mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 19:07:42 +00:00
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>
49 lines
2.0 KiB
Plaintext
49 lines
2.0 KiB
Plaintext
// The MIT License (MIT)
|
||
// © mihakralj
|
||
//@version=6
|
||
indicator("Ehlers Sine Wave (SINE)", "SINE", overlay=false)
|
||
|
||
//@function Calculates Ehlers’ original Sine Wave using a two‑pole High‑Pass, a Super‑Smoother,
|
||
// and a Hilbert‑transform FIR pair (In‑phase I / Quadrature Q).
|
||
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/cycles/sine.md
|
||
//@param src Series to calculate the Sine Wave from
|
||
//@param hpLength High‑Pass filter length (detrending period)
|
||
//@param ssfLength Super‑Smoother filter length (cycle smoothing period)
|
||
//@returns single normalized sine‑wave value in [‑1 … +1]
|
||
sine(series float src, simple int hpLength, simple int ssfLength) =>
|
||
if hpLength <= 0 or ssfLength <= 0
|
||
runtime.error("Periods must be > 0")
|
||
float pi = 2 * math.asin(1)
|
||
float angHP = 2 * pi / hpLength
|
||
float aHP = (1 - math.sin(angHP)) / math.cos(angHP)
|
||
var float hp = 0.0
|
||
hp := 0.5 * (1 + aHP) * (src - nz(src[1])) + aHP * nz(hp[1])
|
||
float angSSF = math.sqrt(2) * pi / ssfLength
|
||
float aSSF = math.exp(-angSSF)
|
||
float bSSF = 2 * aSSF * math.cos(angSSF)
|
||
float c2 = bSSF
|
||
float c3 = -aSSF * aSSF
|
||
float c1 = 1 - c2 - c3
|
||
var float filt = 0.0
|
||
filt := c1 * (hp + nz(hp[1])) / 2 + c2 * nz(filt[1]) + c3 * nz(filt[2])
|
||
float Q = 0.0962 * nz(filt[3]) + 0.5769 * nz(filt[1])
|
||
- 0.5769 * nz(filt[5]) - 0.0962 * nz(filt[7])
|
||
float I = filt
|
||
float pwr = I*I + Q*Q
|
||
float sineWave = pwr == 0 ? 0 : I / math.sqrt(pwr)
|
||
math.min(1, math.max(-1, sineWave))
|
||
|
||
// ---------- Main loop ----------
|
||
|
||
// Inputs
|
||
i_source = input.source(close, "Source")
|
||
i_hpLength = input.int(40, "High‑Pass Filter Length", minval=1)
|
||
i_ssfLength = input.int(10, "Super‑Smoother Filter Length", minval=1)
|
||
|
||
// Calculation
|
||
sine_wave = sine(i_source, i_hpLength, i_ssfLength)
|
||
|
||
// Plot
|
||
plot(sine_wave, "SINE", color=color.yellow, linewidth=2)
|
||
hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
|