Ehlers' Sinewave Indicator

• 08/19/2016 at 8:01 AM #11864
  Renato Di Lorenzo

  Hi all.

  Is there somebody that can convert John Ehlers’ Sinewave Indicator forPRT usage? This is the EasyLanguage code:

  {*****************************************************
  Sinewave Indicator
  *****************************************************}
  Inputs: Price((H+L)/2),
  alpha(.07);
  Vars: Smooth(0),
  Cycle(0),
  I1(0),
  Q1(0),
  I2(0),
  Q2(0),
  DeltaPhase(0),
  MedianDelta(0),
  MaxAmp(0),
  AmpFix(0),
  Re(0),
  Im(0),
  DC(0),
  alpha1(0),
  InstPeriod(0),
  DCPeriod(0),
  count(0),
  SmoothCycle(0),
  RealPart(0),
  ImagPart(0),
  DCPhase(0);
  Smooth = (Price + 2*Price[1] + 2*Price[2]
  + Price[3])/6;Cycle = (1 – .5*alpha)*(1 – .5*alpha)*(Smooth
  -2*Smooth[1] + Smooth[2]) + 2*(1 – alpha)*Cycle[1]
  -(1 – alpha)*(1 – alpha)*Cycle[2];If currentbar < 7 then Cycle = (Price – 2*Price[1]
  + Price[2]) / 4;{Cycle = Price;}
  Q1 = (.0962*Cycle + .5769*Cycle[2] – .5769*Cycle[4]
  -.0962*Cycle[6])*(.5 + .08*InstPeriod[1]);I1 = Cycle[3];
  If Q1 <> 0 and Q1[1] <> 0 then DeltaPhase = (I1/Q1
  -I1[1]/Q1[1]) / (1 + I1*I1[1]/(Q1*Q1[1]));
  FIGURE 11.2 EasyLanguage Code to Compute the Sinewave Indicator
  The Sinewave Indicator 155
  If DeltaPhase < 0.1 then DeltaPhase = 0.1;
  If DeltaPhase > 1.1 then DeltaPhase = 1.1;
  MedianDelta = Median(DeltaPhase, 5);
  If MedianDelta = 0 then DC = 15 else DC = 6.28318 /
  MedianDelta + .5;
  InstPeriod = .33*DC + .67*InstPeriod[1];
  Value1 = .15*InstPeriod + .85*Value1[1];
  {Compute Dominant Cycle Phase}
  DCPeriod = IntPortion(Value1);
  RealPart = 0;
  ImagPart = 0;
  For count = 0 To DCPeriod – 1 begin
  RealPart = RealPart + Sine(360 * count
  / DCPeriod) * (Cycle[count]);
  ImagPart = ImagPart + Cosine(360 * count
  / DCPeriod) * (Cycle[count]);
  End;
  If AbsValue(ImagPart) > 0.001 then DCPhase
  = Arctangent(RealPart / ImagPart);
  If AbsValue(ImagPart) <= 0.001 then DCPhase = 90
  * Sign(RealPart);
  DCPhase = DCPhase + 90;
  If ImagPart < 0 then DCPhase = DCPhase + 180;
  If DCPhase > 315 then DCPhase = DCPhase – 360;
  Plot1(Sine(DCPhase), “Sine”);
  Plot2(Sine(DCPhase + 45), “LeadSine”);

   

  

  Renato Di Lorenzo

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  08/19/2016 at 12:34 PM #11872
  Nicolas

  Hi Renato,

  Do this one the same? : http://www.prorealcode.com/prorealtime-indicators/even-better-sinewave/

  I believe not, but just to be sure? If not, I can of course convert it to prorealtime.

  

  Nicolas

  Keymaster

  Topics: 81

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  Been thanked: 4773 times
  08/19/2016 at 2:31 PM #11884
  Renato Di Lorenzo

  Hi Nicholas

  No, I had already seen this one and it is not the same; the Ehlers’ script that I forwarded is much more complicated.

  Thanks for your dedication to the cause LOL.

  Renato

  

  Renato Di Lorenzo

  Participant

  Topics: 4

  Replies: 14

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  08/19/2016 at 2:49 PM #11887
  Nicolas

  I found a lot of Ehlers’ stuff on HK-Lisse website:

  MESA period indicator :

  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA PERIODE" REM Calcul de la période du cycle dominant PRIX = (high + low) / 2 IF Barindex <= 5 THEN PERIODE = 0 V5 = 0 ENDIf IF Barindex > 5 THEn REM Détermination de la phase de chaque tic V1 = PRIX - PRIX[6] V2 = V1[3] V3 = 0.75*(V1-V1[6])+0.25*(V1[2]-v1[4]) ENPHASE = 0.33*V2+0.67*ENPHASE[1] ENQUADRATURE = 0.2*V3 + 0.8*ENQUADRATURE[1] IF ABS(ENPHASE + ENPHASE[1]) > 0 THEN A = ABS((ENQUADRATURE + ENQUADRATURE[1]) / (ENPHASE+ENPHASE[1])) PHASEDEG = ATAN(A) endif REM Correction si autres quadrants IF ENPHASE < 0 AND ENQUADRATURE > 0 THEN PHASEDEG = 180 - PHAsedeg endif IF ENPHASE < 0 AND ENQUADRATURE < 0 THEN PHASEDEG = 180 + PHASEDeg endif IF ENPHASE > 0 AND ENQUADRATURE < 0 THEN PHASEDEG = 360 - PHASedeg endif REM Phase différentielle et corrections éventuelles DELTAPHASE = PHASEDEg[1]-phasedeg IF PHASEDEG[1] < 90 AND PHASEDEG > 270 THEN DELTAPHASE = 360 + DELTaphase endif IF DELTAPHASE < 1 THEN DELTAPhase=1 endif IF DELTAPHASE > 60 THEN DELTAphase=60 endif REM Calcul de la période instantanée du cycle actuel REM et correction éventuelle PERIODEINSTANT = 0 V4 = 0 J = 0 WHILE J<41 V4 = V4 + DELTAPHASE[J] IF V4>360 AND PERIODEINSTANT=0 THEN PERIODEINSTANT =J ENDIF J=J+1 WEND IF PERIODEINSTANT=0 THEN PERIODEINSTANT = PERIODEINSTANT[1] ENDIF REM Calcul de la PERIODE V5 = 0.25 * PERIODEINSTANT +0.75*V5[1] periode=v5 ENDIF RETURN PERIODE as "PERIODE" , DELTAPHASE as "deltaphase"

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  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA PERIODE" REM Calcul de la période du cycle dominant   PRIX = (high + low) / 2   IF Barindex <= 5 THEN     PERIODE = 0     V5 = 0 ENDIf   IF Barindex > 5 THEn     REM Détermination de la phase de chaque tic     V1 = PRIX - PRIX[6]     V2 = V1[3]     V3 = 0.75*(V1-V1[6])+0.25*(V1[2]-v1[4])     ENPHASE = 0.33*V2+0.67*ENPHASE[1]     ENQUADRATURE = 0.2*V3 + 0.8*ENQUADRATURE[1]     IF ABS(ENPHASE + ENPHASE[1]) > 0 THEN         A = ABS((ENQUADRATURE + ENQUADRATURE[1]) / (ENPHASE+ENPHASE[1]))         PHASEDEG = ATAN(A)     endif        REM Correction si autres quadrants     IF ENPHASE < 0 AND ENQUADRATURE > 0 THEN         PHASEDEG = 180 - PHAsedeg     endif        IF ENPHASE < 0 AND ENQUADRATURE < 0 THEN         PHASEDEG = 180 + PHASEDeg     endif        IF ENPHASE > 0 AND ENQUADRATURE < 0 THEN         PHASEDEG = 360 - PHASedeg     endif        REM Phase différentielle et corrections éventuelles     DELTAPHASE = PHASEDEg[1]-phasedeg     IF PHASEDEG[1] < 90 AND PHASEDEG > 270 THEN         DELTAPHASE = 360 + DELTaphase     endif        IF DELTAPHASE < 1 THEN         DELTAPhase=1     endif        IF DELTAPHASE > 60 THEN         DELTAphase=60     endif        REM Calcul de la période instantanée du cycle actuel     REM et correction éventuelle     PERIODEINSTANT = 0     V4 = 0     J = 0     WHILE J<41         V4 = V4 + DELTAPHASE[J]         IF V4>360 AND PERIODEINSTANT=0 THEN             PERIODEINSTANT =J         ENDIF         J=J+1     WEND        IF PERIODEINSTANT=0 THEN         PERIODEINSTANT = PERIODEINSTANT[1]     ENDIF        REM Calcul de la PERIODE     V5 = 0.25 * PERIODEINSTANT +0.75*V5[1]     periode=v5 ENDIF   RETURN PERIODE as "PERIODE" , DELTAPHASE as "deltaphase"

   

  MESA PHASE INDICATOR :

  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA PHASE" REM Calcul de la phase du cycle dominant IF Barindex > 5 THEN PRIX = (high + low) / 2 myPERIODE, myDELTAPHASE = CALL "MESA PERIODE" PERIODE = ROUND(myPERIODE) PARTIEREELLE = 0 PARTIEIMAGINAIRE = 0 K = 0 REM Calcul en degrés WHILE K < PERIODE PARTIEREELLE = PARTIEREELLE + SIN(360*K/PERIODE)*PRIX[K] PARTIEIMAGINAIRE = PARTIEIMAGINAIRE + COS(360*K/PERIODE)*PRIX[K] K = K+1 WEND IF ABS(PARTIEIMAGINAIRE) > 0.001 THEN DCPHASEDEG = ATAN(PARTIEREELLE/PARTIEIMAGINAIRE) ENDIF IF ABS(PARTIEIMAGINAIRE) <= 0.001 THEN IF PARTIEREELLE >= 0 THEN SIGNEPARTIEREELLE=1 ELSE SIGNEPARTIEREELLE=-1 ENDIF DCPHASEDEG = 90*SIGNEPARTIEREELLE ENDIF DCPHASEDEG = DCPHASEDEG + 90 IF PARTIEIMAGINAIRE<0 THEN DCPHASEDEG = DCPHASEDEG + 180 ENDIF IF DCPHASEDEG>315 AND DCPHASEDEG<=360 and myDELTAPHASE <> 500 THEN DCPHASEDEG = DCPHASEDEG - 360 ENDIF PHASE = DCPHASEDEG ENDIF RETURN PHASE as "PHASE"

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  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA PHASE" REM Calcul de la phase du cycle dominant   IF Barindex > 5 THEN        PRIX = (high + low) / 2     myPERIODE, myDELTAPHASE = CALL "MESA PERIODE"        PERIODE = ROUND(myPERIODE)        PARTIEREELLE = 0     PARTIEIMAGINAIRE = 0        K = 0     REM Calcul en degrés     WHILE K < PERIODE         PARTIEREELLE = PARTIEREELLE + SIN(360*K/PERIODE)*PRIX[K]         PARTIEIMAGINAIRE = PARTIEIMAGINAIRE + COS(360*K/PERIODE)*PRIX[K]         K = K+1     WEND        IF ABS(PARTIEIMAGINAIRE) > 0.001 THEN         DCPHASEDEG = ATAN(PARTIEREELLE/PARTIEIMAGINAIRE)     ENDIF        IF ABS(PARTIEIMAGINAIRE) <= 0.001 THEN         IF PARTIEREELLE >= 0 THEN             SIGNEPARTIEREELLE=1         ELSE             SIGNEPARTIEREELLE=-1         ENDIF         DCPHASEDEG = 90*SIGNEPARTIEREELLE     ENDIF        DCPHASEDEG = DCPHASEDEG + 90        IF PARTIEIMAGINAIRE<0 THEN         DCPHASEDEG = DCPHASEDEG + 180     ENDIF        IF DCPHASEDEG>315 AND DCPHASEDEG<=360 and myDELTAPHASE <> 500 THEN         DCPHASEDEG = DCPHASEDEG - 360     ENDIF        PHASE = DCPHASEDEG        ENDIF   RETURN PHASE as "PHASE"

   

  MESA RSB :

  REM Indicateur "MESA RSB" REM Calcul du rapport signal / bruit (RSB en dB) REM Ajout ligne horizontale = 6 IF Barindex <= 8 THEN RSB = 0 RANGERSB = 0 ENPHASE = 0 ENQUADRATURE = 0 ENdif IF Barindex > 8 THEn PRIX = (high + low) /2 REM Détermination des composantes en phase et en quadrature REM Transformation de Hilbert RANGERSB = 0.2*(high - low) + 0.8*RANGERSB[1] V1 = PRIX-PRIX[6] V2 = V1[3] V3 = 0.75*(V1-V1[6]) + 0.25*(V1[2]-V1[4]) ENPHASE = 0.33*V2 + 0.67*ENPHASE[1] ENQUADRATURE = 0.2*V3 + 0.8*Enquadrature[1] REM Lissage du rapport signal/bruit V2 = 0.2*(square(ENPHASE) + square(ENQUADRATURE)) + 0.8*V2[1] REM Calcul du rapport signal/bruit lissé IF V2<0.001 THEN V2=0.001 endif IF RANGE>0 THEN RSB = 0.25*(10* LOG(V2 / square(RANGERSB)) / LOG(10)+4.7) + 0.75*RSB[1] ENDif endif RETURN RSB as "Rapport Signal-Bruit"

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  REM Indicateur "MESA RSB" REM Calcul du rapport signal / bruit (RSB en dB) REM Ajout ligne horizontale = 6     IF Barindex <= 8 THEN     RSB = 0     RANGERSB = 0     ENPHASE = 0     ENQUADRATURE = 0 ENdif   IF Barindex > 8 THEn     PRIX = (high + low) /2     REM Détermination des composantes en phase et en quadrature     REM Transformation de Hilbert     RANGERSB = 0.2*(high - low) + 0.8*RANGERSB[1]     V1 = PRIX-PRIX[6]     V2 = V1[3]     V3 = 0.75*(V1-V1[6]) + 0.25*(V1[2]-V1[4])     ENPHASE = 0.33*V2 + 0.67*ENPHASE[1]     ENQUADRATURE = 0.2*V3 + 0.8*Enquadrature[1]     REM Lissage du rapport signal/bruit     V2 = 0.2*(square(ENPHASE) + square(ENQUADRATURE)) + 0.8*V2[1]     REM Calcul du rapport signal/bruit lissé     IF V2<0.001 THEN         V2=0.001     endif        IF RANGE>0 THEN         RSB = 0.25*(10* LOG(V2 / square(RANGERSB)) / LOG(10)+4.7) + 0.75*RSB[1]     ENDif endif   RETURN RSB as "Rapport Signal-Bruit"

   

  MESA SINEWAVE INDICATOR :

  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA SINEWAVE" REM Calcul du SINEWAVE et du LEAD_SINEWAVE REM Sinus de la phase et ce même sinus avancé de 45° myPHASE = CALL "MESA PHASE" IF Barindex > 5 THEN PHASE = myPHASE SINEWAVE = SIN(PHASE) LEADSINEWAVE = SIN(PHASE + 45) ENDif RETURN SINEWAVE as "SINEWAVE" , LEADSINEWAVE as "LEAD SINEWAVE"

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  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA SINEWAVE" REM Calcul du SINEWAVE et du LEAD_SINEWAVE REM Sinus de la phase et ce même sinus avancé de 45°   myPHASE = CALL "MESA PHASE"   IF Barindex > 5 THEN     PHASE = myPHASE     SINEWAVE = SIN(PHASE)     LEADSINEWAVE = SIN(PHASE + 45) ENDif   RETURN SINEWAVE as "SINEWAVE" , LEADSINEWAVE as "LEAD SINEWAVE"

   

  MESA TRENDLINE indicator :

  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA TRENDLINE" REM Calcul de la TRENDLINE et du FILTRE DE KALMAN REM Utilisés comme 2 moyennes mobiles adaptatives en mode Tendance IF Barindex > 5 THEN PRIX = (high + low) /2 myPERIODE, myDELTAPHASE = CALL "MESA PERIODE" PERIODE = ROUND(myPERIODE) TRENDLINE = 0 J =0 WHILE J < PERIODE+2 TRENDLINE = TRENDLINE + PRIX[J] J = J+1 wend IF PERIODE>0 THEN TRENDLINE = TRENDLINE / (PERIODE+2) endif REM Filtre de Kalman zero lag KALMAN = 0.33*(PRIX + 0.5*(PRIX - PRIX[3])) + 0.67*Kalman[1] IF Barindex<26 and myDELTAPHASE <> 500 THEN TRENDLINE = PRIX KALMAN =prix ENDIf endif RETURN TRENDLINE as "TRENDLINE" , KALMAN as "KALMan"

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  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA TRENDLINE" REM Calcul de la TRENDLINE et du FILTRE DE KALMAN REM Utilisés comme 2 moyennes mobiles adaptatives en mode Tendance   IF Barindex > 5 THEN        PRIX = (high + low) /2     myPERIODE, myDELTAPHASE = CALL "MESA PERIODE"        PERIODE = ROUND(myPERIODE)     TRENDLINE = 0     J =0     WHILE J < PERIODE+2         TRENDLINE = TRENDLINE + PRIX[J]         J = J+1     wend        IF PERIODE>0 THEN         TRENDLINE = TRENDLINE / (PERIODE+2)     endif        REM Filtre de Kalman zero lag     KALMAN = 0.33*(PRIX + 0.5*(PRIX - PRIX[3])) + 0.67*Kalman[1]     IF Barindex<26 and myDELTAPHASE <> 500 THEN         TRENDLINE = PRIX         KALMAN =prix     ENDIf endif   RETURN TRENDLINE as "TRENDLINE" , KALMAN as "KALMan"

   

  MESA trend cycle :

  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA CYCLE TENDANCE" REM Essai de détermination du mode cycle ou tendance REM Variable P1 = 0.3 myPERIODE, myDELTAPHASE = CALL "MESA PERIODE" mySINEWAVE, myLEADSINEWAVE = CALL "MESA SINEWAVE" myTRENDLINE, myKALMAN = CALL "MESA TRENDLINE" myRapportSignalBruit = CALL "MESA RSB" P = myPERIODE DEL = myDELTAPHASE S = mySINEWAVE LS = myLEADSINEWAVE TL = myTRENDLINE K = myKALMAN RSB = myRapportSignalBruit TENDANCE=1 CYCLES=0 REM Détecter un croisement LS/S et initialiser le mode cycle si RSB suffisant IF LS crosses over S OR LS crosses under S AND RSB>6 THEN TENDANCE=0 CYCLES=1 ENDIf REM Vérifier progressivité de la variation de la phase IF P<>0 AND DEL>(1-P1)*360 / P AND DEL<(1+P1)*360 / P THEN TENDANCE=0 CYCLES=1 endif REM Détecter un croisement K/TL et initialiser le compteur de jours IF K crosses over TL OR K crosses under TL THEN NB=0 endif REM Incrémenter compteur de jours NB=nb+1 REM Confirmer mode cycle si compteur < une demi-période, sinon tendance IF NB<P/2 THEN CYCLES=1 TENDANCE=0 ELSE CYCLEs=0 tendance=1 endif RETURN CYCLES as "CYCLES", TENDANCE as "TENDANCE"

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  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA CYCLE TENDANCE" REM Essai de détermination du mode cycle ou tendance REM Variable P1 = 0.3   myPERIODE, myDELTAPHASE = CALL "MESA PERIODE" mySINEWAVE, myLEADSINEWAVE = CALL "MESA SINEWAVE" myTRENDLINE, myKALMAN = CALL "MESA TRENDLINE" myRapportSignalBruit = CALL "MESA RSB"   P = myPERIODE DEL = myDELTAPHASE S = mySINEWAVE LS = myLEADSINEWAVE TL = myTRENDLINE K = myKALMAN RSB = myRapportSignalBruit   TENDANCE=1 CYCLES=0   REM Détecter un croisement LS/S et initialiser le mode cycle si RSB suffisant IF LS crosses over S OR LS crosses under S AND RSB>6 THEN     TENDANCE=0     CYCLES=1 ENDIf   REM Vérifier progressivité de la variation de la phase IF P<>0 AND DEL>(1-P1)*360 / P AND DEL<(1+P1)*360 / P THEN     TENDANCE=0     CYCLES=1 endif   REM Détecter un croisement K/TL et initialiser le compteur de jours IF K crosses over TL OR K crosses under TL THEN     NB=0 endif REM Incrémenter compteur de jours NB=nb+1 REM Confirmer mode cycle si compteur < une demi-période, sinon tendance IF NB<P/2 THEN     CYCLES=1     TENDANCE=0 ELSE     CYCLEs=0     tendance=1 endif   RETURN CYCLES as "CYCLES", TENDANCE as "TENDANCE"

   

  I haven’t test anything. Don’t really know if it’s personal work or original Ehlers indicators. If it’s not, please tell me and I’ll convert your given code.

  This is the URL where I found these prorealtime codes: http://hk-lisse.over-blog.com/article-16635860.html

  1 user thanked author for this post.

  Despair

  

  Nicolas

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  08/19/2016 at 3:54 PM #11895
  supertiti

  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA SINEWAVE" REM Calcul du SINEWAVE et du LEAD_SINEWAVE REM Sinus de la phase et ce même sinus avancé de 45° myPHASE = CALL "MESA PHASE" IF Barindex > 5 THEN PHASE = myPHASE SINEWAVE = SIN(PHASE) LEADSINEWAVE = SIN(PHASE + 45) ENDif MA = weightedaverage [4](LEADSINEWAVE) RETURN SINEWAVE as "SINEWAVE" , LEADSINEWAVE as "LEAD SINEWAVE" , 0 as " zero " , 0.8 as " 0.8 " , - 0.8 as " - 0.8 " , MA as " MA LEADSINEWAVE " // Elhers préconise une WMA p = 4

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  REM TRENDLINE DE J. EHLERS REM Indicateur "MESA SINEWAVE" REM Calcul du SINEWAVE et du LEAD_SINEWAVE REM Sinus de la phase et ce même sinus avancé de 45°   myPHASE = CALL "MESA PHASE" IF Barindex > 5 THEN PHASE = myPHASE SINEWAVE = SIN(PHASE) LEADSINEWAVE = SIN(PHASE + 45) ENDif MA = weightedaverage [4](LEADSINEWAVE)   RETURN SINEWAVE as "SINEWAVE" , LEADSINEWAVE as "LEAD SINEWAVE" , 0 as " zero " , 0.8 as " 0.8 " , - 0.8 as " - 0.8 " , MA as " MA LEADSINEWAVE "   // Elhers préconise une WMA p = 4

   

  

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  08/20/2016 at 7:56 AM #11934
  Renato Di Lorenzo

  Thanks Nicholas, thanks Supertiti.

  Very kind of you.

  Renato

  

  Renato Di Lorenzo

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  02/09/2017 at 3:07 PM #24496
  Tarquin

  Hi Renato,

  I am also very interested in the Hilbert Sine Wave indicator by John Ehler and I would like to be able to use this with PRT. There is the “Better Hilbert Sine Wave indicator” by emini-watch.com, which is only available for TradeStation. I expect you have seen this, but if not here is the link – http://emini-watch.com/trading-indicators/hilbert-sine-wave/

  It would be perfect to have a version of this for PRT. Have you tested the code that Nicolas very kindly provided? Did he manage to code the EasyLanguage code that you provided?

  Regards,

  Tony

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  Bard

  

  Tarquin

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  10/27/2017 at 12:22 PM #50707
  fredd81

  Found this ok eklablog but cant get it to work

   

  REM Computer InPhase & Quadrature Components v1=pri-pri[6] v2=v1[3] v3=0.75*(v1-v1[6])+0.25*(v1[2]-v1[4]) InPhase=0.33*v2+0.67*InPhase[1] Quadrature=0.2*v3+0.8*Quadrature[1] REM Use Arc Tangent To Compute The Current Phase If ABS(InPhase+InPhase[1]) > 0 Then X=ABS((Quadrature+Quadrature[1])/(InPhase+InPhase[1])) Phase=ATAN(X) Endif REM Resolve Arc Tangent Ambiguity If InPhase < 0 And Quadrature > 0 Then Phase=180-Phase Endif If InPhase < 0 And Quadrature < 0 Then Phase=180+Phase Endif If InPhase > 0 And Quadrature < 0 Then Phase=360-Phase Endif REM Compute A Differential Phase DeltaPhase=Phase[1]-Phase If Phase[1] < 90 And Phase > 270 Then DeltaPhase=360+Phase[1]-Phase Endif If DeltaPhase < 1 Then DeltaPhase=1 Endif If DeltaPhase > 60 Then DeltaPhase=60 Endif REM Sum DeltaPhase To Reach 360 Degrees InstPeriod=0 v4=0 For count=0 To 40 v4=v4+DeltaPhase[count] If v4 > 360 And InstPeriod=0 Then InstPeriod=count Endif Next REM Resolve InstPeriod Errors & Smooth If InstPeriod=0 Then InstPeriod=InstPeriod[1] Endif v5=0.25*InstPeriod+0.75*Period[1] REM Compute Dominant Cycle Phase Period=Round(v5) RealPart=0 ImagPart=0 For count=0 To Period-1 RealPart=RealPart+Sin(360*count/Period)*(pri[count]) ImagPart=ImagPart+Cos(360*count/Period)*(pri[count]) Next If ABS(ImagPart) > 0.001 Then DCPhase=ATAN(RealPart/ImagPart) Endif If ABS(ImagPart) <= 0.001 Then DCPhase=90*SGN(RealPart) Endif DCPhase=DCPhase+90 If ImagPart < 0 Then DCPhase=DCPhase+180 Endif If DCPhase > 315 And DCPhase <=360 Then DCPhase=DCPhase-360 Endif Sine=Sin(DCPhase) Lead=Sin(DCPhase+45) Endif Return Sine as "Hilbert Sinewave", Lead as "Leadsine"

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  REM Computer InPhase & Quadrature Components v1=pri-pri[6] v2=v1[3] v3=0.75*(v1-v1[6])+0.25*(v1[2]-v1[4])   InPhase=0.33*v2+0.67*InPhase[1] Quadrature=0.2*v3+0.8*Quadrature[1]   REM Use Arc Tangent To Compute The Current Phase If ABS(InPhase+InPhase[1]) > 0 Then X=ABS((Quadrature+Quadrature[1])/(InPhase+InPhase[1])) Phase=ATAN(X) Endif   REM Resolve Arc Tangent Ambiguity If InPhase < 0 And Quadrature > 0 Then Phase=180-Phase Endif   If InPhase < 0 And Quadrature < 0 Then Phase=180+Phase Endif   If InPhase > 0 And Quadrature < 0 Then Phase=360-Phase Endif   REM Compute A Differential Phase DeltaPhase=Phase[1]-Phase   If Phase[1] < 90 And Phase > 270 Then DeltaPhase=360+Phase[1]-Phase Endif   If DeltaPhase < 1 Then DeltaPhase=1 Endif   If DeltaPhase > 60 Then DeltaPhase=60 Endif   REM Sum DeltaPhase To Reach 360 Degrees InstPeriod=0 v4=0   For count=0 To 40 v4=v4+DeltaPhase[count]   If v4 > 360 And InstPeriod=0 Then InstPeriod=count Endif Next   REM Resolve InstPeriod Errors & Smooth If InstPeriod=0 Then InstPeriod=InstPeriod[1] Endif   v5=0.25*InstPeriod+0.75*Period[1]   REM Compute Dominant Cycle Phase Period=Round(v5) RealPart=0 ImagPart=0   For count=0 To Period-1 RealPart=RealPart+Sin(360*count/Period)*(pri[count]) ImagPart=ImagPart+Cos(360*count/Period)*(pri[count]) Next   If ABS(ImagPart) > 0.001 Then DCPhase=ATAN(RealPart/ImagPart) Endif   If ABS(ImagPart) <= 0.001 Then DCPhase=90*SGN(RealPart) Endif   DCPhase=DCPhase+90   If ImagPart < 0 Then DCPhase=DCPhase+180 Endif   If DCPhase > 315 And DCPhase <=360 Then DCPhase=DCPhase-360 Endif Sine=Sin(DCPhase) Lead=Sin(DCPhase+45) Endif Return Sine as "Hilbert Sinewave", Lead as "Leadsine"

   

  

  fredd81

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  10/27/2017 at 12:50 PM #50714
  Nicolas

  I don’t know if it should look like this, but this is a fixed code:

  pri=customclose if barindex>20 then REM Computer InPhase & Quadrature Components v1=pri-pri[6] v2=v1[3] v3=0.75*(v1-v1[6])+0.25*(v1[2]-v1[4]) InPhase=0.33*v2+0.67*InPhase[1] Quadrature=0.2*v3+0.8*Quadrature[1] REM Use Arc Tangent To Compute The Current Phase If ABS(InPhase+InPhase[1]) > 0 Then X=ABS((Quadrature+Quadrature[1])/(InPhase+InPhase[1])) Phase=ATAN(X) Endif REM Resolve Arc Tangent Ambiguity If InPhase < 0 And Quadrature > 0 Then Phase=180-Phase Endif If InPhase < 0 And Quadrature < 0 Then Phase=180+Phase Endif If InPhase > 0 And Quadrature < 0 Then Phase=360-Phase Endif REM Compute A Differential Phase DeltaPhase=Phase[1]-Phase If Phase[1] < 90 And Phase > 270 Then DeltaPhase=360+Phase[1]-Phase Endif If DeltaPhase < 1 Then DeltaPhase=1 Endif If DeltaPhase > 60 Then DeltaPhase=60 Endif REM Sum DeltaPhase To Reach 360 Degrees InstPeriod=0 v4=0 For count=0 To 40 v4=v4+DeltaPhase[count] If v4 > 360 And InstPeriod=0 Then InstPeriod=count Endif Next REM Resolve InstPeriod Errors & Smooth If InstPeriod=0 Then InstPeriod=InstPeriod[1] Endif v5=0.25*InstPeriod+0.75*Period[1] REM Compute Dominant Cycle Phase Period=Round(v5) RealPart=0 ImagPart=0 For count=0 To Period-1 RealPart=RealPart+Sin(360*count/Period)*(pri[count]) ImagPart=ImagPart+Cos(360*count/Period)*(pri[count]) Next If ABS(ImagPart) > 0.001 Then DCPhase=ATAN(RealPart/ImagPart) Endif If ABS(ImagPart) <= 0.001 Then DCPhase=90*SGN(RealPart) Endif DCPhase=DCPhase+90 If ImagPart < 0 Then DCPhase=DCPhase+180 Endif If DCPhase > 315 And DCPhase <=360 Then DCPhase=DCPhase-360 Endif Sine=Sin(DCPhase) Lead=Sin(DCPhase+45) endif Return Sine as "Hilbert Sinewave", Lead as "Leadsine"

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  pri=customclose   if barindex>20 then REM Computer InPhase & Quadrature Components v1=pri-pri[6] v2=v1[3] v3=0.75*(v1-v1[6])+0.25*(v1[2]-v1[4])   InPhase=0.33*v2+0.67*InPhase[1] Quadrature=0.2*v3+0.8*Quadrature[1]   REM Use Arc Tangent To Compute The Current Phase If ABS(InPhase+InPhase[1]) > 0 Then X=ABS((Quadrature+Quadrature[1])/(InPhase+InPhase[1])) Phase=ATAN(X) Endif   REM Resolve Arc Tangent Ambiguity If InPhase < 0 And Quadrature > 0 Then Phase=180-Phase Endif   If InPhase < 0 And Quadrature < 0 Then Phase=180+Phase Endif   If InPhase > 0 And Quadrature < 0 Then Phase=360-Phase Endif   REM Compute A Differential Phase DeltaPhase=Phase[1]-Phase   If Phase[1] < 90 And Phase > 270 Then DeltaPhase=360+Phase[1]-Phase Endif   If DeltaPhase < 1 Then DeltaPhase=1 Endif   If DeltaPhase > 60 Then DeltaPhase=60 Endif   REM Sum DeltaPhase To Reach 360 Degrees InstPeriod=0 v4=0   For count=0 To 40 v4=v4+DeltaPhase[count]   If v4 > 360 And InstPeriod=0 Then InstPeriod=count Endif Next   REM Resolve InstPeriod Errors & Smooth If InstPeriod=0 Then InstPeriod=InstPeriod[1] Endif   v5=0.25*InstPeriod+0.75*Period[1]   REM Compute Dominant Cycle Phase Period=Round(v5) RealPart=0 ImagPart=0   For count=0 To Period-1 RealPart=RealPart+Sin(360*count/Period)*(pri[count]) ImagPart=ImagPart+Cos(360*count/Period)*(pri[count]) Next   If ABS(ImagPart) > 0.001 Then DCPhase=ATAN(RealPart/ImagPart) Endif   If ABS(ImagPart) <= 0.001 Then DCPhase=90*SGN(RealPart) Endif   DCPhase=DCPhase+90   If ImagPart < 0 Then DCPhase=DCPhase+180 Endif   If DCPhase > 315 And DCPhase <=360 Then DCPhase=DCPhase-360 Endif Sine=Sin(DCPhase) Lead=Sin(DCPhase+45) endif   Return Sine as "Hilbert Sinewave", Lead as "Leadsine"

   

  

  Nicolas

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  12/01/2018 at 2:11 PM #86147
  Yannick

  Hello

  I have found an interesting concept on this website  (it is not an advertising, just a link to the concept)

  https://www.pro-indicators.com/pro-indicators—sinewave—momentum-on-tradingview-en.html

  I am manually trading cycle of Elliot Waves

  The idea of trading sinewave cycles combined with other information is smart.

  I would like to build a screener based on

  -sinewave cycles

  -momentum (divergence)

  -price pattern : Demark count 9 /13 , or high volume , candlestick patterns, POC on market profile

  -fibonnaci retracement of previous trend

  Is there anybody who tried to code this kind of indicator / screener?

   

  Regards

   

  

  Yannick

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  12/26/2018 at 11:51 AM #87646
  Yannick

  I have worked on

  -cycle on adaptative stochastic

  -basic candle sticks : Low/High reversal, Extreme Reveral, Reversal

  It give some results

   

  I will try to add

  -better volume indicator

  -momentum filtration

  1 user thanked author for this post.

  Bard

  

  Yannick

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  03/21/2020 at 7:09 PM #122865
  Bard

  Hello Nicolas,

  I was attempting to improve/replace the conditions in Candle Reverse Sinewave and use a (fractal) reversal of this original line of code:

  3 bar rounding bottom

  if ScanBuyCondition then if low[1]<Low[2] and Low[1]<low[0] then DRAWARROWUP(barindex[1],low[1])coloured(76,153,0) Endif

  1 2 3 4

  if ScanBuyCondition then if low[1]<Low[2] and Low[1]<low[0] then   DRAWARROWUP(barindex[1],low[1])coloured(76,153,0) Endif

  using lines from this Fractal code:
  https://www.prorealcode.com/topic/calculating-diagonal-trend-lines-using-fractals-and-trigonometry/page/2/#post-59358

  Fractal Reverse

  defparam calculateonlastbars=10000   //Calculate Fractal (Swing Point)   once FracH = 0 //initialize fractal count once FracL = 0 //initialize fractal count   For i = 0 to 4 Do If high[2] > high[i] Then //look for high fractal with 2 lower highs on either side FracH = FracH + 1 EndIf If low[2] < low[i] Then //look for low fractal with 2 higher lows on either side FracL = FracL + 1 EndIf Next   If FracH = 4 Then //High Fractal Identified If Bear = 0 and Bull = 0 Then Bear = 1 //Initialize first trend direction EndIf FractalH = high[2] //High Fractal Price Level FractalP = barindex - 2 //High Fractal Bar Position EndIf If FracL = 4 Then //Low Fractal Identified If Bear = 0 and Bull = 0 Then Bull = 1 //Initialize first trend direction EndIf FractalL = low[2] //Low Fractal Price Level FractalP = barindex - 2 //Low Fractal Bar Position EndIf   FracH = 0 //reset fractal count FracL = 0 //reset fractal count

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  defparam calculateonlastbars=10000   //Calculate Fractal (Swing Point)   once FracH = 0 //initialize fractal count once FracL = 0 //initialize fractal count   For i = 0 to 4 Do   If high[2] > high[i] Then //look for high fractal with 2 lower highs on either side FracH = FracH + 1 EndIf   If low[2] < low[i] Then //look for low fractal with 2 higher lows on either side FracL = FracL + 1 EndIf Next   If FracH = 4 Then //High Fractal Identified If Bear = 0 and Bull = 0 Then Bear = 1 //Initialize first trend direction EndIf   FractalH = high[2] //High Fractal Price Level FractalP = barindex - 2 //High Fractal Bar Position EndIf   If FracL = 4 Then //Low Fractal Identified If Bear = 0 and Bull = 0 Then Bull = 1 //Initialize first trend direction EndIf   FractalL = low[2] //Low Fractal Price Level FractalP = barindex - 2 //Low Fractal Bar Position EndIf   FracH = 0 //reset fractal count FracL = 0 //reset fractal count

  How do I correct the syntax below to get it to draw the green arrows when this line: FracL = FracL + 1 is used?

  Williams Fracta Bottom

  //Calculate Fractal (Swing Point) once FracH = 0 //initialize fractal count once FracL = 0 //initialize fractal count For i = 0 to 4 Do if ScanBuyCondition then If low[2] < low[i] Then //look for low fractal with 2 higher lows on either side FracL = FracL + 1 Endif if FracL then DRAWARROWUP(barindex[1],low[1])coloured(76,153,0) Endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

  //Calculate Fractal (Swing Point)   once FracH = 0 //initialize fractal count once FracL = 0 //initialize fractal count   For i = 0 to 4 Do   if ScanBuyCondition then If low[2] < low[i] Then //look for low fractal with 2 higher lows on either side FracL = FracL + 1 Endif   if FracL then DRAWARROWUP(barindex[1],low[1])coloured(76,153,0) Endif

  I’m hoping that this newer coding will produce less false signals than the original, do you think this is the best reversal pattern to use (a 5 bar pattern)?

  I’ve have experimented a lot with different Ehler’s Stochastic periods and thresholds (0.01 up to 0.3) and although this is a great indicator (arrows literally on some turning points) there’s just too many false signals (eg, a few green arrows in a falling market) and it still misses some big turning points.

  Cheers!
  Bard

   

  

  Bard

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  03/21/2020 at 7:12 PM #122866
  Bard

  * Not Williams Fractal Bottom code — I meant to write “Calculating Diagonal Trend Lines Using Fractals and Trigonometry” in code description field.
  

  

  Bard

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  03/22/2020 at 8:33 PM #122956
  juanj

  Hi Bard, I literally just scanned through your request. But here is an updated version of the Fractal code above:

  //Shoulder = 3 //size of shoulders r = ShoulderSize*2 once SwingH = 0 once SwingL = 0 once FractalD = 0 For i = 0 to r Do If high[ShoulderSize] > high[i] or i = ShoulderSize Then SwingH = SwingH + 1 EndIf If low[ShoulderSize] < low[i] or i = ShoulderSize Then SwingL = SwingL + 1 EndIf Next atr = averagetruerange[r*2] If SwingH = (r+1) and (FractalD = 0 or FractalD = -1) Then FractalH = high[ShoulderSize] drawtext("▼",barindex[ShoulderSize],FractalH+atr*3,dialog,bold,20) coloured(25,25,112) FractalD = 1 EndIf If SwingL = (r+1) and (FractalD = 0 or FractalD = 1) Then FractalL = low[ShoulderSize] drawtext("▲",barindex[ShoulderSize],FractalL-atr*3,dialog,bold,20) coloured(176,23,31) FractalD = -1 EndIf SwingH = 0 SwingL = 0 return// FractalH coloured(0,255,0) as "High Fractal", FractalL coloured(255,0,0) as "Low Fractal"

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  //Shoulder = 3 //size of shoulders   r = ShoulderSize*2   once SwingH = 0 once SwingL = 0 once FractalD = 0   For i = 0 to r Do If high[ShoulderSize] > high[i] or i = ShoulderSize Then SwingH = SwingH + 1 EndIf If low[ShoulderSize] < low[i] or i = ShoulderSize Then SwingL = SwingL + 1 EndIf Next   atr = averagetruerange[r*2]   If SwingH = (r+1) and (FractalD = 0 or FractalD = -1) Then FractalH = high[ShoulderSize] drawtext("▼",barindex[ShoulderSize],FractalH+atr*3,dialog,bold,20) coloured(25,25,112) FractalD = 1 EndIf If SwingL = (r+1) and (FractalD = 0 or FractalD = 1) Then FractalL = low[ShoulderSize] drawtext("▲",barindex[ShoulderSize],FractalL-atr*3,dialog,bold,20) coloured(176,23,31) FractalD = -1 EndIf   SwingH = 0 SwingL = 0   return// FractalH coloured(0,255,0) as "High Fractal", FractalL coloured(255,0,0) as "Low Fractal"

   

  

  juanj

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  03/24/2020 at 4:18 PM #123159
  Bard

  Wow! This is is amazing, thanks @Juanj,

  I’ve compared your fractal indicator to the modified “reversal point indicator” and my modified version – pls see image 1 of daily S&P 500. Shouldersize =5

  The original indicators arrows are bright green and red.
  My Univ Osc modified indicator uses dark green and orange arrows and
  the fractal indicator uses green and purple triangles.

  I used a Call code for Ehler’s Universal Oscillator to replace the standard oscillator in the original “reversal point indicator” (my code at the bottom of the comments section of the indicator here: https://www.prorealcode.com/prorealtime-indicators/reversal-point-indicator/)

  I had a couple of questions though, I’m just not sure how to do a substitution using the fractal code for this old c3  = lowest[3](low)<lowest[LowestLow](low)[1] etc, line of the code?

  And if you wanted to do a simplified creation I was wondering why I set it to Buy when Price = FractalL, it doesn’t produce any trades? Pls see second image.

  Also lastly why are the Return Fractal H and Fractal L lines a few bars to the right of the drawarrows on the price chart, i.e. not aligned with the drawarrows?

  Thanks again,

  Cheers,
  Stay safe!

  

  Bard

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