simwai

Adaptive Fisherized ROC

simwai Mis à jour   
Introduction
Hello community, here I applied the Inverse Fisher Transform, Ehlers dominant cycle determination and smoothing methods on a simple Rate of Change (ROC) indicator
You have a lot of options to adjust the indicator.

Usage
The rate of change is most often used to measure the change in a security's price over time.
That's why it is a momentum indicator.

When it is positive, prices are accelerating upward; when negative, downward.

It is useable on every timeframe and could be a potential filter for you your trading system.

IMO it could help you to confirm entries or find exits (e.g. you have a long open, roc goes negative, you exit).
If you use a trend-following strategy, you could maybe look out for red zones in an in uptrend or green zones in a downtrend to confirm your entry on a pullback.

Signals
ROC above 0 => confirms bullish trend
ROC below 0 => confirms bearish trend
ROC hovers near 0 => price is consolidating

Enjoy! 🚀
Notes de version:
Updated default values
Fixed hilber transform calculation bug
Notes de version:
Updated default values
Added min length check
Fixed Inphase-Quadrature Transform calculation
Fixed adaptive mode selection bug
Notes de version:
Decreased lag of Hann Window smoothing by applying it to the price instead of the indicator itself.
Increased linewidth and decreased transparency on background colors
Notes de version:
Updated plot
Notes de version:
Just to update the chart
Notes de version:
  • Added divergence detection
  • Removed wrong Kalman filter
  • Reworked smoothing system -> Now you can apply the smoothing methods on the source price (which is close) or on the indicator itself depending on what your goal is with the smoothing.
Notes de version:
Applied the IFT after the smoothing to stick to the scale of -1 to 1
Notes de version:
Removed 34 as max length of Homodyne Discriminator

Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Vous voulez utiliser ce script sur un graphique ?