Comments on: Ehlers’ Ultimate Oscillator

By: lucas

lucas — Fri, 06 Feb 2026 20:46:08 +0000

Thanks for your response! Really interesting article to look for new ideas on that site!
I have zorro ver 2.70.0 but as I can see HighPass3 (4 HighPass filters) is already available . Is it the same as the one descripted in this article?
Thanks for your attention and understanding

By: jcl

jcl — Fri, 06 Feb 2026 10:42:42 +0000

https://traders.com/

By: lucas

lucas — Thu, 05 Feb 2026 21:06:03 +0000

Hi Petra, I understand. Can you share where I can find “TASC” and what is it ?
Thanks for your attention and understanding

By: Petra Volkova

Petra Volkova — Thu, 05 Feb 2026 14:36:41 +0000

In reply to lucas. My code is not from that paper, but a conversion from an article in TASC. I believe Ehlers has written many Ultimate smoothers or oscillators, all with different code.

By: lucas

lucas — Thu, 05 Feb 2026 10:35:13 +0000

Hi Petra, I found this article https://www.mesasoftware.com/papers/UltimateSmoother.pdf of the Ehlers Ultimate oscillator and I dont understand where this part of the function (EasyLanguage High Pass Filter Function) is gone in the Lite-C code conversion:
If CurrentBar >= 4 Then $HighPass = c1*(Price – 2*Price[1] + Price[2]) +
c2*$HighPass[1] + c3*$HighPass[2];
If Currentbar < 4 Then $HighPass = 0;

Furthermore what you call the "Ultimate oscillator" in Ehlers document call it is called "the Band Pass filter" but also here I dont understand the code conversion applied?

Thanks for your attention and understanding

By: Petra Volkova

Petra Volkova — Tue, 08 Apr 2025 14:12:30 +0000

My code conversion had a bug in a Highpass coefficient, it’s fixed now. The script in the repository contains the correct code.

By: Recent Quant Links from Quantocracy as of 03/18/2025 - Quantocracy

Recent Quant Links from Quantocracy as of 03/18/2025 - Quantocracy — Wed, 19 Mar 2025 05:30:13 +0000

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