE VIGOR INDEX, IMPROVED HILBERT TRANSFORM, SINEWAVE INDICATOR, LAGUERRE TANSFORM, SUPER SMOOTHING FILTERS, STOCHASTIC CYBERCYCLE, INSTANTANEOUS TRENDLINE, ETC.
Is there anyone out there that has the code for these filters?


kgriffen
49 posts
msg #34121
Ignore kgriffen
11/25/2004 2:36:02 AM

Relative Vigor Index:

RVISig = (RVI + 2 * RVI.1 + 2 * RVI.2 + RVI.3) / 6
RVI = Num / Denom
Oscillator = RVI - RVISig
Num = Sum(Value1, n)
Denom = Sum(Value2, n)
Value1 = ( (CL - OP) + 2 * (CL.1 - OP.1) + 2 * (CL.2 - OP.2) + (CL.3 - OP.3) ) / 6
Value2 = ( (HI - LO) + 2 * (HI.1 - LO.1) + 2 * (HI.2 - LO.2) + (HI.3 - LO.3) ) / 6

This indicator was developed based the January 2002 Stocks and Commodities article entitled Relative Vigor Index. This indicator is an oscillator built on the basic equation (CL - OP) / (HI - LO). The oscillator is basically in phase with the cyclic component of the market prices.


kgriffen
49 posts
msg #34123
Ignore kgriffen
11/25/2004 2:40:11 AM

Name: Cyber Cycles

Formula:
pr:= (H+L)/2;
a:= 0.07;
sp:= (pr+(2*Ref(pr,-1))+(2*Ref(pr,-2))+Ref(pr,-3))/6;
Power(1-(.5*a),2)*(sp-(2*Ref(sp,-1))+Ref(sp,-2))+(2*(1-a))*PREV-(Power(1-a,2)*Ref(PREV,-1))


kgriffen
49 posts
msg #34124
Ignore kgriffen
11/25/2004 2:41:17 AM

Name: Inverse Fisher Transform of RSI:
Formula:
v1:= .1*(RSI(5)-50);
v2:= Mov(v1,9,W);
.5;
-.5;
(Exp(2*v2)-1)/(Exp(2*v2)+1)

Name: Cyber Cycles with Inverse Filter Transform
Formula:
pr:= (H+L)/2;
a:= 0.07;
sp:= (pr+(2*Ref(pr,-1))+(2*Ref(pr,-2))+Ref(pr,-3))/6;
cycle:=Power(1-(.5*a),2)*(sp-(2*Ref(sp,-1))+Ref(sp,-2))+(2*(1-a))*PREV-(Power(1-a,2)*Ref(PREV,-1));
.5;
-.5;
(Exp(2*cycle)-1)/(Exp(2*cycle)+1)


kgriffen
49 posts
msg #34125
Ignore kgriffen
11/25/2004 2:42:44 AM

Most of these can be found on Google, or on www.traders.com.

I have no affiliation with either.

-kgriffen


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