OPEN-SOURCE SCRIPT
Actualizado Low Pass Channel [DW]
This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag.
In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm.
Most radar warning, electronic countermeasures, and electronic intelligence systems employ IFM to identify threats, map the electronic battlefield, and implement deceptive countermeasures.
The IFM technique used for this study was devised by John Ehlers. It calculates In Phase and Quadrature (IQ) components using the Hilbert Transform and uses them to determine the dominant price cycle.
To generate the channel, the same filter approach is applied to true range then added to and subtracted from the price filter.
Custom bar colors are included for simple wave and trend indication.
In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm.
Most radar warning, electronic countermeasures, and electronic intelligence systems employ IFM to identify threats, map the electronic battlefield, and implement deceptive countermeasures.
The IFM technique used for this study was devised by John Ehlers. It calculates In Phase and Quadrature (IQ) components using the Hilbert Transform and uses them to determine the dominant price cycle.
To generate the channel, the same filter approach is applied to true range then added to and subtracted from the price filter.
Custom bar colors are included for simple wave and trend indication.
Notas de prensa
Updates:-> Stability Fix: Added correction for NaN values to stabilize initial states.
-> Reorganized the script structure.
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Reach out on Telegram:
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Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que la republicación del código está sujeta a nuestras Normas internas.
For my full list of premium tools, check the blog:
wallanalytics.com/
Reach out on Telegram:
t.me/DonovanWall
wallanalytics.com/
Reach out on Telegram:
t.me/DonovanWall
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como asesoramiento o recomendaciones financieras, de inversión, de trading o de otro tipo proporcionadas o respaldadas por TradingView. Más información en Condiciones de uso.