Based on @ChrisMoody Williams_VIX_Fix and @glaz Matrix Series .
This indicator identify potential zone of reversal according to momentum and volatility.
Includes VWAP CCI and QQE Signals.
Level: 2
Background
John F. Ehlers introuced AutoLength CCI in Sep, 2016.
Function
In “Measuring Market Cycles” in Sep, 2016, John Ehlers described a method that he had developed to measure cycles in market data. Dr. Ehlers presented an indicator using this technique, which he referred to as an autocorrelation periodogram. He also described how this technique...
![BTCUSD: [blackcat] L2 Ehlers AutoLength CCI VWAP](https://s3.tradingview.com/y/yR1kQvyi_mid.png "[blackcat] L2 Ehlers AutoLength CCI VWAP")
