mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-04 04:07:42 +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.
64 lines
2.5 KiB
Plaintext
64 lines
2.5 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("SSF-Based Detrended Synthetic Price", "SSF-DSP", overlay=false)
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//@function Calculates SSF-based Detrended Synthetic Price using dual Super Smooth Filters
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//@param source Series to detrend
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//@param period Dominant cycle period for quarter/half-cycle SSF calculation
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//@returns Detrended synthetic price (difference between quarter-cycle and half-cycle SSFs)
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ssfdsp(series float source, simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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int fast_period = math.max(2, int(math.round(period / 4.0)))
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int slow_period = math.max(3, int(math.round(period / 2.0)))
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float SQRT2_PI = math.sqrt(2.0) * math.pi
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float arg_fast = SQRT2_PI / float(fast_period)
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float exp_fast = math.exp(-arg_fast)
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float c2_fast = 2.0 * exp_fast * math.cos(arg_fast)
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float c3_fast = -exp_fast * exp_fast
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float c1_fast = 1.0 - c2_fast - c3_fast
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float arg_slow = SQRT2_PI / float(slow_period)
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float exp_slow = math.exp(-arg_slow)
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float c2_slow = 2.0 * exp_slow * math.cos(arg_slow)
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float c3_slow = -exp_slow * exp_slow
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float c1_slow = 1.0 - c2_slow - c3_slow
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var float ssf_fast_1 = 0.0
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var float ssf_fast_2 = 0.0
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var int prev_fast_period = 0
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var float ssf_slow_1 = 0.0
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var float ssf_slow_2 = 0.0
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var int prev_slow_period = 0
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float current = nz(source)
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float src_1 = nz(source[1], current)
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float input = (current + src_1) * 0.5
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if prev_fast_period != fast_period
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ssf_fast_1 := input
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ssf_fast_2 := input
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prev_fast_period := fast_period
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if prev_slow_period != slow_period
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ssf_slow_1 := input
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ssf_slow_2 := input
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prev_slow_period := slow_period
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float ssf_fast = c1_fast * input + c2_fast * ssf_fast_1 + c3_fast * ssf_fast_2
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ssf_fast_2 := ssf_fast_1
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ssf_fast_1 := ssf_fast
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float ssf_slow = c1_slow * input + c2_slow * ssf_slow_1 + c3_slow * ssf_slow_2
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ssf_slow_2 := ssf_slow_1
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ssf_slow_1 := ssf_slow
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ssf_fast - ssf_slow
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(hlc3, "Source")
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i_period = input.int(40, "Dominant Cycle Period", minval=4, maxval=200,
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tooltip="Dominant cycle period. Quarter-cycle and half-cycle SSFs calculated from this value.")
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// Calculation
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ssfdsp_val = ssfdsp(i_source, i_period)
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// Plot
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plot(ssfdsp_val, "SSF-DSP", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color=color.gray, linestyle=hline.style_solid)
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