OPEN-SOURCE SCRIPT
Adaptive Fisherized ROC
Zaktualizowano
Introduction
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.
Usage
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.
Signals
ROC above 0 => confirms bullish trend
ROC below 0 => confirms bearish trend
ROC hovers near 0 => price is consolidating
Enjoy! 🚀
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.
Usage
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.
Signals
ROC above 0 => confirms bullish trend
ROC below 0 => confirms bearish trend
ROC hovers near 0 => price is consolidating
Enjoy! 🚀
Informacje o Wersji
Updated default valuesFixed hilber transform calculation bug
Informacje o Wersji
Updated default valuesAdded min length check
Fixed Inphase-Quadrature Transform calculation
Fixed adaptive mode selection bug
Informacje o Wersji
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
Informacje o Wersji
Updated plotInformacje o Wersji
Just to update the chartInformacje o Wersji
- Added divergence detection
- Removed wrong Kalman filter
- Reworked smoothing system -> Now you can apply the smoothing methods on the source price (which is close[1]) or on the indicator itself depending on what your goal is with the smoothing.
Informacje o Wersji
Applied the IFT after the smoothing to stick to the scale of -1 to 1Informacje o Wersji
Removed 34 as max length of Homodyne DiscriminatorInformacje o Wersji
Fixed that T3 Normal wasn't selectale.Skrypt open-source
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