ErnieM
1
Anyone have Tradovate indicator for Ehlers Simple Decycler?
Tradingview version for reference only:
study(“Ehlers Decycler [CC]”, overlay=true)
inp = input(title=“Source”, type=input.source, defval=close)
res = input(title=“Resolution”, type=input.resolution, defval="")
rep = input(title=“Allow Repainting?”, type=input.bool, defval=false)
bar = input(title=“Allow Bar Color Change?”, type=input.bool, defval=true)
src = security(syminfo.tickerid, res, inp[rep ? 0 : barstate.isrealtime ? 1 : 0])[rep ? 0 : barstate.isrealtime ? 0 : 1]
length = input(title=“Length”, type=input.integer, defval=125, minval=1)
pi = 2 * asin(1)
twoPiPrd = 2 * pi / length
alpha = (cos(twoPiPrd) + sin(twoPiPrd) - 1) / cos(twoPiPrd)
dec = 0.0
dec := ((alpha / 2) * (src + nz(src[1]))) + ((1 - alpha) * nz(dec[1]))
sig = src > dec ? 1 : src < dec ? -1 : 0
alertcondition(crossover(sig, 0), “Buy Signal”, “Bullish Change Detected”)
alertcondition(crossunder(sig, 0), “Sell Signal”, “Bearish Change Detected”)
decColor = sig > 0 ? color.green : sig < 0 ? color.red : color.black
barcolor(bar ? decColor : na)
plot(dec, title=“DEC”, color=decColor, linewidth=2)
ErnieM
2
Is there anyone that can create this indcator for Tradovate?
SoarAF
3
I too would like to see this added! I use it a lot on TradingView and ToS. Not sure if it would help, but I’ve got this code for it as well:
// — settings
highpassLength = 20
upperPercent = 0.5 //Upper Band % Shift
lowerPercent = 0.5 //Lower Band % Shift
highlightMovements = 1 //Highlight Decycler Movements ? 0=false ; 1=true
// — end of settings
src = close
once PI = 3.14159265359
if barindex>highpassLength then
// High-pass Filter
alphaArg = 2 * PI / (highpassLength * sqrt(2))
alpha = 0.0
if cos(alphaArg) <> 0 then
alpha = (cos(alphaArg) + sin(alphaArg) - 1) / cos(alphaArg)
else
alpha = alpha[1]
endif
hp = 0.0
hp = square(1 - (alpha / 2)) * (src - 2 * src[1] + src[2]) + 2 * (1 - alpha) * hp[1] - square(1 - alpha) * hp[2]
decycler = src - hp
if highlightMovements then
if decycler >= decycler[1] then
r=0
g=255
else
r=255
g=0
endif
endif
upperBand = (1 + upperPercent / 100) * decycler
lowerBand = (1 - lowerPercent / 100) * decycler
endif
return decycler coloured(r,g,0) style(line,2) as “Decycler”, upperband coloured(19,132,132) as “upper band”, lowerband coloured(19,132,132) as “lower band”
