mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 01:37:43 +00:00
Miha Kralj
44 lines
1.9 KiB
Plaintext
44 lines
1.9 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Ehlers Even Better Sinewave (EBSW)", "EBSW", overlay=false)
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//@function Calculates Ehlers Even Better Sinewave using HPF, SSF, and AGC
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//@param src Series to calculate EBSW from
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//@param hpLength int Period for the High-Pass Filter
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//@param ssfLength int Period for the Super Smoother Filter
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//@returns single normalized sinewave value
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//@optimized for performance and dirty data
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ebsw(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 greater than 0")
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float pi = 2 * math.asin(1)
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float angle_hp = 2 * pi / hpLength
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float alpha1_hp = (1 - math.sin(angle_hp)) / math.cos(angle_hp)
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var float hp = 0.0
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hp := (0.5 * (1 + alpha1_hp) * (src - nz(src[1]))) + (alpha1_hp * nz(hp[1]))
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float angle_ssf = math.sqrt(2) * pi / ssfLength
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float alpha2_ssf = math.exp(-angle_ssf)
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float beta_ssf = 2 * alpha2_ssf * math.cos(angle_ssf)
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float c2 = beta_ssf, c3 = -alpha2_ssf * alpha2_ssf, 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 waveVal = (filt + nz(filt[1]) + nz(filt[2])) / 3.0
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float pwr = (math.pow(filt, 2) + math.pow(nz(filt[1]), 2) + math.pow(nz(filt[2]), 2)) / 3.0
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float sineWave = pwr == 0 ? 0 : waveVal / 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, tooltip="Period for detrending the price data.")
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i_ssfLength = input.int(10, "Super Smoother Filter Length", minval=1, tooltip="Period for smoothing the cycle component.")
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// Calculation
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ebsw_wave = ebsw(i_source, i_hpLength, i_ssfLength)
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// Plot
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plot(ebsw_wave, "EBSW", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
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