Product
ProductCharts, drawings, layouts and alerts in one workspace.BacktestingBar-by-bar tests that can't see the future.Deepwick ScriptRuns a subset of Pine Script.MarketsWhat you can chart today, and what comes next.Get started freeFree account with an email link. No password.Community
Community scriptsIndicators and strategies other traders published.ExploreIdeas, scripts and backtests people share.Find tradersProfiles of the traders behind the scripts.Resources
BlogGuides on charting and backtesting.Script referenceEvery function the script engine supports.FAQPlans, data, privacy and how things work.DevelopersREST API, webhooks and tokens.SupportAsk a question or report a problem.StatusLive health of the data feeds and the app.Community
Cycle and filter indicators from John Ehlers: Fisher Transform, MESA, Roofing Filter. 18 scripts written in Deepwick Script, a subset of Pine Script.
18 public scripts
Adaptive RSI — Kaufman's Efficiency Ratio drives the RSI length. In choppy markets the RSI looks at 100 bars (almost noise); in trends it tightens to ~20 bars so it actually turns with price. - Same 30/70 extremes, but they fire more reliably than fixed-length RSI.
Ehlers Roofing Filter — bandpasses price through a high-pass then a low-pass; only the actionable cycle survives. Strip away trend and noise to see the pure swing. - Plot close over the filter; trade only in the direction of the filter slope.
Ehlers Reflex — the smoothed distance from the recent highest close. Highlights reflexive bounces off the rolling peak. - Drops below 0 = price lost the rolling peak; recovers above 0 = new high. - Trend filter when stacked with a 200-bar MA.
Ehlers Center of Gravity (simplified) — the classic CoG oscillator measures where the recent price action's centre of mass sits. Without a ta.linreg API we approximate with the difference between short and medium-rate-of-change — the same conceptual signal (short momentum vs medium momentum). - Zero-line crosses = cycle inflections. - Extremes anticipate reversals.
Ehlers BandPass Filter — a 2-pole bandpass that isolates a specific cycle band in the price series. Great for cycle traders who want to see just the swing component, not the noise. - Center the passband by adjusting len (period in bars). - Buy dips near the lower envelope, sell near the upper.
Ehlers Hilbert Trendline — a simple weighted moving sum that approximates the in-phase component of the Hilbert transform. Smoother than a 4-bar SMA, with no lag amplification. - Overlay the trigger (just the 2-bar projection of price) for entry signals. - Cheaper to compute than the full Hilbert engine.
Ehlers Smoothed RSI — feeds the differenced close (with a 4-bar smoothing kernel) into RSI. Strips out the slow trend before measuring relative strength, so the RSI hugs the cycle. - Cleaner than classic RSI on trending assets. - 70/30 still work as extreme zones.
Ehlers Decycle Oscillator — a fixed-coefficient FIR filter that subtracts its own 1-bar-delayed output from price. The result isolates the cycle component while removing the slow trend. - Centered around 0; zero-line crosses highlight cycle inflections. - Pairs well with ITrend for trend + cycle reads.
Ehlers MESA Adaptive Moving Average (MAMA / FAMA) — the first derivative of the dominant cycle phase. MAMA tracks price, FAMA is the slower confirmation; MAMA FAMA = trend up. - alpha controls the maximum adaptation speed; smaller = more conservative. - Best on volatile instruments where standard MAs lag too much.
Ehlers Instantaneous Trendline (ITrend) — a low-lag trend line from a 3-pole IIR filter; smoother than an EMA at the same length but adapts to volatility through alpha. - Buy when price crosses above the trigger (the 2-bar-prior price projection). - The line flips direction faster than a 50-EMA.
Ehlers Cyber Cycle — extracts the dominant market cycle with a two-pole high-pass and autoregressive smoothing. Crosses of the trigger line signal phase shifts within the cycle. - Tune alpha smaller (0.07) for longer cycles, larger (0.3) for shorter ones. - Pairs well with the Hilbert Trendline for cycle-aware entries.
Ehlers Inverse Fisher RSI — maps RSI through a hyperbolic tan so its values cluster at ±1 instead of being squished inside 30–70. The ±0.5 bands are the 'real' overbought / oversold levels. - Cleaner than raw RSI on ranging assets; great filter for mean-reversion.
Ehlers Fisher Transform — compresses price into a near-Gaussian distribution and applies a Fisher inverse so turns become sharp peaks instead of rounded ones. Excellent for spotting reversals at extremes. - Reads overbought / oversold above +1.6 / below -1.6. - Crosses of the trigger line are momentum signals.
Inverse Fisher RSI runs RSI through a hyperbolic-tan transform so its values cluster near ±1 instead of squashing inside 30-70. Far cleaner extremes than raw RSI. - Above +0.5 = overbought, below -0.5 = oversold. - Great filter for mean-reversion systems on choppy assets. - Raise Length for fewer, slower signals.
Fisher Transform stretches price into a near-Gaussian distribution then inverts the CDF so turns become sharp peaks. Excellent reversal oscillator. - Above +1.6 = overbought, below -1.6 = oversold. - Crossover of trigger (previous bar's value) flags momentum shifts. - Raise Length for steadier swings on noisy assets.
Adaptive Laguerre Filter is John Ehlers' Laguerre-inspired cascade — four cascading IIR filters with a gamma decay factor blend into a single smooth, low-lag line. The crossover with the trigger is a popular signal. - Default gamma = 0.8 is widely used; raise toward 1 for smoother output. - Crossover of price vs Laguerre is the canonical entry signal. - Excellent on noisy intraday data and crypto perpetual futures.
Modular Filter is the simplest single-pole low-pass smoother: each bar is the previous output plus half the change from price. Cute for showing how a moving-average kernel works — and surprisingly useful on highly smoothed inputs. - Cutoff is fixed; treat it as a learning toy or sanity baseline. - Great for visualizing the gap-filler problem an EMA solves. - Not recommended for production signals.
Gaussian Filter is a single-pole Gaussian kernel applied recursively. Beautifully smooth, no overshoot, and the canonical noise-reduction stage that Ehlers builds most of his other filters on. - Raise width (the standard-deviation multiplier) for a thicker, smoother line. - Best on noisy assets (BTCUSD, ES) and as a pre-smoother for downstream indicators. - Combine with a faster line for non-trendline Gaussian crossover signals.