A simple and really clean cycle oscillator, in fact its quite precise even if the script use recursion which can sometime produce totally uncorrelated results.
On The Code
The calculations start with a who is a smoothing/averaging constant. Then comes src who is the input and is defined as the sum of the closing price with the output, then the...
Old indicator ! But its a simple trick to have a zero-lag smoothing effect, i think i did it because the smoothing was kinda asymmetrical with the detrended line. So even if the result appear quite good take into account that the detrended line isn't always correlated with the price.
Cycles can be spotted by using a wide range of methods, most of them will involve bandpass filtering, here i will show a method using recursion with the change() function.
As i explained in other indicators using recursion i posted rescaling the input is important, i will use the rsi of an exponential moving average as input. alpha...
If you rescale a sine wave to the price you will need to correlate it with it in order to show good results, today i present a different method that does not involve correlation to "morph" a sine wave to the price in order to provide forecast's and highlight market periodic patterns.
length control the period of the sine wave, power...
🔗Blockchain Fundamentals - Bitcoin's Stock to Flow Ratio by Cryptorhythms
What is a stock to flow ratio and why is it important? The stock-to-flow ratio of a commodity is the amount of the asset that is held in reserves divided by the amount produced every year.
The higher the stock-to-flow ratio the reduced inflation occurs on the asset annually....
Cycle Channel is loosely based on Hurst's nested channels. Basic idea is to identify and highlight the shorter cycles, in the context of higher degree cycles.
This indicator plots the shorter term (red) & medium term (green) cycles as channels. Some things to note:
As you can see the red channel keeps moving with in the bounds of green channel. When green...
This is an indicator that derives from Bitcoin Mining daily generated Income.
It does show a perfect track record on calling Bitcoin cycle tops and cycle bottoms.
For those of you willing to experiment, I've enabled the ability to set custom periods (365 by default).
The indicator includes custom alerts to notify the entry and the exit from OverBought (OB) &...
This implements the Even Better Sinewave indicator as described in the book Cycle Analysis for Traders by John F. Ehlers.
In the example I used 36 as the cycle to be analyzed and a second cycle with a shorter period, 9, the larger period tells where the dominant cycle is heading, and the faster cycle signals entry/exit points and reversals.
---> ZOOM IN THE CHART TO GET BETTER SIGHT ! <---
PRO SINEWAVE IS BASED ON ADVANCED CYCLE ANALYSIS :
It watches the prices movements and see if there is cyclical components in it or not (a market that is not cyclical is basically in trend (either buyers or sellers are predominant).
The indicator then studies those price cycles and process them through a...
This is a modified Schaff Trend Cycle (STC), which is designed to provide quicker entries and exits.
I've been a huge fan of the STC for a long time, but being based on the MACD means its signals often lag by a bar or two (especially in fast moving markets). All I've done here is take the base STC script (all credit to user @LazyBear), and change the source to a...
This study is an experiment designed to identify market phases using changes in an approximate Hurst Exponent.
The exponent in this script is approximated using a simplified Rescaled Range method.
First, deviations are calculated for the specified period, then the specified period divided by 2, 4, 8, and 16.
Next, sums are taken of the deviations of each period,...
One of the early cycle indicators from John Ehlers.
Ehlers suggests using this with ITrend (see linked PDF below). Osc/signal crosses identify entry/exit points.
Options page has the usual set of configurable params.
- Simple Cycle Indicator: www.mesasoftware.com
List of my public indicators: bit.ly...
This indicator will help you if you struggle making any profit in bitcoin.
It generates very few signals with very nice profit potential ( around 100% this year ! ).
Perfect tool for longterm swing traders and new traders that need help figuring out the midterm trend.
Use it with these parameters only:
weekly: 13, 5, 12
daily: 92, 21, 96
Relative Vigor Index with Dominant Cycle Detection. As Ehler's mentioned, fixed length look back is inherently flawed when it is possible to extract a length from a dominant price cycle. may be less effective if signal to noise ratio is greater than 2, but that usually would not happen at >5m candles, and honestly shouldn't be looking at RV(igor)I when price is...