This system, our first of 2022, is based on a John Ehlers’ creation, the RSI with Hann windowing, or RSIH as I will be referring to it here. Ehlers has spent decades smoothing, reducing lag, and calculating cycles.
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This idea is inspired by Sofien Kabaar. He took John Ehlers’ Fisher Transform and tweaked it a little. He calls the final value the Aggregate Fisher Index.
This week’s idea is taken directly from John Ehlers’ third book, Cybernetic Analysis for Stocks and Futures, the Instantaneous Trendline, or iTrend as a prefer to call it.
This week’s system was inspired by Jeff Swanson’s article this week at EasyLanguage Mastery, on the topic of John Ehlers’ zero-lag indicators.
The idea that I present here uses a similar exit to SAT-007 Fractals 1. That system passed our trading system development process and is currently part of our hypothetical portfolio, trading Heating Oil (HO), so I have confidence in this exit.
This system is a redux of our Trading Idea #018, the Aggregate Fisher Index, based on Sofien Kabaar’s original idea. This time, I put this through my entire process and see if this idea is a good one or not.
This idea is from Technical Analysis of Stocks & Commodities (TASC) magazine’s website, https://traders.com. This is the second in a series of three system ideas that TASC features on their website.