Digitalsignalprocessing

Ehlers Adaptive Trend Indicator [Alpha Extract]Ehlers Adaptive Trend Indicator The Ehlers Adaptive Trend Indicator combines Ehlers' advanced digital signal processing techniques with dynamic volatility bands to identify robust trend conditions and potential reversals. This powerful tool helps traders visualize trend strength, adaptive support/resistance levels, and momentum shifts across various market conditions. 🔶 CALCULATION The indicator employs a sophisticated adaptive algorithm that responds to changing market conditions: • Eh

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[GYTS] Ultimate Smoother (3-poles + 2 poles)Ultimate Smoother (3-pole) 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- INTRODUCTION --------- 🌸 💮 Release of 3-Pole Ultimate Smoother This indicator presents a new 3-pole version of John Ehlers' Ultimate Smoother (2024) . This results in an unconventional filter that exhibits effectively zero lag in practical trading applications, regardless of the set period. By using a 2-pole high-pass filter in its design, it responds to price direction changes on the same bar, while st

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Weighted Fourier Transform: Spectral Gating & Main Frequency 🙏🏻 This drop has 2 purposes: 1) to inform every1 who'd ever see it that Weighted Fourier Tranform does exist, while being available nowhere online, not even in papers, yet there's nothing incredibly complicated about it, and it can/should be used in certain cases; 2) to show TradingView users how they can use it now in dem endevours, to show em what spectral filtering is, and what can they do with all of it in diy mode. ... so we gonna have 2 sections in the description Section 1: Weighted F

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MathTransform Library "MathTransform" Auxiliary functions for transforming data using mathematical and statistical methods scaler_zscore(x, lookback_window) Calculates Z-Score normalization of a series. Parameters: x (float) : : floating point series to normalize lookback_window (int) : : lookback period for calculating mean and standard deviation Returns: Z-Score normalized series scaler_min_max(x, lookback_window, min_val, max_val, empiric_min, empiric_max, empiric_mid) Performs M

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Reflex & Trendflex █ OVERVIEW Reflex and Trendflex are zero-lag oscillators that decompose price into independent cycle and trend components using SuperSmoother filtering. These indicators isolate each component separately, providing clearer identification of cyclical reversals (Reflex) versus trending movements (Trendflex). Based on Dr. John F. Ehlers' "Reflex: A New Zero-Lag Indicator" article (February 2020, TASC), both oscillators use normalized slope deviation analysis to minimize lag while maintaining si

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Fourier series Model Of The Market █ OVERVIEW The Fourier Series Model of the Market (FSMM) decomposes price action into harmonic components using bandpass filtering, then reconstructs a composite wave weighted by rolling energy ratios. This approach isolates cyclical market behavior at multiple frequencies, emphasizing dominant cycles for cleaner signal generation. The energy-adaptive weighting is the key differentiator from simple harmonic summation: cycles that dominate current price action contribute more to the output. B

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Voss Predictive Filter █ OVERVIEW The Voss Predictive Filter (VPF) is a negative group delay (NGD) filter that anticipates cyclical price movement through phase compensation. The VPF isolates band-limited cyclical components via a bandpass filter, then applies negative group delay to shift the signal's phase forward, causing the output to lead the input by a fraction of the cycle period. Based on Dr. John F. Ehlers' "Voss Predictive Filter" article in Technical Analysis of Stocks & Commodities (TASC) magazine, the

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