Refactor indicators to include "Ehlers" in names and descriptions for clarity

- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)".
- Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average".
- Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)".
- Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)".
- Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)".
- Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)".
- Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names.
- Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)".
- Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)".
- Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)".
- Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX).
- Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
This commit is contained in:
Miha Kralj
2026-02-18 19:08:15 -08:00
parent 24e86d762a
commit 3dd05f23e4
144 changed files with 3468 additions and 788 deletions
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// The MIT License (MIT)
// © mihakralj
//@version=6
// Indicator algorithm (C) 2013 John F. Ehlers
indicator(" Ehlers Trendflex Indicator (TRENDFLEX)", "TRENDFLEX", overlay=false)
//@function Calculates Ehlers Trendflex using SuperSmoother pre-filtering and cumulative slope with RMS normalization
//@param source Series to calculate Trendflex from
//@param period Lookback period for trend measurement (>= 1)
//@returns Normalized Trendflex value centered around zero
//@optimized Uses O(1) running sum for cumulative slope instead of O(N) loop, with RMS normalization
trendflex(series float source, simple int period) =>
if period <= 0
runtime.error("Period must be positive")
float src = nz(source)
// SuperSmoother (2-pole Butterworth lowpass) coefficients
float halfPeriod = period * 0.5
float a1 = math.exp(-1.414 * math.pi / halfPeriod)
float b1 = 2.0 * a1 * math.cos(1.414 * math.pi / halfPeriod)
float c2 = b1
float c3 = -(a1 * a1)
float c1 = 1.0 - c2 - c3
// SuperSmoother filter state
var float filt = 0.0
var float filt1 = 0.0
float new_filt = bar_index < 2 ? src : c1 * (src + nz(src[1])) * 0.5 + c2 * filt + c3 * filt1
filt1 := filt
filt := new_filt
// O(1) cumulative slope via circular buffer and running sum
// Sum = Σ(Filt - Filt[i]) for i=1..N = N × Filt - Σ(Filt[i])
var array<float> buf = array.new_float(period, 0.0)
var int head = 0
var float running_sum = 0.0
var int count = 0
int n = math.min(count, period)
float slope_sum = n > 0 ? (n * new_filt - running_sum) / period : 0.0
float oldest = array.get(buf, head)
running_sum -= oldest
running_sum += new_filt
array.set(buf, head, new_filt)
head := (head + 1) % period
if count < period
count += 1
// RMS normalization via exponential mean-square
var float ms = 0.0
ms := 0.04 * slope_sum * slope_sum + 0.96 * ms
float result = ms > 0 ? slope_sum / math.sqrt(ms) : 0.0
na(source) ? na : result
// ---------- Main loop ----------
// Inputs
i_period = input.int(20, "Period", minval=1, tooltip="Lookback period for trend measurement")
i_source = input.source(close, "Source")
// Calculation
trendflex_value = trendflex(i_source, i_period)
// Plot
plot(trendflex_value, "TRENDFLEX", color=color.yellow, linewidth=2)
hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)