mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-06 21:17:44 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
48 lines
1.9 KiB
Plaintext
48 lines
1.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Ehlers Sine Wave (SINE)", "SINE", overlay=false)
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//@function Calculates Ehlers’ original Sine Wave using a two‑pole High‑Pass, a Super‑Smoother,
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// and a Hilbert‑transform FIR pair (In‑phase I / Quadrature Q).
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//@param src Series to calculate the Sine Wave from
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//@param hpLength High‑Pass filter length (detrending period)
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//@param ssfLength Super‑Smoother filter length (cycle smoothing period)
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//@returns single normalized sine‑wave value in [‑1 … +1]
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sine(series float src, simple int hpLength, simple int ssfLength) =>
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if hpLength <= 0 or ssfLength <= 0
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runtime.error("Periods must be > 0")
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float pi = 2 * math.asin(1)
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float angHP = 2 * pi / hpLength
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float aHP = (1 - math.sin(angHP)) / math.cos(angHP)
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var float hp = 0.0
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hp := 0.5 * (1 + aHP) * (src - nz(src[1])) + aHP * nz(hp[1])
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float angSSF = math.sqrt(2) * pi / ssfLength
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float aSSF = math.exp(-angSSF)
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float bSSF = 2 * aSSF * math.cos(angSSF)
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float c2 = bSSF
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float c3 = -aSSF * aSSF
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float c1 = 1 - c2 - c3
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var float filt = 0.0
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filt := c1 * (hp + nz(hp[1])) / 2 + c2 * nz(filt[1]) + c3 * nz(filt[2])
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float Q = 0.0962 * nz(filt[3]) + 0.5769 * nz(filt[1])
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- 0.5769 * nz(filt[5]) - 0.0962 * nz(filt[7])
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float I = filt
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float pwr = I*I + Q*Q
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float sineWave = pwr == 0 ? 0 : I / math.sqrt(pwr)
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math.min(1, math.max(-1, sineWave))
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_hpLength = input.int(40, "High‑Pass Filter Length", minval=1)
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i_ssfLength = input.int(10, "Super‑Smoother Filter Length", minval=1)
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// Calculation
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sine_wave = sine(i_source, i_hpLength, i_ssfLength)
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// Plot
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plot(sine_wave, "SINE", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
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