Distance Coefficient Ehlers Filter

Tuesday 15 July 2008 @ 7:02 pm


Summary

This is the TradeStation code (ELD and Workspace example) for the Distance Coefficient Ehlers Filter as discussed in John Ehlers book,   Rocket Science for Traders: Digital Signal Processing Applications.  The Distance Coefficent Ehlers Filter is a type of filter in the non-linear FIR (Finite Impulse Response) filter class. This type of filter is great for filtering out pricing data that isn't stationary. ie, cycling.

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Usage

the Distance Coefficient Ehlers Filter as discussed in John Ehlers book,   Rocket Science for Traders: Digital Signal Processing Applications   can be used similarly to the SMA (Simple Moving Average) or the EMA (Exponential Moving Average). There is more to it than that, but the details are better understood by reading his book. I've found the Distance Coefficient Ehlers Filter to be much more responsive than either the Simple Moving Average, or the Exponential Moving Average, but it also has to do with the stationary vs non-stationary response that the stock is undergoing. I really cant do the book justice. Read the book and make a buck :)

Downloads

Distance Coefficient Filter Indicator (ELD and Workspace)

Happy Trading!




Delayed Channel Breakout Strategy

Monday 7 July 2008 @ 9:27 pm


Summary

The Delayed Channel Breakout Strategy appears to have first originated from an Angus Jackson and later converted to TradeStation by an unknown author

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Usage

The Delayed Channel Breakout Strategy is an easy to use strategy that buys and sells based on channel breakouts (hence the name). Essentially, just buy when it says buy and sell when it says sell. I always use other indicators to make sure that the Delayed Channel Breakout Strategy is still in check though.

Downloads

Delayed Channel Breakout Strategy (ELD and Workspace Files)

Happy Trading!




DBS Where Indicator

Monday 7 July 2008 @ 8:52 pm


Summary

The DBS Where Indicator, also known as Dynamic Breakout System Where Indicator, is a modification of the original Dynamic Breakout system, designed by George Pruitt for Futures Magazine in 1996

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Usage

The DBS Where Indicator is a variation of the Dynamic Breakout System (DBS) Indicator that was originally written about by George Pruitt for Futures Magazine in 1996.

Downloads

DBS Where Indicator (ELD and Workspace)

Happy Trading!




DBS March Strategy

Monday 7 July 2008 @ 8:20 pm


Summary

The DBS March Strategy is an interesting strategy that has show itself to be very profitable

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Usage

The DBS March Strategy is extremely profitable for long term trades, but unfortunately, I don't have any information on how to tune the 20 or so inputs. If you have any extra information on the meaning of the inputs to the DBS March Strategy, leave a comment below so that others may also enjoy this wonderful indicator

Downloads

DBS March Strategy (ELD and Workspace )

Happy Trading!




DBS Day Indicator

Monday 7 July 2008 @ 7:35 pm


Summary

The DBS Day Indicator is a single plot indicator, that appears to show trending information, similar to the RSI indicator

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Usage

Though I have no information on exactly what the DBS Day indicator is supposed to do, I've been analyzing it as an indicator that is used similar to the RSI Indicator. And as always, if you have any additional information, feel free to post a comment below to help other traders expand there mind.

Downloads

DBS Day Indicator (ELD and Workspace)

Happy Trading!




DBS Break Strategy

Monday 7 July 2008 @ 7:19 pm


Summary

This is the DBS Break Strategy that is based on the DBS Break Indicator that is written about in a different post.

Screen Shots

Usage

The DBS Break Strategy is a buy sell strategy based on the DBS Break Indicator. Simply put, if the strategy says buy, you buy, if the strategy says sell, you sell

Downloads

DBS Break System (ELD and Workspace)

Happy Trading!




DBS Break Indicator

Monday 7 July 2008 @ 6:50 pm


Summary

This is a 4-plot DBS Break indicator that channels around the price

Screen Shots

Usage

We have very little information of the meaning and interpretation of the 4 plots in the DBS Break Indicator. If you have additional information, please feel free to post a comment below

Downloads

DBS Break Indicator (ELD and Workspace)

Happy Trading!




DBS 9.2 Strategy

Monday 7 July 2008 @ 6:36 pm


Summary

The DBS 9.2 strategy is a very profitable strategy, especially for longer term trades.

Screen Shots

Usage

Please post a comment below on any additional information you have on the DBS 9.2 Strategy

Downloads

DBS 9.2 System (ELD and Workspace)

Happy Trading!




Data Cross Indicator

Friday 4 July 2008 @ 1:29 pm


Summary

A highly profitable and extremely simple system that indicates a buy for 'Data1' when 'Data2' crosses a moving average. The Data Cross Indicator has achieved a profit factor of over 14 in several back test that have been run. Not bad for a moving average, eh?

Screen Shots

Usage

Buy and sell signals from symbol 1 when a moving average crossover happens in symbol 2. I personally have found the data cross indicator most useful to use a major index for symbol 2 and the symbol I'm wanting to trade as symbol 1, but that's just my personal preference.

Downloads

Data Cross Indicator (ELD and Workspace)

Happy Trading!