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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>
49 lines
2.0 KiB
Plaintext
49 lines
2.0 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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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/cycles/sine.md
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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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