TradingView
rumpypumpydumpy
3 paź 2019 09:35

MTF IQ IFM Moving Average 

Bitcoin / U.S. dollarBitstamp

Opis

MTF ready adaptive MA using Ehler's IQ IFM ( In Phase - Quadrature Instantaneous Frequency Measurement ).

Ehler's formula is a method of quantitatively measuring the length of a market cycle. In this case it is used to calculate the "optimal" adaptive EMA.

Theoretically the length generated by Ehler's formula could be used in many indicators and it's been placed within it's own function so you should be able to simply copy/paste it. HOWEVER pine will not accept series variables for the length input used in built-in functions. You will have to manually code (or find) a version of your indicator that doesn't use the pine built in.

Options :
type : optionally add volume weighting
range : historical range used in IQ IFM
cycle length mult : method to create faster/slower MAs. eg 0.5 is half the length of a cycle and a faster EMA ie EMA10 vs EMA20
low sat fix : some cryptocurrencies with low satoshi values cause an issue with the calculation, if you get no/nonsensical lines, enable this. Shouldn't affect other instruments, but can be disabled just in case.
MTF options: run the calculation on an alternative timeframe

--------------------------------------

If you find it useful please consider a tip/donation :

BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
Komentarze
syrinxflunki
Incredible sir, that pine bug got me curious...
rumpypumpydumpy
@syrinxflunki, the low sat thing? I haven't looked into it yet, but my guess is pine only using so many place values for asin/atan etc and it's probably producing weird rounded down to 0 results as part of the calc
Więcej