DonovanWall

Low Pass Channel [DW]

This is an experimental study designed to attenuate higher frequency oscillations in price and volatility with minimal lag.
In this study, a single pole low pass filter is used. The low pass filter's cutoff period is determined either by a fixed user input, or by using an Instantaneous Frequency Measurement (IFM) algorithm.
Most radar warning, electronic countermeasures, and electronic intelligence systems employ IFM to identify threats, map the electronic battlefield, and implement deceptive countermeasures.
The IFM technique used for this study was devised by John Ehlers . It calculates In Phase and Quadrature ( IQ ) components using the Hilbert Transform and uses them to determine the dominant price cycle.
To generate the channel, the same filter approach is applied to true range then added to and subtracted from the price filter.

Custom bar colors are included for simple wave and trend indication.
Feb 16
Notas de Lançamento: Updates:

-> Stability Fix: Added correction for NaN values to stabilize initial states.
-> Reorganized the script structure.
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Comentários

Nice experimental study; keep it up sir =D
+2 Resposta
My compliments.
You make a so good job with indicators.
Inverse Fisher based are the best ones.
Is there an indicator based on WVAP and Inverse Fisher?
Resposta
@MBK1973, I don't know of any indicators that utilize IFT and VWAP simultaneously, but if you go to my Fiverr page, I can design one based on your specifications.
Resposta
MBK1973 DonovanWall
@DonovanWall, Ok thanks. Let me think how to link VWAP and IFT because it's just a my idea now.
I have noted that both work very well.
+1 Resposta
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