EmpiricalFX

In-Phase & Quadrature IFM

This indicator provides a continuous measurement of a securities' dominant cycle period, based on Ehlers ever-impressive reports and analysis tools.
This method uses in-phase and quadrature analysis, making use of the imaginary domain. This method is prone to favor longer periods and can
allow noise to greatly affect the end result.

>What does that even mean?
Essentially, you get a real-time (low lag) plot of the cycle period in bars. If the I-Q IFM reads "16" then you can expect the distance between swing highs and swing lows to be approx. 16 bars.

>How is this useful?
When you throw an RSI or MACD on your chart, you can now set the "Period" or "Length" value with confidence.
Knowing the dominant cycle period tells you that price reversal will occur around these intervals.

>Extending.
The better way to use this tool is by extending the script into any indicators that use a length or period that is set manually.
Simply use the "len" variable in your custom script to replace your input values.

Now you have a way to adaptively set the period value, using signal processing theory instead of just intuition ;)

PM if you have questions.
開源腳本

秉持真正的TradingView精神,該腳本的作者將其開源發佈,因此交易者可以理解和驗證它。為作者加油!您可以免費使用它,但是在發佈中重複使用此程式碼受網站規則的約束。您可以把它加入到常用以在圖表上使用它。

想在圖表上使用此腳本?

評論

Please read http://www.jamesgoulding.com/Research_II/Ehlers/Ehlers%20(Measuring%20Cycles).doc for more info
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