MarketMode MultiPeriods HeatMap

• 01/17/2020 at 4:29 PM #117091
  Hasardeur

  Market Mode swami

  REM -------------------------- REM PRC_multiperiods HeatMap indicator REM -------------------------- startperiod= 8 // start period of the loop maxPeriod= 48 // end period of the loop Step= 4 // period step of the loop Period= startperiod //first period to test is startperiod while Period <= maxPeriod do mean, fractionUp, fractionDn = CALL "MarketMode"[Period] PosH= mean/(fractionUp-0) PosL= mean/(0-fractionDn) Ro = max(0, (50-PosH*150)) Ge = max(0, (50+PosL*150)) drawtext("■",barindex,Period,dialog,bold,18) coloured(min(ro,255),min(ge,255),0) Period= max(startperiod, Period+Step) //increase indicator period for next loop iteration wend return mean style(line,3) as "MarketMode", fractionUp coloured(100,100,100) as "upper line", fractionDn coloured(100,100,100) as "lower line", 8, 48

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  REM -------------------------- REM PRC_multiperiods HeatMap indicator REM -------------------------- startperiod=  8     // start period of the loop maxPeriod=   48     // end period of the loop Step=         4     // period step of the loop Period= startperiod //first period to test is startperiod   while Period <= maxPeriod do mean, fractionUp, fractionDn = CALL "MarketMode"[Period] PosH= mean/(fractionUp-0) PosL= mean/(0-fractionDn) Ro = max(0, (50-PosH*150)) Ge = max(0, (50+PosL*150)) drawtext("■",barindex,Period,dialog,bold,18) coloured(min(ro,255),min(ge,255),0)   Period= max(startperiod, Period+Step) //increase indicator period for next loop iteration   wend   return mean style(line,3) as "MarketMode", fractionUp coloured(100,100,100) as "upper line", fractionDn coloured(100,100,100) as "lower line", 8, 48

   

  Market Mode by John Ehlers

  REM -------------------------- REM Market Mode indicator REM -------------------------- Variable: Period 20 IF barindex >= Period THEN REM ---------------------- REM BANDPASS FILTER, Code 5.1 from Cycle Analytics for Traders by John F.Ehlers 2013 REM ---------------------- REM High Pass Filter HPPrice= MedianPrice HPPeriod= Period // 20 HPBandwidth= 0.5 // 0.10-0.50 alphaHP= (COS(0.25*HPBandwidth*360/HPPeriod) + SIN(0.25*HPBandwidth*360/HPPeriod)-1) / COS(0.25*HPBandwidth*360/HPPeriod) HP= (1+alphaHP/2) * (HPPrice-HPPrice[1]) + (1-alphaHP)*HP[1] REM BandPass Filter BPPrice= HP BPPeriod= HPPeriod // 20 BPBandwidth= HPBandwidth // 0.10-0.50 beta= COS(360/BPPeriod) gamma= 1/COS(360*BPBandwidth/BPPeriod) // 2013 => 360, 2008 =>720 alphaBP= gamma - SQRT(gamma*gamma-1) BP= 0.5*(1-alphaBP)*(BPPrice-BPPrice[2]) + beta*(1+alphaBP)*BP[1] - alphaBP*BP[2] REM -------------------------- REM Market Mode REM -------------------------- mean= BP dPeriod= Period * 2 // (40) FOR k= 1 to dPeriod-1 DO mean= mean + BP[k] inc= k NEXT mean= mean/inc LevelUpDownAveragePeriod= MAX(8, Period /2) // (10) alphaUpDown= 2 /(1+LevelUpDownAveragePeriod) workapeak= workapeak[1] IF mean > 0 THEN workapeak= workapeak[1] + alphaUpDown*(mean-workapeak[1]) ENDIF workavaley= workavaley[1] IF mean < 0 THEN workavaley= workavaley[1] + alphaUpDown*(mean-workavaley[1]) ENDIF REM Colour of the BP Line Fraction = 0.8 fractionUp= Fraction*workapeak fractionDn= Fraction*workavaley IF mean > fractionUp THEN r= 50 g= 205 b= 50 ELSIF mean < fractionDn THEN r= 255 g= 50 b= 50 ELSE r= 205 g= 205 b= 0 ENDIF REM Colour of the BP Histogramm iPeriod1= 0 PosH= mean/(fractionUp-0) PosL= mean/(0-fractionDn) Ro = max(0, (50-PosH*150)) Ge = max(0, (50+PosL*150)) drawtext("■",barindex,iperiod1,dialog,bold,18) coloured(min(ro,255),min(ge,255),0) ENDIF endif return mean coloured(r,g,b) style(line,3) as "MarketMode", fractionUp coloured(100,100,100) as "fractionUp", fractionDn coloured(100,100,100) as "fractionDn"

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  REM -------------------------- REM Market Mode indicator REM --------------------------   Variable: Period 20   IF barindex >= Period THEN REM ---------------------- REM BANDPASS FILTER, Code 5.1 from Cycle Analytics for Traders by John F.Ehlers 2013 REM ---------------------- REM High Pass Filter HPPrice= MedianPrice HPPeriod= Period             // 20 HPBandwidth= 0.5             // 0.10-0.50 alphaHP= (COS(0.25*HPBandwidth*360/HPPeriod) + SIN(0.25*HPBandwidth*360/HPPeriod)-1) / COS(0.25*HPBandwidth*360/HPPeriod) HP= (1+alphaHP/2) * (HPPrice-HPPrice[1]) + (1-alphaHP)*HP[1]   REM BandPass Filter BPPrice= HP BPPeriod= HPPeriod            // 20 BPBandwidth= HPBandwidth      // 0.10-0.50 beta= COS(360/BPPeriod) gamma= 1/COS(360*BPBandwidth/BPPeriod)    // 2013 => 360, 2008 =>720 alphaBP= gamma - SQRT(gamma*gamma-1) BP= 0.5*(1-alphaBP)*(BPPrice-BPPrice[2]) + beta*(1+alphaBP)*BP[1] - alphaBP*BP[2]     REM -------------------------- REM Market Mode REM -------------------------- mean=    BP dPeriod= Period * 2         // (40) FOR k= 1 to dPeriod-1 DO mean= mean + BP[k] inc= k NEXT   mean= mean/inc LevelUpDownAveragePeriod= MAX(8, Period /2)   // (10) alphaUpDown= 2 /(1+LevelUpDownAveragePeriod) workapeak=   workapeak[1] IF mean > 0 THEN workapeak= workapeak[1] + alphaUpDown*(mean-workapeak[1]) ENDIF workavaley= workavaley[1] IF mean < 0 THEN workavaley= workavaley[1] + alphaUpDown*(mean-workavaley[1]) ENDIF   REM Colour of the BP Line Fraction = 0.8                 fractionUp= Fraction*workapeak fractionDn= Fraction*workavaley IF mean > fractionUp THEN r= 50 g= 205   b= 50 ELSIF mean < fractionDn THEN r= 255   g= 50   b= 50   ELSE r= 205   g= 205   b= 0   ENDIF REM Colour of the BP Histogramm iPeriod1= 0 PosH= mean/(fractionUp-0) PosL= mean/(0-fractionDn) Ro = max(0, (50-PosH*150)) Ge = max(0, (50+PosL*150)) drawtext("■",barindex,iperiod1,dialog,bold,18) coloured(min(ro,255),min(ge,255),0) ENDIF   endif return mean coloured(r,g,b) style(line,3) as "MarketMode", fractionUp coloured(100,100,100) as "fractionUp", fractionDn coloured(100,100,100) as "fractionDn"

  Hallo all,

  the attached picture is showing the market mode

  • Market mode heat map Period of 8 to 48
  • Market mode at fix period of 20
  • Market mode Bandpass Filter

  By comparing the fix period (20) to the heat map at line of period 20 you will see a difference.

  What is this difference caused by?

  Do you have any idea to fix it?

  Many thanks for your reply in advanced.

  Best regards

  Hasardeur

   

   

   

  

  Hasardeur

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