mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
86fe32a682
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>
120 lines
5.8 KiB
Plaintext
120 lines
5.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj (Implementation based on John Ehlers' "Phasor Analysis" and user-provided v6 function structure)
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//@version=6
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indicator("Ehlers Phasor Analysis (PHASOR)", shorttitle="PHASOR", overlay=false)
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//@function Calculates the Ehlers Phasor Angle, Derived Period, and Trend State.
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/cycles/phasor.md
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//@param src The source series to analyze.
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//@param period The fixed cycle period to correlate against. Default is 28.
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//@returns A tuple: `[float finalPhasorAngle, float derivedPeriod, int trendState]`.
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phasor(series float src, simple int period = 28) =>
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float sx_corr = 0.0
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float sy_cos_corr = 0.0
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float sxx_corr = 0.0
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float sxy_cos_corr = 0.0
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float syy_cos_corr = 0.0
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for i = 0 to period - 1
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float x_val = nz(src[i])
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float y_val_cos = math.cos(2 * math.pi * i / period)
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sx_corr += x_val
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sy_cos_corr += y_val_cos
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sxx_corr += x_val * x_val
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sxy_cos_corr += x_val * y_val_cos
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syy_cos_corr += y_val_cos * y_val_cos
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float real_part = 0.0
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float den_cos = (period * sxx_corr - sx_corr * sx_corr) * (period * syy_cos_corr - sy_cos_corr * sy_cos_corr)
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if den_cos > 0
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real_part := (period * sxy_cos_corr - sx_corr * sy_cos_corr) / math.sqrt(den_cos)
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sx_corr := 0.0
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sxx_corr := 0.0
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float sy_sin_corr = 0.0
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float sxy_sin_corr = 0.0
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float syy_sin_corr = 0.0
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for i = 0 to period - 1
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float x_val = nz(src[i])
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float y_val_sin = -math.sin(2 * math.pi * i / period) // Negative sine as per Ehlers
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sx_corr += x_val
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sxx_corr += x_val * x_val
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sy_sin_corr += y_val_sin
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sxy_sin_corr += x_val * y_val_sin
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syy_sin_corr += y_val_sin * y_val_sin
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float imag_part = 0.0
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float den_sin = (period * sxx_corr - sx_corr * sx_corr) * (period * syy_sin_corr - sy_sin_corr * sy_sin_corr)
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if den_sin > 0
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imag_part := (period * sxy_sin_corr - sx_corr * sy_sin_corr) / math.sqrt(den_sin)
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float current_raw_phase = 0.0
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if real_part != 0.0
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current_raw_phase := 90.0 - math.atan(imag_part / real_part) * 180.0 / math.pi
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if real_part < 0.0
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current_raw_phase -= 180.0
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else if imag_part != 0.0
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current_raw_phase := imag_part > 0.0 ? 0.0 : 180.0
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var float core_Phasor_unwrapped_state = na
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if not na(core_Phasor_unwrapped_state[1])
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float diff = current_raw_phase - core_Phasor_unwrapped_state[1]
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if diff > 180.0
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current_raw_phase -= 360.0
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else if diff < -180.0
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current_raw_phase += 360.0
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core_Phasor_unwrapped_state := na(core_Phasor_unwrapped_state[1]) ? current_raw_phase : core_Phasor_unwrapped_state[1] + (current_raw_phase - core_Phasor_unwrapped_state[1])
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float calculated_Phasor_val = core_Phasor_unwrapped_state
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var float final_Phasor_state = na
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if na(final_Phasor_state[1])
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final_Phasor_state := calculated_Phasor_val
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else
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if calculated_Phasor_val < final_Phasor_state[1] and ((calculated_Phasor_val > -135 and final_Phasor_state[1] < 135) or (calculated_Phasor_val < -90 and final_Phasor_state[1] < -90))
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final_Phasor_state := final_Phasor_state[1]
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else
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final_Phasor_state := calculated_Phasor_val
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var float derivedPeriod_calc_state = na
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float angle_Change_For_Period = final_Phasor_state - nz(final_Phasor_state[1], final_Phasor_state)
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if nz(angle_Change_For_Period) == 0 and not na(derivedPeriod_calc_state[1])
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if derivedPeriod_calc_state[1] != 0
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angle_Change_For_Period := 360.0 / derivedPeriod_calc_state[1]
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else
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angle_Change_For_Period := 0.0
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if nz(angle_Change_For_Period) <= 0 and not na(derivedPeriod_calc_state[1])
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if derivedPeriod_calc_state[1] != 0
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angle_Change_For_Period := 360.0 / derivedPeriod_calc_state[1]
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else
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angle_Change_For_Period := 0.0
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if nz(angle_Change_For_Period) != 0.0
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derivedPeriod_calc_state := 360.0 / angle_Change_For_Period
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else if not na(derivedPeriod_calc_state[1])
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derivedPeriod_calc_state := derivedPeriod_calc_state[1]
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else
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derivedPeriod_calc_state := 60.0
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derivedPeriod_calc_state := math.max(1.0, math.min(derivedPeriod_calc_state, 60.0))
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var int trendState_calc_state = 0
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float angle_Change_For_State = final_Phasor_state - nz(final_Phasor_state[1], final_Phasor_state)
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int currentTrendState_calc = 0
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if angle_Change_For_State <= 6.0
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if final_Phasor_state >= 90.0 or final_Phasor_state <= -90.0
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currentTrendState_calc := 1
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else if final_Phasor_state > -90.0 and final_Phasor_state < 90.0
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currentTrendState_calc := -1
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trendState_calc_state := currentTrendState_calc
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[final_Phasor_state, derivedPeriod_calc_state, trendState_calc_state]
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// ---------- Inputs ----------
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i_period = input.int(28, "Period", minval=1, group="Phasor Settings")
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i_source = input.source(close, "Source", group="Phasor Settings")
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showDerivedPeriod = input.bool(false, "Show Derived Period", group="Optional Plots", inline="derived_period")
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showTrendState = input.bool(false, "Show Trend State Variable", group="Optional Plots", inline="trend_state")
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// ---------- Calculations ----------
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// Call the main function to get all values
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[phasorAngle, derivedPeriodValue, trendStateValue] = phasor(i_source, i_period)
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// ---------- Plotting Phasor Angle ----------
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plot(phasorAngle, "Phasor Angle", color=color.yellow, linewidth=2)
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// ---------- Optional Plots ----------
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// Plot for Derived Period
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plot(showDerivedPeriod ? derivedPeriodValue : na, "Derived Period", color=color.yellow, linewidth=2)
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// Plot for Trend State
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plot(showTrendState ? trendStateValue : na, "Trend State", color=color.yellow, linewidth=2, style=plot.style_histogram)
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