Adaptive Fisherized ROC

8 thg 11, 2022

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! 🚀

8 thg 11, 2022

Phát hành các Ghi chú

Updated default values
Fixed hilber transform calculation bug

9 thg 11, 2022

Phát hành các Ghi chú

Updated default values
Added min length check
Fixed Inphase-Quadrature Transform calculation
Fixed adaptive mode selection bug

10 thg 11, 2022

Phát hành các Ghi chú

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

25 thg 11, 2022

Phát hành các Ghi chú

Updated plot

25 thg 11, 2022

Phát hành các Ghi chú

Just to update the chart

18 thg 9, 2023

Phát hành các Ghi chú

• 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.
  

18 thg 9, 2023

Phát hành các Ghi chú

Applied the IFT after the smoothing to stick to the scale of -1 to 1

23 thg 2, 2024

Phát hành các Ghi chú

Removed 34 as max length of Homodyne Discriminator

4 thg 3, 2024

Phát hành các Ghi chú

Fixed that T3 Normal wasn't selectale.