LazyBear

Ehlers Adaptive Cyber Cycle Indicator [LazyBear]

Another famous Ehlers indicator.

This is the adaptive version of Ehlers' Cyber Cycle ( CC ) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In adaptive cyber cycle, Ehlers uses the dominant cycle period as the length in computation of alpha.

According to Ehlers this should be more responsive than the non-adaptive version. Buy and sell signals should often occur one bar earlier than for the non-adaptive version.

I have the usual options in place. Check out plain CC for comparison.

More info:
- Cyber Cycle Indicator: - Cybernetic Analysis for Stocks and Futures ( Ehlers )

List of my public indicators: http://bit.ly/1LQaPK8
List of my app-store indicators: http://blog.tradingview.com/?p=970
نص برمجي مفتوح المصدر

قام مؤلف هذا النص البرمجي بنشره وجعله مفتوح المصدر، بحيث يمكن للمتداولين فهمه والتحقق منه، وهو الأمر الذي يدخل ضمن قيم TradingView. تحياتنا للمؤلف! يمكنك استخدامه مجانًا، ولكن إعادة استخدام هذا الكود في منشور تحكمه قواعد الموقع. يمكنك جعله مفضلاً لاستخدامه على الرسم البياني.

هل تريد استخدام هذا النص البرمجي على الرسم البياني؟
//
// @author LazyBear 
// 
// List of my public indicators: http://bit.ly/1LQaPK8 
// List of my app-store indicators: http://blog.tradingview.com/?p=970 
//
study("Ehlers Adaptive Cyber Cycle Indicator [LazyBear]", shorttitle="EACCI_LB", overlay=false, precision=3)
src=input(hl2, title="Source") 
a=input(.07, title="Alpha")
s = (src + 2*src[1] + 2*src[2] + src[3])/6.0
c = n<7?(src - 2*src[1] + src[2])/4.0:((1 - 0.5*a)*(1 - 0.5*a)*(s - 2*s[1] + s[2]) + 2*(1-a)*c[1] - (1 - a)*(1-a)*c[2])
q1 = (.0962*c + 0.5769*c[2] - 0.5769*c[4] - .0962*c[6])*(0.5+.08*nz(ip[1]))
I1 = c[3]
dp_ = iff(q1 != 0 and q1[1] != 0, (I1/q1 - I1[1]/q1[1]) / (1 + I1*I1[1]/(q1*q1[1])),0)
dp = iff(dp_ < 0.1, 0.1, iff(dp_ > 1.1, 1.1, dp_))
med(x,y,z) => (x+y+z) - min(x,min(y,z)) - max(x,max(y,z))
md = med(dp,dp[1], med(dp[2], dp[3], dp[4]))
dc = iff(md == 0, 15, 6.28318 / md + 0.5)
ip = .33*dc + .67*nz(ip[1])
p = .15*ip + .85*nz(p[1])
a1 = 2.0/(p + 1)
ac=nz(((1-0.5*a1)*(1-0.5*a)*(s-2*s[1]+s[2])+2*(1-a1)*ac[1]-(1-a1)*(1-a1)*ac[2]), (src-2*src[1]+src[2])/4.0)
t=ac[1]
fr=input(true, title="Fill Osc/Trigger region")
plot(0, color=gray, title="ZeroLine")
duml=plot(fr?(ac>t?ac:t):na, style=circles, linewidth=0, color=gray, title="Dummy")
cmil=plot(ac, title="AdaptiveCyberCycle",color=blue)
tl=plot(t, title="Trigger",color=green)
fill(cmil, duml, color=red, transp=50, title="NegativeFill")
fill(tl, duml, color=lime, transp=50, title="PositiveFill")
ebc=input(false, title="Color bars?")
bc=ebc?(ac>0? (ac>t?lime:(ac==t?gray:green)): (ac<t?red:orange)):na
barcolor(bc)
List of my free indicators: http://bit.ly/1LQaPK8
List of my indicators at Appstore: http://blog.tradingview.com/?p=970