Adaptive Bandpass Trigger Oscillator Ver 3

20 בדצמ׳ 2018

This is an improvement of the Adaptive Bandpass Trigger Oscillator. It adds an option for a multiplier to the dominant cycle to filter out smaller swings.

Feel free to message me if you would like development work or would just like to donate ; )

This is based off of Ehlers' Bandpass Filter system (link below slides 15-17). I then used Ehlers' methods for finding the dominant cycle to automatically input the dominant cycle to the length. Essentially Ehlers runs a band pass with a given period to detrend the price data and highlight a cycle with the given frequency(length). This represents the In phase cycle. Ehlers then creates the trigger line by taking the one bar momentum of the In Phase line, multiplying by 2Pi and then using this to create a 60 degree leading signal. The triggers are crossovers of the In Phase and Lead lines. You can also use conservative signals by waiting for the In Phase line to trend in the direction of the trigger crossover as well.

Delta represents how much to influence the oscillator by the price (Delta 0 is a perfect wave)
Alpha represents how quickly to adapt between the dominant cycle changes in the price.

Thanks to LazyBear for implementing Ehlers' original adaptive code, which I used for this system
Thanks to HPotter for the BandPass Filter code, which I used as a base for implementing the rest of the system