Ehlers Indicators and Filters

A collection of John Ehlers technical analysis indicators and filters written in pure go Every indicator includes tests and a graph on synthetic data.

Installation:

go get github.com/MathisWellmann/go_ehlers_indicators

Indicators / Filters include:

• FAMA
• Laguerre Filter
• FRAMA (Fractal adaptive moving average)
• Cyber Cycle
• Center of Gravity
• Fisher Transform
• Inverse FisherTransform
• ReFlex
• TrendFlex
• MAMA (MESA adaptive moving average)
• Laguerre RSI
• Roofing Filter
• Super Smoother
• Gaussian Filter

Images:

With synthetic data from MathisWellmann/timeseries_generator

TODOs:

• Swiss Army Knife Indicator
• Ehlers Filter
• (maybe) Empirical mode decomposition
• (maybe) Fourier Transform for traders

Feel free to post a pull-request for more indicators or in case I made a mistake.