Autocorrelation Periodogram

Please note this is a calculation-intensive indicator which may require additional CPU resources and can impact performance.

The Autocorrelation Periodogram was published in the September 2016 Stocks and Commodities article titled Measuring Market Cycles by John F. Ehlers.



Changes 1/15/2019

  1. Fixed an OnBarUpdate error when using Tick Replay
  2. Improved visual rendering of Heatmap
Created By NinjaTrader_Jim
NinjaTrader Version 8
File Size 3.1 KB
Create Date 08/10/2017
# of Downloads 423

Importing to NinjaTrader 8 is Easy!

To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps:

  1. Download the app or add-on file to your desktop
  2. From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On…
  3. Select the downloaded file from your desktop


Visit the NinjaScript File Sharing discussion in the NinjaTrader user forum to interact with fellow traders and the NinjaTrader support team.