OPEN-SOURCE SCRIPT

PA-Adaptive MACD w/ Variety Levels [Loxx]

Aktualisiert
PA-Adaptive MACD w/ Variety Levels [Loxx] is a Phase Accumulation Adaptive MACD with both floating and quantile levels. This is tuned for Forex. You'll have to adjust the Phase Accumulation Cycle settings to work for crypto and stock markets.

What is MACD?
Moving average convergence divergence ( MACD ) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period exponential moving average ( EMA ) from the 12-period EMA .

What is the Phase Accumulation Cycle?
The phase accumulation method of computing the dominant cycle is perhaps the easiest to comprehend. In this technique, we measure the phase at each sample by taking the arctangent of the ratio of the quadrature component to the in-phase component. A delta phase is generated by taking the difference of the phase between successive samples. At each sample we can then look backwards, adding up the delta phases.When the sum of the delta phases reaches 360 degrees, we must have passed through one full cycle, on average.The process is repeated for each new sample.

The phase accumulation method of cycle measurement always uses one full cycle’s worth of historical data.This is both an advantage and a disadvantage.The advantage is the lag in obtaining the answer scales directly with the cycle period.That is, the measurement of a short cycle period has less lag than the measurement of a longer cycle period. However, the number of samples used in making the measurement means the averaging period is variable with cycle period. longer averaging reduces the noise level compared to the signal.Therefore, shorter cycle periods necessarily have a higher out- put signal-to-noise ratio.

Included:
  • Zero-line and signal cross options for bar coloring, signals, and alerts
  • Alerts
  • Signals
  • Loxx's Expanded Source Types
  • 4 moving average types
Versionshinweise
Added additional cross type.
Versionshinweise
Removed unused inputs.
adaptiveBands and ChannelsdominantcycleehlersfloatinglevelsMoving Average Convergence / Divergence (MACD)phaseaccumulationquantilequantiles

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