Adaptive Fisherized ROC

simwai Diupdate   
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.

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.

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

Enjoy! 🚀
Catatan Rilis:
Updated default values
Fixed hilber transform calculation bug
Catatan Rilis:
Updated default values
Added min length check
Fixed Inphase-Quadrature Transform calculation
Fixed adaptive mode selection bug
Catatan Rilis:
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
Catatan Rilis:
Updated plot
Catatan Rilis:
Just to update the chart
Catatan Rilis:
  • 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.
Catatan Rilis:
Applied the IFT after the smoothing to stick to the scale of -1 to 1
Catatan Rilis:
Removed 34 as max length of Homodyne Discriminator
Catatan Rilis:
Fixed that T3 Normal wasn't selectale.

Skrip open-source

Dalam semangat TradingView, penulis dari skrip ini telah mempublikasikannya ke sumber-terbuka, maka trader dapat mengerti dan memverifikasinya. Semangat untuk penulis! Anda dapat menggunakannya secara gratis, namun penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib. Anda dapat memfavoritkannya untuk digunakan pada chart

Pernyataan Penyangkalan

Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.

Inggin menggunakan skrip ini pada chart?