Ehler's Autocorrelation Periodogram - RSI/MFI

16 thg 9, 2020

Warning! Frequently hits the execution time limit for scripts.
Especially on initially adding to your chart. Often requires toggling show/hide indicator to get it to complete script execution within the time limit. YMMV!

From TASC Sept 2016 this is Ehler's Autocorrelation periodogram. A means of determining the dominant cycle ("ideal" indicator length / dynamic length).

As an example it's applied here to RSI or MFI. Lower indicator segment displays the autocorrelation spectrum and the computed dominant cycle. Upper segment is RSI/MFI.

25 thg 10, 2020

Phát hành các Ghi chú

Corrected error in calculation

27 thg 10, 2020

Phát hành các Ghi chú

Another fix and initial r values

27 thg 10, 2020

Phát hành các Ghi chú

Corrected HP filter