Autocorrelation periodogram


Hi All,

Has anyone used Ehlers’ autocorrelation periodogram to find cycle length?




Yes, very frequently, actually.


Great! Could you help me? I would like to analyze bitcoin using Ehlers autocorrelation periodogram data but I don’t code


Hi José,
There are indicators for ninjatrader, see the chart. The lowest frame is the actual periodogram, the two higher ones are dominant cycle filters,


Or metatrader, there you have it as well, Huub


Thanks a lot for the attention!!!

What I was really hoping for was to get numbers/lenghts of time to use in Sentient Trader for a custom cycle. Is that possible with those indicators?

Thanks again,



Hi José,

I guess it depends on what you mean by a “custom cycle”. As long as the 43 month dominant cycle comes out loud and clear I prefer to stick with a 42 month price motion cyclic model instead of the 54 month standard model.

Also, you can go to a weekly chart and measure the dominant cycle length there, often the 40w cycle, and use that to benchmark your analysis.

The periodogram has a faster response time but is more ambiguous.

But I don’t do bitcoin…



Boa tarde penso que você fale português gostaria de falar com você para obter mais informações cumprimentos

O meu skype é brunofreitas23021983