Concept
Ehlers Instantaneous Trendline
Ehlers Instantaneous Trendline is a Trend concept. The Library holds 2 implementations, each one a working definition you can pull into Quant.
Top Ehlers Instantaneous Trendline indicators
2 total
What is the Ehlers Instantaneous Trendline?
The Ehlers Instantaneous Trendline is a low-lag smoother introduced by John Ehlers, built on the idea that price can be modeled as trend plus cycle. If the dominant cycle is measured, averaging price over exactly one full cycle period makes the cyclical ups and downs cancel, and what remains is the trend. The original construction therefore measures the dominant cycle with Hilbert Transform techniques and continuously adapts its averaging window to the measured period; the 'instantaneous' name reflects the aim of near-zero lag, the window tracking the current cycle length rather than a fixed lookback.
Ehlers later published a simplified version that approximates the same behavior with a compact recursive filter governed by a single alpha coefficient, typically plotted with a faster trigger line (a lag-reduced copy of the trendline) whose crossings mark trend changes. Read it like a moving average: slope, and which side of it price holds. The honest caveats: in cyclic, sideways conditions the line flattens through the middle of the range by design, and the adaptivity is only as good as the dominant cycle measurement feeding it, which on noisy data is an estimate, not a fact.
How traders use it
- As a trend bias line: slope and price's side of the trendline define direction, with less lag than a fixed average of comparable smoothness when the cycle estimate is on target.
- As a signal pair: crossings between the trendline and its trigger line are the classic entry and exit events in Ehlers' own presentation of the tool.
- As a drop-in replacement for a conventional moving average in baseline or crossover roles where lag is the main complaint.
Related concepts · Digital filters & smoothers
Concept family
Trend
100 concepts mapped · 88 in the Library
Ehlers Instantaneous Trendline FAQ
How is the Ehlers Instantaneous Trendline different from a moving average?
A fixed-length moving average smooths over an arbitrary window, so its lag is whatever that window implies. The Instantaneous Trendline instead adapts its smoothing to the measured dominant cycle so that cyclical swings cancel out of the average. When the cycle estimate is good it tracks the trend with noticeably less lag; when the estimate is poor, the advantage largely disappears.
What is the trigger line on the Instantaneous Trendline?
The trigger is a faster companion line, in the common version the trendline projected forward: twice the current value minus the value from two bars back. Because it leads the smoother trendline, crossings between the two flag turns earlier than waiting for the trendline's own slope to flip. Like any crossover logic, it produces false signals when the market chops sideways.
Build Ehlers Instantaneous Trendline your way.
Quant writes, tests, and refines it with you — then it runs on LuxAlgo charting or ports to TradingView.