Ehlers Automatic Gain Control (AGC)

Category: cycle, momentum

Normalizes the amplitude of an oscillating signal to a [-1, +1] range using exponential peak tracking and a roofing filter. Designed by John Ehlers to adapt signal levels for consistent oscillator magnitude regardless of market volatility.

Formula

Peak_t = \max(|Signal_t|, Peak_{t-1} \times Decay) \\ AGC = \frac{Signal_t}{Peak_t}

Inputs

• Decay (default: 0.991)
• HP Length (default: 48)
• SS Length (default: 10)
• Source (default: close)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.