התחל

Phase

Sidereal Session Lattice [JOAT]Sidereal Session Lattice Introduction Sidereal Session Lattice is an open-source intraday session-orbit indicator. It maps session phase, VWAP drift, volatility harmonics, entropy, and anomaly pressure into adaptive orbit bands and compact phase cells. The indicator is designed to answer a session-context question: is price moving with the current session phase, stretching beyond its orbit, or compressing into balance? Core Concepts 1. Session Phase Each active session is counted bar by bar. The bar count is converted into a normalized phase value from 0 to 1. 2. Harmonic Orbit The phase value is transformed with sine waves to create an intraday harmonic component. This does not predict price; it creates a reference curve for studying session rhythm. 3. VWAP Drift The script tracks the distance between price and session VWAP, then normalizes the drift by ATR. 4. Entropy and Anomaly Rank The script compares recent up/down candle energy and return magnitude to estimate balance and anomaly pressure. 5. Phase Cells Compact cells mark upper-orbit events, lower-orbit events, and balance compression. Features Session phase model: Tracks where the market is inside the active session cycle VWAP drift: Measures price displacement from session VWAP Harmonic orbit bands: Adaptive bands based on phase, volatility, and drift Entropy score: Measures up/down energy balance Anomaly rank: Highlights unusual movement relative to recent behavior Phase cells: Compact boxes show session-orbit events Dashboard: Shows phase, lattice score, drift, entropy, anomaly, and current state Input Parameters Primary session defines the active session window Cycle bars controls the phase cycle length Drift smoothing controls VWAP drift smoothing Entropy memory controls bid/ask balance memory Anomaly memory controls return-rank comparison How to Use This Indicator Step 1: Read the phase state The dashboard names the current session phase, such as open drive, balance, or close risk. Step 2: Watch orbit events Upper and lower orbit cells mark when price stretches beyond the adaptive session orbit. Step 3: Use entropy for balance context High entropy with low anomaly often indicates balanced conditions. Indicator Limitations The harmonic orbit is a reference model, not a forecast Session behavior varies by symbol and exchange hours Entropy and anomaly values are derived from chart bars and may change with timeframe Originality Statement Sidereal Session Lattice combines session phase, VWAP drift, harmonic references, entropy, and anomaly ranking. It is not a standard session high/low tool; it provides a structured way to study intraday rhythm and displacement. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Session models can fail in news, gaps, and unusual liquidity conditions. -Made with passion by jackofalltrades
אינדיקטור Pine Script®
מאת ‎officialjackofalltrades‎
Harborside Regime Channel [JOAT]Harborside Regime Channel Introduction Harborside Regime Channel is an open-source regime-mapping indicator built to classify whether the market is expanding, compressing, reclaiming balance, or losing structural support inside a live adaptive channel. The script is designed for traders who need context before they interpret any other signal. Instead of asking only whether price is above or below a moving average, Harborside studies a pivot-fed centerline, adaptive outer rails, higher-timeframe directional agreement, and volatility compression state at the same time. The result is a channel that behaves more like an institutional market map than a simple trend overlay. The problem Harborside solves is regime clarity. Many trend tools keep printing directional color even while the market is actually compressing inside a narrowing structure. Many channel tools show a band but do not explain whether that band is healthy, fragile, extended, or aligned with higher-timeframe pressure. Harborside addresses that by combining channel structure, expansion behavior, and higher-timeframe bias in one chart-first framework. Core Concepts 1. Pivot-Fed Structural Center Harborside does not anchor its regime center to a fixed moving average alone. Instead, confirmed swing highs and swing lows are used to build a rolling center reference. That center is then smoothed to create a structural balance line. This matters because the center is linked to confirmed market geometry rather than only to lagging price averages. The channel therefore breathes with the underlying structure of the market. 2. Adaptive Outer Rails The upper and lower rails are derived from ATR-scaled expansion around the structural center. This means the channel naturally widens when volatility expands and contracts when price compresses. Because the rails are smoothed, they remain readable instead of flickering excessively during intrabar noise. This creates a cleaner map for determining whether price is stretching, reverting, or breaking into a new directional phase. 3. Regime Flips on Confirmed Structural Breaks A bullish regime is not assigned merely because price is green for a few bars. A regime flip occurs when price confirms through the adaptive outer band in the relevant direction. That regime is then maintained until the opposing side is confirmed. This makes the indicator more stable than reactive color-on-close style tools. 4. Compression Detection Harborside measures band width relative to its own historical baseline. When the band compresses below the configured threshold, the script identifies a meaningful reduction in expansion state. This compression state is important because trend-following logic behaves very differently when the market is coiled than when it is already moving freely. Compression is shown directly on the chart and carried into the dashboard state. 5. Projection Rails The script extends projected center, upper, and lower rails forward using current center slope and ATR-scaled projection logic. These projected rails are not predictions in the magical sense. They are forward references showing where the current regime geometry would continue if the active slope persists. That gives the trader a usable visual frame for stretch, continuation, and mean-reversion decisions. 6. Higher-Timeframe Bias Alignment Higher-timeframe bias is requested using offset logic intended to avoid repaint-style behavior from incomplete higher-timeframe bars. Fast and slow higher-timeframe EMA structure is used to determine whether broad directional pressure is supportive, opposing, or neutral. Harborside does not force the higher-timeframe filter on the user. It can be enabled or disabled depending on workflow. 7. Regime Health and Confidence Harborside includes a confidence-style scoring model built from displacement, slope, compression state, and directional bias alignment. This score is not intended to be a trade system on its own. It is a context gauge. A high score means the active regime has cleaner structural support. A low score means the visible state is weaker or more fragile. Features Pivot-fed centerline: The regime center is anchored to confirmed swing structure rather than a static average alone Adaptive outer rails: ATR-scaled bands expand and contract with changing volatility conditions Confirmed regime flips: Bull and bear states change only after confirmed structural breaks through the active channel rails Compression box: Important volatility contraction zones are shown directly on the chart instead of being hidden in a separate pane Projection rails: Forward rails extend the current channel geometry into future bars for context and stretch awareness Higher-timeframe bias filter: Optional HTF directional alignment helps separate local moves from larger directional pressure Regime-colored candles: Candle coloring reflects the active state without relying on cluttered symbols or arrows Band cloud rendering: The active channel body is filled to make directional structure readable at a glance Health and confidence diagnostics: The dashboard summarizes regime quality in compact form Six-row dashboard: The display was intentionally reduced so the chart remains the primary source of information Confirmed-bar alerts: Alerts are available for regime flips, compression holds, center reclaims, HTF alignment, and high-health states Input Parameters Channel Structure: Swing Length: Number of bars required on both sides to confirm pivots used by the structural center Band Multiplier: ATR multiplier used to define the channel width Center Smoothing: Smoothing applied to the structural midpoint Band Smoothing: Smoothing applied to the upper and lower rails Bias and Context: Bias Timeframe: Higher timeframe used for optional directional confirmation Compression Lookback: Baseline window used to measure channel contraction Compression Threshold: Band-width threshold below which the market is treated as compressed Volume Bias Filter: Volume impulse threshold used to label directional support Projection: Projection Bars: Number of bars projected forward Projection ATR Multiplier: Width factor used for forward rails Projection Slope Multiplier: How strongly current center slope influences the forward center projection Display: Show Band Cloud toggle Show Compression Box toggle Show Projection Rails toggle Recolor Candles toggle Show Dashboard toggle How to Use This Indicator Step 1: Read the State from the Chart First Start with the channel itself. Is price controlling the upper side of the structure, the lower side, or compressing near the center? The rails and cloud are meant to answer that visually before the dashboard is consulted. Step 2: Check Compression Before Chasing Direction If the compression box is active, treat the market as coiled rather than trending cleanly. That does not mean price cannot move. It means breakout quality matters more than ordinary directional drift. Step 3: Use Projection Rails as Forward Reference Projection rails are best used for context. If price is already far outside projected geometry, the market may be stretched. If price is traveling inside projected structure, continuation is behaving more normally. Step 4: Compare Local Regime to HTF Bias If the local regime and higher timeframe agree, directional conditions are cleaner. If they disagree, treat the move with more caution. That disagreement often marks either a pullback or a weak local thrust against broader pressure. Step 5: Use Health and Confidence as Filters, Not Commands High confidence does not guarantee follow-through. Low confidence does not guarantee failure. The score is there to grade structural quality, not to replace decision-making. Indicator Limitations Pivot-based structure is intentionally confirmed after the swing forms, so the centerline will never anticipate future pivots Projection rails are structural references, not forecasts of what price must do next HTF alignment is delayed by design because the script uses completed higher-timeframe values for safer non-repainting behavior Compression can persist longer than expected, so directional patience is still required Harborside is a context framework and should not be treated as a guaranteed entry system on its own Originality Statement Harborside Regime Channel is original in the way it combines a pivot-fed structural center, ATR-adaptive regime rails, explicit compression logic, forward projection rails, and optional higher-timeframe agreement into one coherent chart-first overlay. The value of the script is not any one component in isolation. It is the way those components interact to show whether the market is healthy, stretched, compressing, or structurally aligned. Disclaimer This indicator is provided for educational and informational purposes only. It does not provide financial advice, investment advice, or trading recommendations. Any regime reading can fail, reverse, or degrade suddenly due to news, liquidity changes, or ordinary market uncertainty. Always use independent confirmation and risk management.
אינדיקטור Pine Script®
מאת ‎officialjackofalltrades‎
Wyckoff Accumulation Phase Map [AGPro Series]Wyckoff Accumulation Phase Map 🟢 OVERVIEW Wyckoff Accumulation Phase Map is the bullish counterpart of the Wyckoff Distribution Phase Map and completes the AGPro Wyckoff structural cycle. It is a retrospective structural mapping tool that locates and labels the seven core accumulation events — Preliminary Support (PS), Selling Climax (SC), Automatic Rally (AR), Secondary Test (ST), Spring, Last Point of Support (LPS) and Sign of Strength (SOS) — only after a bullish Change of Character (CHoCH) confirms that the prior downtrend has structurally broken. The indicator frames the active trading range as a shaded zone, plots SC and AR horizontal references, tracks the current phase (A, B, C, D, E) in a dedicated info panel, and introduces three accumulation-specific layers absent from the distribution companion: a Spring Quality Score, a Cause-to-Effect markup projection and a rolling volume footprint classifier. 🟢 COMPANION TO THE DISTRIBUTION PHASE MAP This indicator is intentionally designed as the symmetric counterpart of Wyckoff Distribution Phase Map . The two scripts share a unified AGPro visual language and a CHoCH-gated reveal philosophy, but they operate on opposite market regimes and different event sets: - Distribution map works on uptrends and draws PSY, BC, AR, UT, SOW and LPSY after a bearish CHoCH. - Accumulation map works on downtrends and draws PS, SC, AR, ST, Spring, LPS and SOS after a bullish CHoCH. - Distribution projects a potential markdown line from LPSY. - Accumulation projects a Cause-to-Effect markup target from SOS. - Accumulation additionally provides a 0-100 Spring Quality Score, which has no structural equivalent in the distribution schematic. Both tools are standalone. Users running the full AGPro Wyckoff workflow can apply them together for complete cycle coverage, but neither depends on the other. 🟢 WHAT MAKES IT DIFFERENT Most Wyckoff scripts on TradingView react to every elevated swing low during a downtrend and label PS / SC / Spring on every modest dip. The result is a noisy chart, often with contradictory events stacked on top of each other. This indicator takes the opposite approach. During a qualified downtrend, the chart remains completely clean. Rolling trackers silently maintain candidate values for SC, PS and AR in memory, while a live Watching row in the panel shows what the engine is currently monitoring. Events are only drawn on the chart after a bullish CHoCH locks the schematic, at which point PS, SC and AR appear together as a confirmed retrospective bundle. ST, Spring, LPS and SOS then populate as post-CHoCH structure unfolds. A multi-tier expiry system closes both incomplete and fully-played-out accumulations, ensuring the active schematic on screen always reflects current market structure and not stale history. 🟢 METHODOLOGY The engine runs in three coordinated layers. Layer one qualifies a prior downtrend. A valid Wyckoff accumulation precondition requires four concurrent factors: structural lower highs and lower lows, a minimum ATR-multiple depth from the lookback-window high, a duration sustained across the full lookback window, and price currently located in the lower portion of that window. All four conditions must hold before any candidate can form. Layer two rolls candidate values during that qualified downtrend. SC candidate is the running lowest pivot low with elevated or climactic volume. PS candidate is the prior elevated swing low that predates the SC. AR candidate is the highest post-SC swing high that remains within a structurally reasonable distance from SC. Candidates are automatically invalidated if price drifts far above the SC without a structural break or if the candidate ages beyond a configurable maximum. Layer three watches for a bullish Change of Character, defined as the first bar that closes above the qualified AR candidate. On CHoCH confirmation, PS, SC and AR are snapshotted as labeled events, the trading range is drawn, and the state machine advances to forward detection. ST, Spring, LPS and SOS are then detected in sequence using a combination of price-to-SC, price-to-AR and volume-to-average filters. Volume context is computed against a configurable moving-average baseline with separate climactic, elevated and weak thresholds. The Spring Quality Score blends four components into a 0-100 rating: penetration depth below SC, volume dry-up on the sweep bar, recovery strength measured by close position within the candle range, and close location relative to SC. The Cause-to-Effect projection draws a symmetrical markup target from the SOS bar using the trading range height. 🟢 SIGNALS AND ALERTS The indicator fires three categories of alerts, all reserved for confirmed structural events: - CHoCH Confirmation alert triggers when the structural break locks in, including the resolved SC and AR levels. - Spring alert fires when the Spring is detected, including the Spring Quality score. - Sign of Strength alert fires when SOS confirms with climactic volume above AR. No alerts are emitted during the forming phase. This keeps notification volume low and focused on decisive structural moments. 🟢 KEY INPUTS Core Engine inputs control swing lookback sensitivity, candidate maximum age, post-CHoCH timeout, prior downtrend lookback, minimum downtrend depth in ATR multiples, and the near-lows threshold used in downtrend qualification. Volume Analysis exposes the moving-average length and three separate multipliers for climactic, elevated and weak volume classification. Visual inputs toggle the trading range zone, SC and AR horizontal levels, the CHoCH dashed break line, the Cause-to-Effect projection, the floating summary label and the keep-historical-events mode, with full control over font size and zone transparency. The info panel can be repositioned to six anchor points and switched between dark and light themes. 🟢 HOW TO USE Apply the indicator to any liquid instrument and any timeframe. During downtrends, observe the Watching row in the panel to monitor the forming SC candidate. When CHoCH prints, the full PS, SC and AR bundle appears and the trading range is shaded. From that point, use the Next Expected row to track what the engine is waiting for. The Confidence score progresses from 70 at CHoCH to 97 at SOS. The Spring Quality Score becomes populated when a Spring is detected and quantifies the character of the sweep. The Volume Footprint row rolls through Range forming, Supply exhausting, Weak hands shaken, Supply absorbed and Demand in control as the schematic matures. The floating summary label on the right edge of the chart provides an at-a-glance status even when the primary event labels are scrolled off to the left. The indicator works standalone but is designed to complement any market structure, order flow or supply-and-demand workflow. 🟢 LIMITATIONS AND TRANSPARENCY This tool is a pattern-recognition and labeling engine, not a strategy or a trading signal generator. All events are detected retrospectively after their confirming bar has closed plus the swing lookback period. This is by design to eliminate redrawing. The Wyckoff schematic is a framework, not a deterministic forecast. Not every accumulation completes the full seven-event sequence, and markets frequently fail schematics entirely and resume the prior downtrend. The volume analysis assumes reliable reported volume, so thin or fragmented markets may produce weaker classification. The Spring Quality Score and Confidence score are internal heuristics tied to event progression and are not statistical probabilities. The Cause-to-Effect projection is a classical Wyckoff reference line derived from range height, not a mechanical target guaranteed to be reached. Past schematic completions do not predict future market behavior. 🟢 RISK DISCLOSURE This indicator is published for educational and analytical purposes only. It does not constitute financial advice, a trading recommendation or an investment solicitation. Trading any financial instrument involves substantial risk, including the potential loss of principal. Past performance does not guarantee future results. Users are solely responsible for their own trading decisions, risk management and independent research. Always backtest thoroughly and trade within a risk framework you understand.
אינדיקטור Pine Script®
מאת ‎AGProLabs‎
Wyckoff Distribution Phase Map [AGPro Series]Wyckoff Distribution Phase Map 🔹 OVERVIEW Wyckoff Distribution Phase Map is a retrospective structural mapping tool built on the classic Wyckoff distribution schematic. It locates and labels the six core distribution events — Preliminary Supply (PSY), Buying Climax (BC), Automatic Reaction (AR), Upthrust (UT), Sign of Weakness (SOW) and Last Point of Supply (LPSY) — only after a bearish Change of Character (CHoCH) confirms that the prior uptrend has structurally broken. The indicator frames the active trading range as a shaded zone, plots BC and AR horizontal references, and tracks the phase state (A, B, C, D, E) in a dedicated info panel with a forming-candidate watchlist before confirmation. 🔹 WHAT MAKES IT DIFFERENT Most Wyckoff scripts on TradingView label events reactively on every elevated swing, producing dense, often contradictory signals during ranging or trending markets. This indicator takes the opposite approach. During an uptrend, the chart remains completely clean. Rolling trackers silently maintain candidate values for BC, PSY and AR in memory, while a live watchlist row in the panel shows the forming distribution candidate in real time. Events are only drawn on the chart after CHoCH locks the schematic, at which point PSY, BC and AR appear together as a confirmed retrospective bundle. UT, SOW and LPSY then populate as the post-CHoCH structure unfolds. A two-tier expiry system closes both incomplete and fully-played-out distributions, ensuring the active schematic on screen always reflects current market structure — not stale history. 🔹 METHODOLOGY The engine runs in two coordinated layers. The first layer tracks higher-high and higher-low sequences to qualify an uptrend and rolls candidate values for the Buying Climax (running maximum swing high), Preliminary Supply (last pre-BC elevated swing high) and Automatic Reaction (running minimum after BC). The second layer watches for a structural break below the last confirmed higher-low, which defines the CHoCH. On CHoCH confirmation, the candidate values are snapshotted as BC, PSY and AR labels, the trading range zone is drawn, and the state machine advances to the forward-detection phase. Upthrust, Sign of Weakness and Last Point of Supply are then detected in strict sequence using a combination of price-to-BC, price-to-AR and volume-to-average filters. Volume context is computed against a 20-period moving average baseline with separate climactic, elevated and weak thresholds tuned for crypto and equities alike. 🔹 SIGNALS AND ALERTS The indicator fires two categories of alerts. The CHoCH Confirmation alert triggers the moment the structural break locks in, including the resolved BC and AR levels. Event alerts fire for each subsequent UT, SOW and LPSY detection. No alert is fired during the forming phase — alerts are reserved for confirmed structural events, keeping notification noise low. A projected markdown line is drawn forward from LPSY using the trading range height as a symmetrical target, purely as a visual reference point rather than a trade signal. 🔹 KEY INPUTS Core Engine inputs control swing lookback sensitivity, candidate maximum age and the post-CHoCH timeout window. Volume Analysis exposes the moving average length and three multipliers for climactic, elevated and weak volume classification. Visual inputs toggle the trading range zone, BC and AR horizontal levels, the CHoCH dashed break line, the markdown projection, the confidence halo and the floating distribution summary label, with full control over font size, line widths and zone transparency. The info panel can be repositioned to six anchor points and switched between dark and light themes. A Keep Historical Events toggle allows old schematics to remain on the chart after reset, off by default for a clean view. 🔹 HOW TO USE Apply the indicator to any liquid instrument and any timeframe. During uptrends, observe the Watching row in the panel to monitor the forming BC candidate. When CHoCH prints, the full PSY, BC, AR bundle appears with the trading range shaded. From that point, use the Next Expected row to track what the engine is waiting for. The confidence score progresses from 70 at CHoCH to 97 at LPSY. The floating summary label on the right edge of the chart provides an at-a-glance status even when the primary event labels are scrolled off to the left. The indicator works standalone but is designed to complement any market structure, order flow or supply-and-demand workflow. 🔹 LIMITATIONS AND TRANSPARENCY This tool is a pattern-recognition and labeling engine, not a strategy or trading signal generator. All events are detected retrospectively after their confirming bar has closed plus the swing lookback period — this is by design to eliminate redrawing. The Wyckoff schematic is a framework, not a deterministic forecast; not every distribution completes the full six-event sequence, and markets frequently fail schematics entirely and resume the prior trend. The volume analysis assumes reliable reported volume, so thin or fragmented markets may produce weaker classification. Confidence scores are internal heuristics tied to event progression, not statistical probabilities. Past schematic completions do not predict future market behavior. 🔹 RISK DISCLOSURE This indicator is published for educational and analytical purposes only. It does not constitute financial advice, a trading recommendation or an investment solicitation. Trading any financial instrument involves substantial risk, including the potential loss of principal. Past performance does not guarantee future results. Users are solely responsible for their own trading decisions, risk management and independent research. Always backtest thoroughly and trade within a risk framework you understand.
אינדיקטור Pine Script®
מאת ‎AGProLabs‎
2
Verdance Regime Cipher [JOAT]Verdance Regime Cipher Introduction The Verdance Regime Cipher is an open-source market regime classification overlay that identifies and tracks four distinct market states in real-time: Bullish Trend, Bearish Trend, Volatile Disruption, and Equilibrium Range. Rather than relying on a single indicator to determine market conditions, VRC fuses ATR percentile ranking, custom directional movement scoring, volume regime analysis, EMA trend alignment, and optional Chaikin volatility blending into a unified regime detection engine. A two-bar confirmation filter prevents single-bar flicker, and an optional higher-timeframe alignment check adds macro confluence before confirming any regime. This indicator exists because most traders use trend indicators that only answer "up or down" — they fail to distinguish between a strong directional move, a choppy range, and a volatile transition that could trap both sides. VRC answers a more nuanced question: what type of market environment are we in right now, how fresh is it, and does the macro timeframe agree? Core Engine: How Regime Classification Works The regime engine combines four independent measurements into a single classification: Dispersion Gauge (ATR Percentile): The indicator computes ATR over a configurable period, then ranks it against its own history using percentile ranking. This tells you whether current volatility is high, low, or average relative to recent behavior — not just the raw ATR value. Polarity Scanner (Directional Movement): A custom directional movement score is calculated by comparing smoothed positive and negative directional movement. The result is normalized to a -1 to +1 range, where positive values indicate bullish directional pressure and negative values indicate bearish pressure. Flux Ratio (Volume Regime): Short-term volume (3-bar SMA) is divided by longer-term volume (configurable period SMA), then percentile-ranked. This identifies whether volume is elevated relative to its own history, which helps distinguish genuine trending moves from low-conviction drifts. Prism Alignment (EMA Spread): The spread between a fast and slow EMA is normalized by ATR. This provides a volatility-adjusted measure of trend strength — a large spread in a low-volatility environment means something different than the same spread during high volatility. These four measurements feed into the classification logic: bool isVolatile = atrPct > volGate and volPct > 60 and thermalHot bool isTrending = atrPct > trendGate and not isVolatile bool isBullDir = dirScore > 0.1 and emaDelta > 0.5 bool isBearDir = dirScore < -0.1 and emaDelta < -0.5 Volatile Disruption requires both high ATR percentile AND elevated volume percentile — this prevents misclassifying a quiet drift as volatile just because ATR is slightly elevated. Trending states require the ATR percentile to exceed the drift threshold while NOT being volatile, combined with directional confirmation from both the polarity scanner and prism alignment. Two-Bar Confirmation and Regime Stability Raw regime changes are not applied immediately. A pending regime must persist for two consecutive bars before it becomes the confirmed regime. This eliminates the single-bar flicker that plagues most regime indicators, where the classification bounces back and forth on noisy bars. Thermal Pressure (Chaikin Volatility Blend) When enabled, the indicator blends Chaikin volatility — which measures the rate of change of the high-low range — into the volatile regime detection. This adds a "thermal" dimension: the market must show not just high ATR, but accelerating range expansion, before being classified as volatile. The Chaikin volatility is percentile-ranked against its own history, and only when it exceeds the 65th percentile does it confirm the volatile state. Horizon Lock (Higher-Timeframe Confluence) The Horizon Lock feature fetches EMA bias from a configurable higher timeframe (default: 60-minute) and checks whether the macro trend direction agrees with the local regime. When the local regime says "bullish" but the higher timeframe EMAs are bearish, the Horizon Lock reports "DIVERGENT" — a warning that the local trend may lack macro support. This uses non-repainting security calls with lookahead disabled. Momentum Decay Index Every regime ages. VRC tracks how many bars the current regime has persisted and computes an exponential decay score from 100% (just started) toward 0%. Regimes are classified as FRESH (above 70%), MATURE (35-70%), or STALE (below 35%). Stale regimes have elevated reversal probability. The decay rate is calibrated so that regimes naturally transition through these phases over time, giving traders a sense of how "tired" the current move is. Signal Architecture VRC generates five distinct signal types, all edge-triggered and confirmed-bar only: Regime Shift Signals: Labels appear when the confirmed regime transitions — ASCENT LOCK, DESCENT LOCK, ERUPTION, or EQUILIBRIUM — each with a tooltip showing polarity score and decay percentage. Thermal Spike Markers: Fire when Chaikin volatility surges above the 85th percentile, marking bars of extreme range expansion. Polarity Fracture: Detects divergence between price action and directional momentum — price making new highs while the polarity score is declining, or vice versa. This is an early warning of trend exhaustion. Decay Warnings: Alert when the regime freshness drops below 20%, signaling that the current regime is aging and reversal probability is elevated. Horizon Lock/Break Signals: Mark the moment when higher-timeframe alignment is gained or lost. Visual Elements Regime Aura: Subtle background tint reflecting the current regime state (green for bullish, red for bearish, orange for volatile, purple for range). A secondary wash appears when the Horizon Lock is divergent. Prism Lines: Fast and slow EMAs plotted with opacity driven by regime decay — fresher regimes produce more vivid lines, stale regimes fade them. Regime Pulse Band: An ATR-based envelope around the fast EMA whose width scales with regime intensity. Wider bands during volatile regimes, tighter during ranges. Regime Candle Tinting: Candles colored by current regime state for instant visual recognition. Command Panel: An 11-row monospace dashboard displaying: regime substate, polarity score, dispersion rank, flux ratio, prism bias, kinetic phase, flux percentile, thermal pressure, horizon lock status, decay index, and regime age. Dashboard Metrics Explained The Command Panel provides real-time regime intelligence: POLARITY: Directional movement score (-1 to +1). Positive = bullish pressure, negative = bearish pressure. DISP %R: ATR percentile rank. Above the eruption threshold = volatile, above drift threshold = trending, below = ranging. FLUX: Volume ratio (short/long SMA). Values above 1.2 indicate elevated volume activity. PRISM: ATR-normalized EMA spread. Positive = fast EMA above slow, negative = below. PHASE: Combined kinetic classification — KINETIC (strong directional move), INERTIAL (moderate), or DORMANT (weak). THERMAL: Chaikin volatility percentile. Above 75% = extreme range expansion. HORIZON: LOCKED (macro aligned), DIVERGENT (macro conflicting), or OFF (disabled). DECAY: Regime freshness — FRESH, MATURE, or STALE with percentage. Input Parameters Regime Nucleus: Dispersion Gauge: ATR lookback (default 14) Polarity Scanner: Directional movement window (default 20) Flux Depth: Volume analysis period (default 14) Epoch Window: Percentile ranking lookback (default 50) Drift Threshold: ATR percentile for trending classification (default 55) Eruption Threshold: ATR percentile for volatile classification (default 70) Chaikin Volatility Blend: Enable Thermal Pressure: Toggle Chaikin blend (default on) Thermal Period / Rate: Chaikin EMA and ROC parameters Macro Confluence: Enable Horizon Lock: Toggle HTF alignment check (default on) Horizon Timeframe: Selectable from 30m to Weekly How to Use This Indicator Use the regime classification to filter your existing strategy — only take trend-following setups during ASCENT or DESCENT regimes, and avoid them during EQUILIBRIUM or ERUPTION. Watch the Decay Index — when a regime becomes STALE, be cautious about entering new positions in that direction. Pay attention to Polarity Fracture signals — they often precede regime transitions by several bars. Use Horizon Lock to confirm that your local timeframe trend has macro support. DIVERGENT status is a warning flag. Thermal Spike markers highlight bars of extreme range expansion — these often mark the beginning or climax of volatile moves. Limitations Regime classification is inherently lagging — the two-bar confirmation filter adds stability but delays transitions. The indicator classifies the current environment but does not predict the next one. A FRESH bullish regime can still reverse. Higher-timeframe alignment depends on the selected timeframe — different HTF choices may produce different Horizon Lock readings. Volume-based measurements (Flux Ratio) are less reliable on instruments with inconsistent volume data. The Decay Index is a heuristic, not a statistical probability — it provides intuition about regime age, not a precise reversal forecast. This indicator does not generate buy/sell signals — it provides context for your own decision-making. Originality Statement This indicator is original in its multi-dimensional regime classification approach. While ATR, directional movement, and volume analysis are established concepts individually, VRC is justified because: It fuses four independent measurements (ATR percentile, directional movement, volume regime, EMA spread) into a unified four-state classification that goes beyond simple "trending vs ranging." The two-bar confirmation filter with exponential decay tracking provides regime lifecycle awareness not found in standard regime indicators. Chaikin volatility blending adds a thermal dimension that distinguishes genuine volatile disruptions from merely elevated ATR. The Horizon Lock feature integrates macro-timeframe confluence directly into the regime engine rather than requiring a separate indicator. Polarity Fracture detection identifies directional divergence as an early warning system for regime transitions. The comprehensive dashboard presents regime intelligence across 11 metrics simultaneously. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Regime classification helps contextualize market conditions but does not predict future price movement. Past regime patterns do not guarantee future behavior. Always use proper risk management and conduct your own analysis before making trading decisions. The author is not responsible for any losses incurred from using this tool. -Made with passion by officialjackofalltrades
אינדיקטור Pine Script®
מאת ‎officialjackofalltrades‎
Helion Trend Weave [JOAT]Helion Trend Weave Introduction The Helion Trend Weave is an open-source volatility-adaptive multi-MA ribbon overlay that self-adjusts its period lengths based on real-time ATR regime. In high-volatility environments, periods shorten for faster response; in calm markets, they lengthen for noise reduction. The ribbon consists of up to 12 moving average filaments with four-state color logic that provides instant trend phase recognition: dominant rise, fading rise, dominant fall, and fading fall. Beyond simple trend direction, HTW measures ribbon spread as a trend strength gauge, detects compression squeezes, identifies ribbon inversions (twists), and generates six distinct signal types — all with cooldown-based anti-overlap to keep the chart clean. This indicator addresses a fundamental limitation of static moving average systems: fixed periods that work well in one volatility environment fail in another. A 20-period EMA that provides clean signals in a trending market produces whipsaws in a choppy one. HTW solves this by dynamically morphing all ribbon periods through a volatility ratio, while providing a comprehensive suite of trend diagnostics through its dashboard and signal architecture. Core Engine: Volatility Morphing The adaptive period system works by computing a volatility ratio between a fast ATR and a slow ATR: float volReg = atrL != 0 ? atrS / atrL : 1.0 float adaptMult = adaptive ? math.max(adaptMin, math.min(adaptMax, 1.5 / volReg)) : 1.0 When short-term volatility exceeds long-term volatility (ratio > 1), the multiplier decreases below 1.0, shortening all periods for faster reaction. When volatility contracts (ratio < 1), the multiplier increases above 1.0, lengthening periods for noise filtering. The morph floor and ceiling are configurable to prevent extreme period distortion. Every filament in the ribbon is calculated as: Period = max(2, round((basePeriod + index * spacing) * adaptMult)) This means the entire ribbon breathes with the market — expanding its lookback during calm periods and contracting it during volatile ones. Multi-MA Ribbon Architecture The ribbon supports up to 12 filaments using EMA, SMA, or SMMA calculation types. Each filament is computed with inline EMA/RMA logic at global scope to handle the series-int periods that result from adaptive morphing. The filaments are plotted with progressive transparency — the lead filament is vivid and thick, while trailing filaments fade gradually, creating a visual depth effect. Four-State Color Logic Rather than simple bullish/bearish coloring, HTW uses four states based on two conditions — trend direction (lead above/below anchor) and momentum (lead rising/falling): Dominant Rise: Lead filament above anchor AND rising — strong bullish momentum Fading Rise: Lead filament above anchor but NOT rising — bullish trend losing steam Dominant Fall: Lead filament below anchor AND falling — strong bearish momentum Fading Fall: Lead filament below anchor but NOT falling — bearish trend losing steam The "fading" states are early warnings that a trend may be approaching exhaustion before an actual crossover occurs. Trend Diagnostics Ribbon Spread: The absolute distance between the fastest and slowest filaments, normalized by ATR. This serves as a volatility-adjusted trend strength gauge. The spread is percentile-ranked against its own history and classified as DOMINANT (>70th), DEVELOPING (30-70th), or DORMANT (<30th). Alignment Score: Measures what percentage of filament segments are in correct sequential order (ascending for bull, descending for bear). LOCKED = 100% alignment, PARTIAL = 50%+, SCATTERED = below 50%. Full alignment is a powerful trend confirmation. Spread Momentum: Rate of change of the normalized spread — EXPANDING, CONTRACTING, or FLAT. Expanding spread after compression often signals the beginning of a significant move. Compression Chamber (Squeeze Detection) The indicator percentile-ranks the raw ribbon spread against a configurable lookback. When the spread falls below the compression percentile threshold (default: 10th percentile), the ribbon is considered "squeezed" — a state that often precedes explosive directional moves. A subtle background aura highlights compression periods. Signal Architecture HTW generates six signal types, each with independent cooldown timers and a global anti-overlap system that ensures only one label appears per bar (priority: Cross > Surge > Twist > Fan > Snap > Drift): IGNITE / QUENCH (Weave Cross): Lead filament crosses above or below the anchor filament — the core directional signal. SURGE (Momentum Surge): Compression releases into rapid expansion — the ribbon was squeezed and is now expanding with directional conviction. This is a structural breakout signal. TWIST LOCK: Ribbon inversion confirmed after a configurable number of bars of sustained new alignment. More conservative than a simple crossover. FAN (Filament Fan): All filaments achieve perfect sequential order — a powerful trend confirmation that indicates full ribbon alignment. SNAP (Snap Recoil): Price crosses the ribbon midpoint against the current trend direction while the ribbon has meaningful width. This is a mean-reversion signal. DRIFT (Drift Fade): Trend force decays to dormant level — an exhaustion warning when the spread percentile drops below 15%. // Global anti-overlap: only one label per bar (priority order) bool doCross = (bullCross or bearCross) and not barUsed bool doSurge = (surgeUp or surgeDn) and not barUsed and not doCross bool doTwist = (twistBullEdge or twistBearEdge) and not barUsed and not doCross and not doSurge Command Panel (Dashboard) A 12-row monospace dashboard displays real-time trend intelligence: PHASE: Current four-state classification (Dominant Rise, Fading Rise, Dominant Fall, Fading Fall) FORCE: Trend strength classification with percentile (DOMINANT / DEVELOPING / DORMANT) APERTURE: Normalized ribbon spread with expansion/contraction direction ALIGNMENT: Filament sequential order score (LOCKED / PARTIAL / SCATTERED) MORPH: Current adaptive period multiplier (e.g., 0.75x in high vol, 1.8x in low vol) COMPRESS: Whether the ribbon is currently in a squeeze state WEAVE: Current MA type and filament count configuration VOL REG: Raw volatility ratio (fast ATR / slow ATR) MIDPOINT: Whether price is above or below the ribbon midpoint, with the midpoint price LEAD PER / ANCHOR PER: Current effective periods after morphing Input Parameters Helix Parameters: Filament Type: EMA, SMA, or SMMA (default EMA) Origin Period: Fastest MA period (default 5) Weave Depth: Number of filaments, 3-12 (default 8) Filament Spacing: Period increment between filaments (default 5) Volatility Morphing: Enable/disable adaptive periods (default on) Morphic Tuning: Impulse ATR / Anchor ATR: Fast and slow ATR periods for volatility ratio Morph Floor / Ceiling: Minimum and maximum period multiplier bounds Compression Chamber: Compression Aura: Toggle squeeze background highlight Chamber Lookback / Compression Percentile: Squeeze detection parameters Signal Architecture: Individual toggles for all six signal types Twist Confirmation: Bars of sustained inversion required (default 2) How to Use This Indicator Watch for SURGE signals after compression periods — these often mark the beginning of significant directional moves. Use the four-state color system to identify trend exhaustion early. "Fading" states warn that momentum is weakening before a crossover occurs. FAN signals (full filament alignment) are powerful trend confirmations — they indicate that all timeframe layers of the ribbon agree on direction. SNAP signals provide counter-trend opportunities when price crosses the ribbon midpoint against a wide ribbon — but use them with caution and additional confirmation. Monitor the MORPH multiplier in the dashboard — extreme values (very low or very high) indicate unusual volatility conditions. The ALIGNMENT metric helps distinguish between clean trends (LOCKED) and choppy conditions (SCATTERED). Limitations Moving average ribbons are inherently lagging — the adaptive morphing reduces but does not eliminate this lag. Compression detection identifies potential breakout setups but does not predict breakout direction. The adaptive period system can produce rapid period changes during volatile transitions, which may cause visual noise in the ribbon. SNAP (mean reversion) signals are counter-trend and carry higher risk than trend-following signals. The indicator works best on liquid instruments with consistent price action. Thin markets may produce unreliable morphing behavior. Signal cooldowns prevent spam but may also suppress valid signals that occur in rapid succession. Originality Statement This indicator is original in its integration of volatility-adaptive period morphing with comprehensive ribbon diagnostics. While moving average ribbons are a known concept, HTW is justified because: The ATR-ratio-based period morphing dynamically adjusts all filament periods simultaneously, creating a ribbon that breathes with market volatility — unlike static ribbon indicators. Four-state color logic (rising/falling crossed with above/below) provides phase recognition beyond simple bullish/bearish classification. The alignment scoring system quantifies ribbon sequential order as a percentage, providing a measurable trend quality metric. Six distinct signal types with priority-based anti-overlap and independent cooldowns create a clean, non-cluttered signal architecture. Compression detection integrated directly into the ribbon spread provides squeeze identification without requiring a separate indicator. The comprehensive 12-row dashboard presents trend diagnostics including effective morphed periods, spread momentum, and alignment state. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Moving average systems identify trends after they begin and cannot predict future price direction. Past trend patterns do not guarantee future behavior. Always use proper risk management and conduct your own analysis before making trading decisions. The author is not responsible for any losses incurred from using this tool. -Made with passion by officialjackofalltrades
אינדיקטור Pine Script®
מאת ‎officialjackofalltrades‎
3
Phase Regression Oscillator [LuxAlgo]The Phase Regression Oscillator indicator is a cycle analysis tool that uses an analytical linear least squares fit to extract the instantaneous phase of a specified frequency relative to price action. By solving a system of normal equations on every bar, the script determines the "best fit" sine wave for a rolling window, providing a high-resolution view of the market's cyclical state. 🔶 USAGE The indicator is designed to identify the current stage of a market cycle by fitting a theoretical sine wave to the most recent price data. Unlike traditional oscillators that rely on simple averages or price extremes, this tool uses regression to find the mathematical phase of the trend. 🔹 Interpreting the Components Sine Oscillator (Solid Line): This is the primary signal. When the line is positive and green, the cycle is in its ascending or peaking phase. When negative and red, the cycle is in its descending or troughing phase. Cosine Component (Dotted Line): This represents the "quadrature" or in-phase component. In cycle analysis, the lead/lag relationship between the sine and cosine lines can help traders identify when a cycle is losing momentum or reaching a turning point. Overbought/Oversold Levels: Dashed horizontal lines indicate levels where the cycle fit has reached extreme mathematical synchronization, often preceding a phase shift or reversal. 🔶 DETAILS The script employs a Linear Least Squares approach to model price as: y = a·sin(ωx) + b·cos(ωx) + c Instead of using a computationally expensive "grid search" to guess the phase, the indicator uses a 3x3 matrix solver (Cramer's Rule) to analytically find the coefficients a , b , and c that minimize the squared error. The phase (φ) is then extracted using the arctangent of the coefficients. By defining the period as a percentage of the window size, the tool ensures that the regression always looks for a cycle length that is proportional to the observed lookback, making it adaptable across different timeframes and asset classes. 🔶 SETTINGS 🔹 Main Settings Window Size (N): The rolling lookback period (in bars) used to calculate the regression fit. Period % of Window: Defines the fixed period (P) of the sine wave as a percentage of the Window Size. A value of 100% means the regression looks for a cycle equal to the window length. 🔹 Levels Overbought Level: The upper threshold used to identify cycle peaks. Oversold Level: The lower threshold used to identify cycle troughs. 🔹 Style Bullish Color: Color for the oscillator when positive, the oversold level, and the upward gradient fill. Bearish Color: Color for the oscillator when negative, the overbought level, and the downward gradient fill. Cosine Color: The color of the dotted quadrature reference line. Zero Line Color: The color of the center baseline.
אינדיקטור Pine Script®
מאת ‎LuxAlgo‎
Polyphase Stochastic RSI (PSRSI)The Polyphase Stochastic RSI (PSRSI) provides a continuous estimate of higher timeframe Stochastic RSI behavior by using polyphase decimation. The number of phases represents the timeframe multiplier - for example, 3 phases approximates a 3x higher timeframe. While traditional higher timeframe indicators only update at the completion of each higher timeframe bar, the PSRSI creates a continuous signal by maintaining multiple phase-shifted calculations and combining them with appropriate anti-aliasing filters. This approach eliminates the gaps and discontinuities typically seen in higher timeframe indicators, though the resulting signal may sometimes deviate from the true higher timeframe values due to its estimative nature. The indicator processes data through parallel phase calculations, each handling a different subset of price data offset in time. These phases are then filtered and combined to prevent aliasing artifacts that occur in simple timeframe conversions. The result is a smooth, continuous signal that starts providing meaningful values immediately, without requiring a warm-up period of higher timeframe bars. Users can choose between RSI and Stochastic RSI modes, with both benefiting from the same polyphase processing technique. The indicator maintains the standard interpretation of overbought and oversold conditions while providing a more continuous view of higher timeframe momentum.
אינדיקטור Pine Script®
מאת ‎The_Peaceful_Lizard‎
7
Harmonic Sine Waves model plot Hey, Here is another tool that I created. I could not find anything similar. This script is creating a sine wave, based on the given length, amplitude, horizontal vertical offset. After this it plots also nearest harmonics to the base sine wave and draws it on the chart. At the last step it sums up the value for base sine wave with its harmonics. This is a great way to experience how 4 basic sine waves, when summed up, are creating more complex chart. This shows that the 'chaotic' chart can be built on just a few most important factors. You do not have to "know every single fact" about the asset to make a proper forecast. You just need those most important. It is crucial though, to offset the chart in a correct way, so it is in phase with the asset that we work on.
אינדיקטור Pine Script®
מאת ‎bartekhl‎
7
Poly Cycle [Loxx]This is an example of what can be done by combining Legendre polynomials and analytic signals. I get a way of determining a smooth period and relative adaptive strength indicator without adding time lag. This indicator displays the following: The Least Squares fit of a polynomial to a DC subtracted time series - a best fit to a cycle. The normalized analytic signal of the cycle (signal and quadrature). The Phase shift of the analytic signal per bar. The Period and HalfPeriod lengths, in bars of the current cycle. A relative strength indicator of the time series over the cycle length. That is, adaptive relative strength over the cycle length. The Relative Strength Indicator, is adaptive to the time series, and it can be smoothed by increasing the length of decreasing the number of degrees of freedom. Other adaptive indicators based upon the period and can be similarly constructed. There is some new math here, so I have broken the story up into 5 Parts: Part 1: Any time series can be decomposed into a orthogonal set of polynomials . This is just math and here are some good references: Legendre polynomials - Wikipedia, the free encyclopedia Peter Seffen, "On Digital Smoothing Filters: A Brief Review of Closed Form Solutions and Two New Filter Approaches", Circuits Systems Signal Process, Vol. 5, No 2, 1986 I gave some thought to what should be done with this and came to the conclusion that they can be used for basic smoothing of time series. For the analysis below, I decompose a time series into a low number of degrees of freedom and discard the zero mode to introduce smoothing. That is: time series => c_1 t + c_2 t^2 ... c_Max t^Max This is the cycle. By construction, the cycle does not have a zero mode and more physically, I am defining the "Trend" to be the zero mode. The data for the cycle and the fit of the cycle can be viewed by setting ShowDataAndFit = TRUE; There, you will see the fit of the last bar as well as the time series of the leading edge of the fits. If you don't know what I mean by the "leading edge", please see some of the postings in . The leading edges are in grayscale, and the fit of the last bar is in color. I have chosen Length = 17 and Degree = 4 as the default. I am simply making sure by eye that the fit is reasonably good and degree 4 is the lowest polynomial that can represent a sine-like wave, and 17 is the smallest length that lets me calculate the Phase Shift (Part 3 below) using the Hilbert Transform of width=7 (Part 2 below). Depending upon the fit you make, you will capture different cycles in the data. A fit that is too "smooth" will not see the smaller cycles, and a fit that is too "choppy" will not see the longer ones. The idea is to use the fit to try to suppress the smaller noise cycles while keeping larger signal cycles. Part 2: Every time series has an Analytic Signal, defined by applying the Hilbert Transform to it. You can think of the original time series as amplitude * cosine(theta) and the transformed series, called the quadrature, can be thought of as amplitude * sine(theta). By taking the ratio, you can get the angle theta, and this is exactly what was done by John Ehlers in . It lets you get a frequency out of the time series under consideration. Amazon.com: Rocket Science for Traders: Digital Signal Processing Applications (9780471405672): John F. Ehlers: Books It helps to have more references to understand this. There is a nice article on Wikipedia on it. Read the part about the discrete Hilbert Transform: en.wikipedia.org If you really want to understand how to go from continuous to discrete, look up this article written by Richard Lyons: www.dspguru.com In the indicator below, I am calculating the normalized analytic signal, which can be written as: s + i h where i is the imagery number, and s^2 + h^2 = 1; s= signal = cosine(theta) h = Hilbert transformed signal = quadrature = sine(theta) The angle is therefore given by theta = arctan(h/s); The analytic signal leading edge and the fit of the last bar of the cycle can be viewed by setting ShowAnalyticSignal = TRUE; The leading edges are in grayscale fit to the last bar is in color. Light (yellow) is the s term, and Dark (orange) is the quadrature (hilbert transform). Note that for every bar, s^2 + h^2 = 1 , by construction. I am using a width = 7 Hilbert transform, just like Ehlers. (But you can adjust it if you want.) This transform has a 7 bar lag. I have put the lag into the plot statements, so the cycle info should be quite good at displaying minima and maxima (extrema). Part 3: The Phase shift is the amount of phase change from bar to bar. It is a discrete unitary transformation that takes s + i h to s + i h explicitly, T = (s+ih)*(s -ih ) , since s *s + h *h = 1. writing it out, we find that T = T1 + iT2 where T1 = s*s + h*h and T2 = s*h -h*s and the phase shift is given by PhaseShift = arctan(T2/T1); Alas, I have no reference for this, all I doing is finding the rotation what takes the analytic signal at bar to the analytic signal at bar . T is the transfer matrix. Of interest is the PhaseShift from the closest two bars to the present, given by the bar and bar since I am using a width=7 Hilbert transform, bar is the earliest bar with an analytic signal. I store the phase shift from bar to bar as a time series called PhaseShift. It basically gives you the (7-bar delayed) leading edge the amount of phase angle change in the series. You can see it by setting ShowPhaseShift=TRUE The green points are positive phase shifts and red points are negative phase shifts. On most charts, I have looked at, the indicator is mostly green, but occasionally, the stock "retrogrades" and red appears. This happens when the cycle is "broken" and the cycle length starts to expand as a trend occurs. Part 4: The Period: The Period is the number of bars required to generate a sum of PhaseShifts equal to 360 degrees. The Half-period is the number of bars required to generate a sum of phase shifts equal to 180 degrees. It is usually not equal to 1/2 of the period. You can see the Period and Half-period by setting ShowPeriod=TRUE The code is very simple here: Value1=0; Value2=0; while Value1 < bar_index and math.abs(Value2) < 360 begin Value2 = Value2 + PhaseShift ; Value1 = Value1 + 1; end; Period = Value1; The period is sensitive to the input length and degree values but not overly so. Any insight on this would be appreciated. Part 5: The Relative Strength indicator: The Relative Strength is just the current value of the series minus the minimum over the last cycle divided by the maximum - minimum over the last cycle, normalized between +1 and -1. RelativeStrength = -1 + 2*(Series-Min)/(Max-Min); It therefore tells you where the current bar is relative to the cycle. If you want to smooth the indicator, then extend the period and/or reduce the polynomial degree. In code: NewLength = floor(Period + HilbertWidth+1); Max = highest(Series,NewLength); Min = lowest(Series,NewLength); if Max>Min then Note that the variable NewLength includes the lag that comes from the Hilbert transform, (HilbertWidth=7 by default). Conclusion: This is an example of what can be done by combining Legendre polynomials and analytic signals to determine a smooth period without adding time lag. ________________________________ Changes in this one : instead of using true/false options for every single way to display, use Type parameter as following : 1. The Least Squares fit of a polynomial to a DC subtracted time series - a best fit to a cycle. 2. The normalized analytic signal of the cycle (signal and quadrature). 3. The Phase shift of the analytic signal per bar. 4. The Period and HalfPeriod lengths, in bars of the current cycle. 5. A relative strength indicator of the time series over the cycle length. That is, adaptive relative strength over the cycle length.
אינדיקטור Pine Script®
מאת ‎loxx‎
4
DominantCycleCollection of Dominant Cycle estimators. Length adaptation used in the Adaptive Moving Averages and the Adaptive Oscillators try to follow price movements and accelerate/decelerate accordingly (usually quite rapidly with a huge range). Cycle estimators, on the other hand, try to measure the cycle period of the current market, which does not reflect price movement or the rate of change (the rate of change may also differ depending on the cycle phase, but the cycle period itself usually changes slowly). This collection may become encyclopaedic, so if you have any working cycle estimator, drop me a line in the comments below. Suggestions are welcome. Currently included estimators are based on the work of John F. Ehlers mamaPeriod(src, dynLow, dynHigh) MESA Adaptation - MAMA Cycle   Parameters:      src : Series to use      dynLow : Lower bound for the dynamic length      dynHigh : Upper bound for the dynamic length   Returns: Calculated period Based on MESA Adaptive Moving Average by John F. Ehlers Performs Hilbert Transform Homodyne Discriminator cycle measurement Unlike MAMA Alpha function (in LengthAdaptation library), this does not compute phase rate of change Introduced in the September 2001 issue of Stocks and Commodities Inspired by the @everget implementation: Inspired by the @anoojpatel implementation: paPeriod(src, dynLow, dynHigh, preHP, preSS, preHP) Pearson Autocorrelation   Parameters:      src : Series to use      dynLow : Lower bound for the dynamic length      dynHigh : Upper bound for the dynamic length      preHP : Use High Pass prefilter (default)      preSS : Use Super Smoother prefilter (default)      preHP : Use Hann Windowing prefilter   Returns: Calculated period Based on Pearson Autocorrelation Periodogram by John F. Ehlers Introduced in the September 2016 issue of Stocks and Commodities Inspired by the @blackcat1402 implementation: Inspired by the @rumpypumpydumpy implementation: Corrected many errors, and made small speed optimizations, so this could be the best implementation to date (still slow, though, so may revisit in future) High Pass and Super Smoother prefilters are used in the original implementation dftPeriod(src, dynLow, dynHigh, preHP, preSS, preHP) Discrete Fourier Transform   Parameters:      src : Series to use      dynLow : Lower bound for the dynamic length      dynHigh : Upper bound for the dynamic length      preHP : Use High Pass prefilter (default)      preSS : Use Super Smoother prefilter (default)      preHP : Use Hann Windowing prefilter   Returns: Calculated period Based on Spectrum from Discrete Fourier Transform by John F. Ehlers Inspired by the @blackcat1402 implementation: High Pass, Super Smoother and Hann Windowing prefilters are used in the original implementation phasePeriod(src, dynLow, dynHigh, preHP, preSS, preHP) Phase Accumulation   Parameters:      src : Series to use      dynLow : Lower bound for the dynamic length      dynHigh : Upper bound for the dynamic length      preHP : Use High Pass prefilter (default)      preSS : Use Super Smoother prefilter (default)      preHP : Use Hamm Windowing prefilter   Returns: Calculated period Based on Dominant Cycle from Phase Accumulation by John F. Ehlers High Pass and Super Smoother prefilters are used in the original implementation doAdapt(type, src, len, dynLow, dynHigh, chandeSDLen, chandeSmooth, chandePower, preHP, preSS, preHP) Execute a particular Length Adaptation or Dominant Cycle Estimator from the list   Parameters:      type : Length Adaptation or Dominant Cycle Estimator type to use      src : Series to use      len : Reference lookback length      dynLow : Lower bound for the dynamic length      dynHigh : Upper bound for the dynamic length      chandeSDLen : Lookback length of Standard deviation for Chande's Dynamic Length      chandeSmooth : Smoothing length of Standard deviation for Chande's Dynamic Length      chandePower : Exponent of the length adaptation for Chande's Dynamic Length (lower is smaller variation)      preHP : Use High Pass prefilter for the Estimators that support it (default)      preSS : Use Super Smoother prefilter for the Estimators that support it (default)      preHP : Use Hann Windowing prefilter for the Estimators that support it   Returns: Calculated period (float, not limited) doEstimate(type, src, dynLow, dynHigh, preHP, preSS, preHP) Execute a particular Dominant Cycle Estimator from the list   Parameters:      type : Dominant Cycle Estimator type to use      src : Series to use      dynLow : Lower bound for the dynamic length      dynHigh : Upper bound for the dynamic length      preHP : Use High Pass prefilter for the Estimators that support it (default)      preSS : Use Super Smoother prefilter for the Estimators that support it (default)      preHP : Use Hann Windowing prefilter for the Estimators that support it   Returns: Calculated period (float, not limited)
ספריית Pine Script®
מאת ‎lastguru‎
6
Ehlers Instantaneous Phase Dominant Cycle [CC]The Instantaneous Phase Dominant Cycle was created by John Ehlers (Stocks & Commodities V. 18:3 (16-27)) and this is one of many similar indicators that I will be publishing from Ehlers in the next few months that calculate the current dominant cycle period. The cycle period can be used in multiple ways but generally this means that if the stock is currently at a low then the current cycle period will tell you when the next lowest low will get hit or vice versa. This is also useful for using this cycle period as an input for other indicators to provide a very good adaptive length. Let me know how you wind up using these indicators in your daily trading. I have included the same buy and sell signals from my recent Hilbert Transform and so buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you would like to see me publish!
אינדיקטור Pine Script®
מאת ‎cheatcountry‎
2