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Cycles

Recursive StochasticThe Self Referencing Stochastic Oscillator The stochastic oscillator bring values in range of (0,100). This process is called Feature scaling or Unity-Based Normalization When a function use recursion you can highlights cycles or create smoother results depending on various factors, this is the goal of a recursive stochastic. For example : k = s(alpha*st+(1-alpha)*nz(k )) where st is the target source. Using inputs with different scale level can modify the result of the indicator depending on which instrument it is applied, therefore the input must be normalized, here the price is first passed through a stochastic, then this result is used for the recursion. In order to control the level of the recursion, weights are distributed using the alpha parameter. This parameter is in a range of (0,1), if alpha = 1, then the indicator act as a normal stochastic oscillator, if alpha = 0, then the indicator return na since the initial value for k = 0. The smaller the alpha parameter, the lower the correlation between the price and the indicator, but the indicator will look more periodic. Comparison Recursive Stochastic oscillator with alpha = 0.1 and bellow a classic oscillator (alpha = 1) The use of recursion can both smooth the result and make it more reactive as well. Filter As Source It is possible to stabilize the indicator and make it less affected by outliers using a filter as input. Lower alpha can be used in order to recover some reactivity, this will also lead to more periodic results (which are not inevitably correlated with price) Hope you enjoy For any questions/demands feel free to pm me, i would be happy to help you
Indicateur Pine Script™
par alexgrover
2
Bollinger Breaks and Cycles Indicator - JDThe BBC indicator shows price in relation to the upper (in red) and lower (in green) Bollinger Bands It highlights breaks in the Bands, where the 0-line represents a price equal to the band. These breaks can either be used as take-profit points or as entry points, depending on trend direction. Entries can be at the beginning of a break (eg. for impulse or continuation moves) or at the end (mostly for expected trend reversals) To find the best setups, the BBC should be accompanied by other indicators (preferably ones that focus on different aspects) The oscilating line in the middle indicates market cycles JD. #NotTradingAdvice #DYOR
Indicateur Pine Script™
par Duyck
4
DFT - Dominant Cycle Period 8-50 bars - John EhlerThis is the translation of discret cosine tranform (DCT) usage by John Ehler for finding dominant cycle period (DC). The price is first filtered to remove aliasing noise(bellow 8 bars) and trend informations(above 50 bars), then the power is computed. The trick here is to use a normalisation against the maximum power in order to get a good frequency resolution. Current limitation in tradingview does not allow to display all of the periods, still the DC period is plot after beeing computed based on the center of gravity algo. The DC period can be used to tune all of the indicators based on the cycles of the markets. For instance one can use this (DC period)/2 as an input for RSI. Hope you find this of some interrest.
Indicateur Pine Script™
par littlebigcrypt
4
Better RSI with bullish / bearish market cycle indicator This script improves the default RSI. First. it identifies regions of the RSI which are oversold and overbought by changing the color of RSI from white to red. Second, it adds additional reference lines at 20,40,50,60, and 80 to better gauge the RSI value. Finally, the coolest feature, the middle 50 line is used to indicate which cycle the price is currently at. A green color at the 50 line indicates a bullish cycle, a red color indicators a bearish cycle, and a white color indicates a neutral cycle. The cycles are determined using the RSI as follows: if RSI is overbought, cycle switches to bullish until RSI falls below 40, at which point it becomes neutral if RSI is oversold, cycle switches bearish until RSI rises above 60, at which point it becomes neutral a neutral cycle is exited at either overbought or oversold conditions Very useful, please give it a try and let me know what you think
Indicateur Pine Script™
par TradeCalmly
16
Hurst Exponent Market Phases [DW]This study is an experiment designed to identify market phases using changes in an approximate Hurst Exponent. The exponent in this script is approximated using a simplified Rescaled Range method. First, deviations are calculated for the specified period, then the specified period divided by 2, 4, 8, and 16. Next, sums are taken of the deviations of each period, and the difference between the maximum and minimum sum gives the widest spread. The rescaled range is calculated by dividing the widest spread by the standard deviation of price over the specified period. The Hurst Exponent is then approximated by dividing log(rescaled range) by log(n). The theory is that a system is persistent when the Hurst Exponent value is above 0.5, and antipersistent when the value is below 0.5. The color scheme indicates 4 different phases I found to be significant in this formula: - Stabilization Phase - Destabilization Phase - Chaos Increase Phase - Chaos Decrease Phase This script includes two visualization types to choose from: - Bar Counter Mode, which displays the number of bars the exponent is consecutively in each phase. - Hurst Approximation Mode, which displays the approximated exponent value. Custom bar colors are included. Please note: This is a rough estimate of the Hurst Exponent. It is not the actual exponent. Numerous approximations exist, and their results all differ slightly.
Indicateur Pine Script™
par DonovanWall
8
Hurst Cycle Channel Clone [LazyBear]Cycle Channel is loosely based on Hurst's nested channels. Basic idea is to identify and highlight the shorter cycles, in the context of higher degree cycles. This indicator plots the shorter term (red) & medium term (green) cycles as channels. Some things to note: As you can see the red channel keeps moving with in the bounds of green channel. When green breaches red channel, it usually signifies extreme market condition. Both red & green channels provide support/resistance levels. Also, the green channel provides S/R levels to the inner red channel. Movement of red channel with reference to green highlights reversal points, reducing momentum et al. For ex., point "(x)" in the chart shows how red channel failed to reach the upper green channel line and highlighted the local top. Use this just like other bands/channels. I have more indicators derived from this idea, will post them later. Some more examples: --------------------------------- MSFT 1M: DXY 1M: IWM 1M: More info: ------------ cyclicwave.blogspot.com List of my free indicators: bit.ly List of my app-store indicators: blog.tradingview.com (Support doc: bit.ly)
Indicateur Pine Script™
par LazyBear
5