OPEN-SOURCE SCRIPT

Phase-Accumulation Adaptive EMA w/ Expanded Source Types [Loxx]

Phase-Accumulation Adaptive EMA w/ Expanded Source Types [Loxx] is a Phase Accumulation Adaptive Exponential Moving Average with Loxx's Expanded Source Types. This indicator is meant to better capture trend movements using dominant cycle inputs. Alerts are included.

What is Phase Accumulation?
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:
-Toggle on/off bar coloring
-Alerts
adaptiveCyclesdominantcycleehlersExponential Moving Average (EMA)phaseaccumulation

Open-source Skript

Ganz im Sinne von TradingView hat dieser Autor sein/ihr Script als Open-Source veröffentlicht. Auf diese Weise können nun das Script auch andere Trader verstehen und prüfen. Vielen Dank an den Autor! Sie können das Script kostenlos verwenden. Die Nutzung dieses Codes in einer Veröffentlichung wird in unseren Hausregeln reguliert. Sie können es als Favoriten auswählen, um es in einem Chart zu verwenden.

Möchten Sie dieses Skript auf einem Chart verwenden?


Public Telegram Group, t.me/algxtrading_public

VIP Membership Info: patreon.com/algxtrading/membership
Auch am:

Haftungsausschluss