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[blackcat] L2 Ehlers Sine Wave IndicatorLevel: 2 Background John F. Ehlers introuced Sine Wave Indicator in his "Rocket Science for Traders" chapter 9. Function blackcat L2 Ehlers Sine Wave Indicator compared to conventional oscillators such as the Stochastic or Relative Strength Indicator (RSI), the Sinewave Indicator has two major advantages. These are 1. The Sinewave Indicator anticipates the Cycle Mode turning point rather than waiting for confirmation. 2. The phase does not advance when the market is in a Trend Mode. Therefore, the Sinewave Indicator tends to not give false whipsaw signals when the market is in a Trend Mode. An additional advantage is that the anticipation signal is obtained strictly by mathematically advancing the phase. Momentum is not employed. Therefore, the Sinewave Indicator signals are no more noisy than the original signal. Key Signal Smooth --> 4 bar WMA w/ 1 bar lag Detrender --> The amplitude response of a minimum-length HT can be improved by adjusting the filter coefficients by trial and error. HT does not allow DC component at zero frequency for transformation. So, Detrender is used to remove DC component/ trend component. Q1 --> Quadrature phase signal I1 --> In-phase signal Period --> Dominant Cycle in bars SmoothPeriod --> Period with complex averaging DCPhase ---> dominant cycle phase for sine wave Pros and Cons 100% John F. Ehlers definition translation of original work, even variable names are the same. This help readers who would like to use pine to read his book. If you had read his works, then you will be quite familiar with my code style. Remarks The 8th script for Blackcat1402 John F. Ehlers Week publication. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
Indicatore Pine Script®
di blackcat1402
2
KINSKI Laguerre Filter WaveThe "Laguerre Filter Wave" Indicator usually shows market cycles and is a perfect fit for swing traders who trade with market fluctuations. Upward-trends are shown as green lines and optional bands. Downward trends are represented by the color red. Each of the 18 available lines can be adjusted to your own preferences via a gamma factor. You also have the following display options: - "Up/Down Movements: On/Off" - Shows ascending and descending of lines - "Bands: On/Off" - Fills the space between the lines with colors to indicate up or down trends - "Bands: Transparency" - sets the transparency of the fill color - "MA Line: Size" - sets the width of the lines - "MA Line: Transparency" - sets the transparency of the lines
Indicatore Pine Script®
di KINSKI
7
Cybernetic Sine WaveThis is John F. Ehlers "Sine Wave Indicator" on the book "Cybernetic Analysis for Stocks and Futures". When red crosses under blue there is a resistance and the price should fall and when red crosses over blue there is a support and the price should rise, but, the market is always right, if instead of turning down on the resistance it surpasses it there is a trend up, if instead of turning up on the the support it falls through it there is a trend down.
Indicatore Pine Script®
di sal157011
7
Trend WaveHello Traders! You know, I can sill remember the first time I started tinkering with Pinescript. As I had no prior programming experience, I learned by experimenting with other open-source scripts on TradingViews Marketplace. Tearing apart and combining interesting scripts to see what the output would be. @ChrisMoody was a huge source of inspiration for learning, and I wanted to thank him, as well as @TheLark for the concept behind this script. The Trend Wave is based on @ChrisMoody's PPO-PercentileRank-Mkt-Tops-Bottoms , which also happens to be based on @TheLark's TheLark-Laguerre-PPO/ . Within my experimentation, I found that if I isolate the ppoT & ppoB variables and plot them calculated from extremely small decimals, you can get an extremely fast reacting, mirroring trend detector. Within the script, you have the ability to plot the background colors based on trend to make it easier to see where crossovers occured, as well as a Mirror Input to view the mirrored version of the script. -@DayTradingOil
Indicatore Pine Script®
di DrCatherineHalsey
20
Weiss Wave Open Interest BarsFirstly : LazyBear ' s "Weiss Wave " codes are used for open interests. Original Weiss Wave Volume : Let's start : Open Interest vs. Volume: An Overview Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and futures markets. However, their meanings and applications are different. Volume refers to the number of contracts traded in a given period, while open interest denotes the number of active contracts. Volume Trading volume measures the number of options or futures contracts being exchanged between buyers and sellers, identifying the level of activity for that particular contract. For every buyer, there is a seller, and the transaction itself counts toward the daily volume. Open Interest Open interest indicates the number of options or futures contracts that are held by traders and investors in active positions. These positions have not been closed out, expired, or exercised. Open interest decreases when holders and writers of options (or buyers and sellers of futures) close out their positions. To close out positions, they must take offsetting positions or exercise their options. Open interest increases once again when investors and traders open new long positions or writers/sellers take on new short positions. Open interest also increases when new options or futures contracts are created. Options or futures contract trading volume can only increase while open interest can either increase or decrease. While trading volume indicates the number of contracts that have been bought or sold, open interest identifies the number of contracts that are currently held. Reference : www.investopedia.com *** Worked to define all futures . You can look them in codes (between line : 13 to line 94 ) ** CAUTION 1 : Since each instrument in the list has its own unique contract data, you must first enter its name to display it. I recommend you to select OANDA from the markets. Finally, when the COT reports are issued, it may repaints. However, this repaint is usually close to closing or after close .(When COT reports are so sharp ) So use this script only 1W ( 1 week ) or 1 M ( 1 month ) timeframe. ** CAUTION 2 : This data is taken to Tradingview with the help of Quandl. This is a tremendous possibility, but the system will not work if there is a malfunction. Best regards.
Indicatore Pine Script®
di Noldo
18
Sine Wave This is John F. Ehlers, Hilbert Sine Wave with barcolor and bgcolor. When fast line red crosses down slow line blue that is a zone of resistance in the price chart, and when fast line crosses up slow line blue that is a zone of support. When close of the bar is equal or greater than the zone of resistance there is a trend up mode in place and trending instruments like Hull moving average should be used, and when the close of the bar is equal or greater than the zone of resistance there is a trend down in place and trending instruments should be used too. When none of the preceeding conditions are valid there is a cycle mode, and cycle instruments like oscillators, stochastics and the Sine Wave itself should be used. Note that the Sine Wave is almost always a leading indicator when in a cycle mode. Barcolor and bgcolor mean: Green = Trend Up , Red = Trend Down, Yellow= Cycle mode
Indicatore Pine Script®
di sal157011
7
Indicators: Rainbow Charts Oscillator, Binary Wave and MAsRainbow Charts, by Mel Widner, is a trend detector. It uses recursively smoothed MAs (remember, this idea was proposed back in 1997 -- it was certainly cool back then!) and also builds an oscillator out of the MAs. Oscillator bands indicate the stability range. I have also included a simple binary wave based on whether all the MAs are in an upward slope or not. If you see any value above 0.5 there, the trend is definitely up (all MAs pointing up). More info: www.traders.com Here's my complete list of indicators (With these 3, the total count should be above 100 now...will update the list later today)
Indicatore Pine Script®
di LazyBear
24
20 Day Moving Average with Profit TargetsThis Pine Script indicator plots a 20-day simple moving average (SMA) on the chart and displays profit target labels relative to an initial buy price. The script allows the user to input a custom buy price and calculates profit levels at 10%, 20%, 30%, and 50% above the buy price. Labels are shown on the last bar of the chart for each profit level and the buy price, with the labels offset to the right to avoid overlapping with the price action. The labels are color-coded based on the profit levels, and the buy price label is blue.
Indicatore Pine Script®
di waverunnercrypto