AP IFTCCIv2/IFTStoch/IFTRSI Multi-Timeframe

Multi-Timeframe IFT-CCI/Stoch/RSI Composite

This enhanced indicator combines three powerful oscillators—Inverse Fisher Transform (IFT) versions of the Commodity Channel Index (CCI), Stochastic, and Relative Strength Index (RSI)—into a unified multi-timeframe analysis tool. Originally developed by John Ehlers (pioneer of cyclical analysis and signal processing in trading systems) and adapted by KIVANC (fr3762), this version adds dual-timeframe capability to compare indicator values across different chart resolutions.

Key Features:
Triple Oscillator Composite

IFT-CCI: Smoothed CCI values transformed via Ehlers' Inverse Fisher Transform (blue-gold)

IFT-Stochastic: Classic stochastic oscillator processed through IFT (blue)

IFT-RSI: RSI oscillator converted to IFT format (magenta)

Composite Average Line: Combined average of all three indicators (green)

Multi-Timeframe Analysis

Compare primary and secondary timeframes (e.g., 1H vs. 4H, daily vs. weekly)

Primary timeframe plots use solid lines with 80% opacity

Secondary timeframe (optional) uses dashed/circle markers with 40% opacity

Key Levels

Overbought (+0.75) and oversold (-0.75) reference lines

Zero-centerline for momentum direction bias

Applications:
Trend Confirmation: Align higher timeframe signals with lower timeframe entries

Divergence Detection: Spot inter-timeframe discrepancies in momentum

Regime Filter: Use higher timeframe composite values to filter trades

Technical Basis:
Inverse Fisher Transform: Compresses oscillator values into bounded (-1 to +1) range while emphasizing extreme moves

Dual WMA Smoothing: Combines initial calculation smoothing (WMA1) with final output smoothing (WMA2)

Exponential Scaling: (e^2x - 1)/(e^2x + 1) formula converts Gaussian-like distributions to bounded outputs

Credits:
Original Concept: John Ehlers (IFT methodology, cyclical analysis foundations)

Initial Implementation: KIVANC (fr3762 on Twitter) for the base IFT-CCI/Stoch/RSI script

Multi-Timeframe Adaptation: [Your Name/Handle] for cross-resolution analysis capabilities

This tool is particularly effective for traders seeking to align multiple timeframes while using Ehlers' noise-reduction techniques. The composite average line provides a consensus view, while the individual oscillators help identify component strength/weakness.