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,

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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