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BOOK COMPANIONS Get the great Indicators and Systems you read about in John Ehlers' books "Rocket Science for Traders" and "Cybernetic Analysis for Stocks and Futures", published by John Wiley & Sons. Why bother to key the code from the book and suffer the agony of debugging? Everything discussed in the book is ready to go. Available in TradeStation EasyLanguage or eSignal EFS file formats. NeuroShell Trader formats are available directly from Ward Systems.
CYBERNETIC ANALYSIS FOR STOCKS AND FUTURES Errata:
Page 191. The equation should read:
Butter = ((1-b+a*a)/4)*(Price+2*Price[1]+Price[2]) + b*Butter[1] + a*a*Butter[2];
Page 192. In the code, the first line of the equation for Butter should read:
Butter= coef1*(Price + 2*Price[1] + Price[2])
Page 192. Equation 13.11 should read:
Butter=((1-b+c)*(1-c)/8)*(Price+3*Price[1]+3*Price[2]+Price[3]) + (b+c)*Butter[1] - (c+b*c)*Butter[2] + c*c*Butter[3];
Equation 17-3
Equation 17-4
Equation 17-5
Here is the list of indicators and systems that are included:
| !Cyber1 Fisher XFrm |
An indicator that sharpens the turning points using the Fisher Transform |
| !Cyber3 ITrend |
The Instantaneous Trend indicator has minimum lag |
| !Cyber4 Cyber Cycle |
Extracts the cyclic component of price |
| !Cyber5 CG Osc |
Center of Gravity Indicator smooths without lag |
| !Cyber6 RVI |
Relative Vigor Index is a low lag oscillator |
| !Cyber8 Fisher CG |
Center of Gravity Indicator sharpened with the Fisher Transform |
| !Cyber8 FisherCyble |
Cyber Cycle sharpened with the Fisher Transform |
| !Cyber8 FisherRVI |
RVI sharpened with the Fisher Transform |
| !Cyber8 StocCG |
Stochastic of a CG is taken to produce a fast acting oscillator |
| !Cyber8 StocCycle |
Stochastic of a Cyber Cycle is taken to produce a fast acting oscillator |
| !Cyber8 StocRSI |
Stochastic of a RSI is taken to produce a fast acting oscillator |
| !Cyber8 StocRVI |
Stochastic of a RVI is taken to produce a fast acting oscillator |
| !Cyber9 Period |
Measures the cycle period using an advanced Hilbert Transform |
| !Cyber10 AdaptCG |
Center of Gravity Indicator adaptive to the measured cycle period |
| !Cyber10 AdaptCycle |
Cybernetic Cycle Indicator adaptive to the measured cycle period |
| !Cyber10 AdaptRVI |
RVI adaptive to the measured cycle period |
| !Cyber11 Sinewave |
A non-causal indicator to anticipate cycle turning points |
| !Cyber12 AdaptMom |
Momemtum taken over a full cycle period accurately indicates the trend |
| !Cyber13 2P Butter |
A 2 Pole Butterworth smoothing filter |
| !Cyber13 3P Butter |
A 3 Pole Butterworth smoothing filter |
| !Cyber13 2P Super Smoother |
A 2 Pole smoothing filter with minimum lag |
| !Cyber13 3P Super Smoother |
A 3 Pole smoothing filter with minimum lag |
| !Cyber14 Laguerre |
Laguerre Polynomials are used to produce smoothing with a few data samples |
| !Cyber14 Laguer RSI |
Laguerre Polynomials are applied to RSI equations |
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| !Cyber3 ITrend Strategy |
An automatic trading strategy based on the Instantaneous Trendline |
| !Cyber4 Cycle |
An automatic trading strategy based on the Cyber Cycle |
| !Cyber12 Adaptive Mom |
An automatic trading strategy based on theAdaptive Momentum |
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Cybernetic Analysis for Stocks and Futures Companion . . . . . . . . . $ 95
ELS or EFS File Delivered via e-mail attachment
ROCKET SCIENCE FOR TRADERS
As many times as the book was editied, some errors still got through. Here are the new corrections:
page 25: the correct equation is WMA = (4*Price + 3*Price[1] + 2*Price[2] + Price[3])/10;
page 56: the lag of the Hilbert Transform is 7 bars.
page 80: Figure 8.1 (a) and (b) are reversed.
pages 98 and 102 and 116 and 120 & 121: the code should be corrected to be:
....... RealPart = RealPart + Sine(360*count/DCPeriod)*(SmoothPrice[count]);
....... ImagPart = ImagPart + Cosine(360*count/DCPeriod)*(SmoothPrice[count]);
....... If AbsValue(ImagPart) > 0 then DCPhase = Arctangent(RealPart/ImagPart);
....... If AbsValue(ImagPart) <= .001 then DCPhase = DCPhase + 90*Sign(RealPart):
page 175: Figure 16.3 The fourth line from the end should corrected to be:
....... > Low[1] and Close < High - (High -
page 183: Figure 17.1. The word "Speed" should be replaced with "FastLimit"
page 212: Figure 20.4. The code should be corrected to be:
....... Trigger = (4*Predict + 3*Predict[1] + 2*Predict[2] + Predict[3]) / 10;
Here is the list of indicators and systems that are included:
| Awesome |
An optimum predictive oscillator |
| Period |
Homodyne Discriminator that accurately measures the dominant cycle |
| Phase |
Tells you where you are within the cycle |
| Sinewave |
An advanced oscillator that avoids whipsaw trades in trends |
| SNR |
The Signal to Noise Ratio tells you when NOT to trade |
| Hilbert Oscillator |
An Oscillator formed from the Hilbert Transform |
| Instanteous Trendline |
The Instantaneous Trendline is created by removing the dominant cycle |
| Kalman Filter |
Minimizes filter lag |
| Mode |
A paintbar that tells you whether the market is in a trend or cycle mode |
| Ehlers Filter |
A responsive nonlinear filter |
| MAMA |
(MESA Adaptive Moving Average) The mother of all adaptive MAs |
| Cycle-Adaptive Indicators |
CCI
RSI
Stochastic |
| SineTrend System |
Switches between Cycle and Trend Modes to adapt |
| Zero Lag System |
An intraday trading system |
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Rocket Science for Traders Companion . . . . . . . . . $ 95
ELA file delivered via e-mail attachment
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