SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
2026-08-25 22:08:05 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
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+// The MIT License (MIT)
+// © mihakralj
+//@version=6
+indicator("HOMOD: Homodyne Discriminator Dominant Cycle","HOMOD",overlay=false)
+
+//@function Quadrant-aware angle calculation using stable atan2
+//@param y Imaginary component
+//@param x Real component
+//@returns Angle in radians from -π to π
+atan2(series float y,series float x)=>
+    if y==0.0 and x==0.0
+        runtime.error("atan2: y and x cannot both be zero")
+    float ay=math.abs(y)
+    float ax=math.abs(x)
+    float angle=0.0
+    if ax>ay
+        angle:=math.atan(ay/ax)
+    else
+        angle:=(math.pi/2.0)-math.atan(ax/ay)
+    if x<0.0
+        angle:=math.pi-angle
+    if y<0.0
+        angle:=-angle
+    angle
+
+//@function Measures dominant cycle period using Ehlers homodyne discriminator
+//@param source Price input series
+//@param minPeriod Minimum dominant cycle length
+//@param maxPeriod Maximum dominant cycle length
+//@returns Smoothed dominant cycle estimate
+//@optimized Exponential warmup compensation for dominant cycle smoothing
+//@validation wolfram:"atan2(y,x)" external:"TradingView Homodyne Discriminator","Forex-Station Homodyne Discriminator","MQL5 Adaptive Lookback Homodyne","tindicators hd.cc"
+homod(series float source,simple float minPeriod,simple float maxPeriod)=>
+    if minPeriod<=0
+        runtime.error("Min period must be greater than 0")
+    if maxPeriod<=minPeriod
+        runtime.error("Max period must be greater than min period")
+    var float smooth_price=0.0
+    var float detrender=0.0
+    var float i1=0.0
+    var float q1=0.0
+    var float ji=0.0
+    var float jq=0.0
+    var float i2=0.0
+    var float q2=0.0
+    var float re=0.0
+    var float im=0.0
+    var float period=15.0
+    var float smooth_period=15.0
+    var float warm_decay=1.0
+    var bool warmup=true
+    float price=nz(source)
+    float bandwidth=0.075*smooth_period+0.54
+    smooth_price:=(4.0*price+3.0*nz(price[1])+2.0*nz(price[2])+nz(price[3]))/10.0
+    detrender:=(0.0962*smooth_price+0.5769*nz(smooth_price[2])-0.5769*nz(smooth_price[4])-0.0962*nz(smooth_price[6]))*bandwidth
+    q1:=(0.0962*detrender+0.5769*nz(detrender[2])-0.5769*nz(detrender[4])-0.0962*nz(detrender[6]))*bandwidth
+    i1:=nz(detrender[3])
+    ji:=(0.0962*i1+0.5769*nz(i1[2])-0.5769*nz(i1[4])-0.0962*nz(i1[6]))*bandwidth
+    jq:=(0.0962*q1+0.5769*nz(q1[2])-0.5769*nz(q1[4])-0.0962*nz(q1[6]))*bandwidth
+    float i2_raw=i1-jq
+    float q2_raw=q1+ji
+    i2:=0.2*i2_raw+0.8*nz(i2[1])
+    q2:=0.2*q2_raw+0.8*nz(q2[1])
+    float re_raw=i2*nz(i2[1])+q2*nz(q2[1])
+    float im_raw=i2*nz(q2[1])-q2*nz(i2[1])
+    re:=0.2*re_raw+0.8*nz(re[1])
+    im:=0.2*im_raw+0.8*nz(im[1])
+    float magnitude=math.abs(re)+math.abs(im)
+    if magnitude>1e-10
+        float angle=atan2(im,re)
+        if math.abs(angle)>1e-10
+            float candidate=2.0*math.pi/angle
+            float clamped=math.max(minPeriod,math.min(maxPeriod,math.abs(candidate)))
+            period:=0.2*clamped+0.8*period
+    float alpha=0.33
+    smooth_period:=smooth_period+alpha*(period-smooth_period)
+    float result=smooth_period
+    if warmup
+        warm_decay*=1.0-alpha
+        float denom=1.0-warm_decay
+        result:=denom>1e-10?result/denom:result
+        warmup:=warm_decay>1e-10
+    result
+
+// ---------- Main loop ----------
+i_source=input.source(hlc3,"Source")
+i_minPeriod=input.float(6,"Min Period",minval=1,maxval=5000,step=0.5)
+i_maxPeriod=input.float(50,"Max Period",minval=2,maxval=5000,step=0.5)
+homodPeriod=homod(i_source,i_minPeriod,i_maxPeriod)
+plot(homodPeriod,"Dominant Cycle Period",color=color.yellow,linewidth=2)