Enhanced Instantaneous Cycle Period - Dr. John EhlersThis is my first public release of detector code entitled "Enhanced Instantaneous Cycle Period" for PSv4.0 I built many months ago. Be forewarned, this is not an indicator, this is a detector to be used by ADVANCED developers to build futuristic indicators in Pine. The origins of this script come from a document by Dr. John Ehlers entitled "SIGNAL ANALYSIS CONCEPTS". You may find this using the NSA's reverse search engine "goggles", as I call it. John Ehlers' MESA used this measurement to establish the data window for analysis for MESA Cycle computations. So... does any developer wish to emulate MESA Cycle now??
I decided to take instantaneous cycle period to another level of novel attainability in this public release of source code with the following methods, if you are curious how I ENHANCED it. Firstly I reduced the delay of accurate measurement from bar_index==0 by quite a few bars closer to IPO. Secondarily, I provided a limit of 6 for a minimum instantaneous cycle period. At bar_index==0, it would provide a period of 0 wrecking many algorithms from the start. I also increased the instantaneous cycle period's maximum value to 80 from 50, providing a window of 6-80 for the instantaneous cycle period value window limits. Thirdly, I replaced the internal EMA with another algorithm. It reduces the lag while extracting a floating point number, for algorithms that will accept that, compared to a sluggish ordinary EMA return. You will see the excessive EMA delay with adding plot(ema(ICP,7)) as it was originally designed. Lastly it's in one simple function for reusability in a nice little package comprising of less than 40 lines of code. I hope I explained that adequately enough and gave you the reader a glimpse of the "Power of Pine" combined with ingenuity.
Be forewarned again, that most of Pine's built-in functions will not accept a floating-point number or dynamic integers for the "length" of it's calculation. You will have to emulate the built-in functions by creating Pine based custom functions, and I assure you, this is very possible in many cases, but not all without array support. You may use int(ICP) to extract an integer from the smoothICP return variable, which may be favorable compared to the choppiness/ringing if ICP alone.
This is commonly what my dense intricate code looks like behind the veil. If you are wondering why there is barely any notation, that's because the notation is in the variable naming and this is intended primarily for ADVANCED developers too. It does contain lines of code that explore techniques in Pine that may be applicable in other Pine projects for those learning or wishing to excel with Pine.
Showcased in the chart below is my free to use "Enhanced Schaff Trend Cycle Indicator", having a common appeal to TV users frequently. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and ideas presented below in the comments section, when time provides it. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
NOTICE: Copy pasting bandits who may be having nefarious thoughts, DO NOT attempt this, because this may violate Tradingview's terms, conditions and/or house rules. "WE" are always watching the TV community vigilantly for mischievous behaviors and actions that exploit well intended authors for the purpose of increasing brownie points in reputation scores. Hiding behind a "protected" wall may not protect you from investigation and account penalization by TV staff. Be respectful, and don't just throw an ma() in there branding it as "your" gizmo. Fair enough? Alrighty then... I firmly believe in "innovating" future state-of-the-art indicators, and please contact me if you wish to do so.
8-period
In-Phase & Quadrature IFMThis indicator provides a continuous measurement of a securities' dominant cycle period, based on Ehlers ever-impressive reports and analysis tools.
This method uses in-phase and quadrature analysis, making use of the imaginary domain. This method is prone to favor longer periods and can
allow noise to greatly affect the end result.
>What does that even mean?
Essentially, you get a real-time (low lag) plot of the cycle period in bars. If the I-Q IFM reads "16" then you can expect the distance between swing highs and swing lows to be approx. 16 bars.
>How is this useful?
When you throw an RSI or MACD on your chart, you can now set the "Period" or "Length" value with confidence.
Knowing the dominant cycle period tells you that price reversal will occur around these intervals.
>Extending.
The better way to use this tool is by extending the script into any indicators that use a length or period that is set manually.
Simply use the "len" variable in your custom script to replace your input values.
Now you have a way to adaptively set the period value, using signal processing theory instead of just intuition ;)
PM if you have questions.
Cosine IFM [Ehlers]This indicator provides a continuous measurement of a securities' dominant cycle period, based on Ehlers ever-impressive reports and analysis tools.
>What does that even mean?
Essentially, you get a real-time (low lag) plot of the cycle period in bars. If the COS IFM reads "16" then you can expect the distance between swing highs and swing lows to be approx. 16 bars.
>How is this useful?
When you throw an RSI or MACD on your chart, you can now set the "Period" or "Length" value with confidence.
Knowing the dominant cycle period tells you that price reversal will occur around these intervals.
>Extending.
The better way to use this tool is by extending the script into any indicators that use a length or period that is set manually.
Simply use the "len" variable in your custom script to replace your input values.
Now you have a way to adaptively set the period value, using signal processing theory instead of just intuition ;)
PM if you have questions.
Percentage Change FunctionThis is little code snippet can be copied and pasted into your own strategies and indicators to easily calculate some interesting percentage change levels within a given lookback period.
The function will return:
The price change from the start to the end of the period
The price change from the start of the period to the highest point within the period
The price change from the start of the period to the lowest point within the period
It was originally intended to be used in conjunction with other scripts to assist with decision making. However, it doesn't look too bad as an indicator and so plots have been added.
For more information regarding the code, some commentary and free tutorials, you can visit the Bactest-Rookies (.com) website.
CMYK RYTHM ◊ Introduction
This script makes use of a sliding matrix, to search the highest/lowest point in the slider, it then counts the amount of times it was high/low, giving the distance from a previous high/low.
Every High/low are granted values, being a lower value for shorted periods, and a larger value for Longer periods.
This reveals the different period lengths of active frequencies.
Doing this with different slider lenghts would result in measuring with different mean period lenghts.
◊ Origin
From my dream last night.
This is a part of Project XIAM.
◊ Theoretical Approach
Philosophy β :: Rythmic
Searching for the period lenght of several frequencys at once.
◊ Usage
This is an alalythical tool, to be used for Automatically adjusting settings on Indicators that presume a period length for calculation.
Calculations are based on Past values, and no reversal measures or fail-safes are applied, so it will only be useful during a continuation of trend.
◊ Features
Matrix Calculation of Lowest/Highest points in a sliding series with Steady Length.
In the future Several slider lenghts will be applied to search for Frequencies of different magnitudes.
Lenght between TOPS, DIPS , and an SMA that smoothens this.
BIAS Is TOP to DIP Minus DIP to TOP, to uncover Bullish/Bearish index of market movements.
◊ Community
CMYK :: discord.gg
AUTOVIEW :: discordapp.com
TRADINGVIEW UNOFFICIAL :: discord.gg
Custom Time ranges
Description:
This script colours the background of any time range you specify, including weekend periods.
It can be useful for spotting patterns on Bitcoin (recurring times of buying or selling).
Checkboxes to switch on and off. Inputs to specify time and day of week.
Monday = 2
Tuesday = 3
Wednesday = 4
Thursday = 5
Friday = 6
Saturday = 7
Sunday = 1
Example 1:
1500-1800:2
This will colour the background between 3pm and 6pm on Mondays.
Example 2:
0000-0600:247
This will colour the background between midnight and 6am on Mondays, Wednesdays, and Saturdays.
Any questions you may have, please leave in comments below and I'll respond when I have time.
Pinks MultiRSIAn indicator that displays whether RSI is oversold, undersold, or neutral, on several timeframes:
15m, 30m, 45m, 1h, 2h, 3h, 4h, 5h, 6h, 12h, 18h, 1D.
If RSI for a specific interval is overbought, the bars for that interval turn red (for "sell"). If it is oversold, it turns green (for "buy"). The RSI length, oversold level, and overbought level are tuneable.
The bottom row of coloumns is 15m RSI, top row is 1D RSI. It is recommended to use log scale on this indicator. The bar height is proportional to the interval it cover.
ADX and RSI ComboThis indicator combines two separate Simple RSI indicators so you can show different periods together, as well as an ADX indicator with DI+ and DI-. I prefer to use one indicator to show the whole thing, instead of stacking the individual indicators.
Bactest Period MarkerSimple script that will mark backtest periods (if you have to run backtests in multiple parts, like on CryptoTrader )
Time zoneRegular script to allocate the specified time range within a day.
TradingView in time is specified by UTC. I Moscow time (GMT +3) and the time specified in the script Default 1:00 - 13:00 Moscow time equal 09:00 - 21:00 ie -8 Hours from the Moscow time (-7 in summer).
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Обычный скрипт для выделения указанного диапазона времени внутри дня.
Время в TradingView указывается по UTC. У меня московское время (GMT +3) и время указанное в скрипте по умолчания 01:00 - 13:00 по московскому времени равняется 09:00 - 21:00 , т.е. -8 часов от московского времени (-7 в летнее время).
Kaufman Adaptive Moving Average (day)The KAMA will not change when the interval changes from day to something like 5 minutes or 30 minutes. Allows for more precise trading with the same indicator on a different interval.
