OPEN-SOURCE SCRIPT
Diupdate Ehler's Autocorrelation Periodogram - RSI/MFI

Warning! Frequently hits the execution time limit for scripts.
Especially on initially adding to your chart. Often requires toggling show/hide indicator to get it to complete script execution within the time limit. YMMV!
From TASC Sept 2016 this is Ehler's Autocorrelation periodogram. A means of determining the dominant cycle ("ideal" indicator length / dynamic length).
As an example it's applied here to RSI or MFI. Lower indicator segment displays the autocorrelation spectrum and the computed dominant cycle. Upper segment is RSI/MFI.
Especially on initially adding to your chart. Often requires toggling show/hide indicator to get it to complete script execution within the time limit. YMMV!
From TASC Sept 2016 this is Ehler's Autocorrelation periodogram. A means of determining the dominant cycle ("ideal" indicator length / dynamic length).
As an example it's applied here to RSI or MFI. Lower indicator segment displays the autocorrelation spectrum and the computed dominant cycle. Upper segment is RSI/MFI.
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Corrected error in calculationCatatan Rilis
Another fix and initial r valuesCatatan Rilis
Corrected HP filterSkrip open-source
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Pernyataan Penyangkalan
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Skrip open-source
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Pernyataan Penyangkalan
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.