OPEN-SOURCE SCRIPT
Wavelet Transformation - BASIC Suite
********************************************************************************
* TECHNICAL DOCUMENTATION: ULTIMATE WAVELET SUITE
* Indicator Name: Ultimate Wavelet Suite (db4, Sym, Coif, Morlet, Mex)
* Author: wojlucz
*
* 1. PROJECT OVERVIEW
* The Ultimate Wavelet Suite is a high-fidelity Digital Signal Processing (DSP)
* tool designed to solve the "Lag vs. Noise" dilemma. By utilizing Discrete
* Wavelet Transform (DWT) principles, it filters market noise while maintaining
* a significantly lower phase shift (lag) compared to SMA or EMA.
*
* 2. MATHEMATICAL FRAMEWORK
* This suite implements a Stationary Wavelet Transform (SWT) approach using
* the "à trous" algorithm.
* - CONVOLUTION ENGINE: Filters price using specific wavelet kernels.
* - MULTI-RESOLUTION ANALYSIS (MRA): Increases filter "stride" across levels A1-A4.
* - CDV BOUNDARY METHOD: Folds weights of future coefficients back onto the current
* bar to ensure NO-REPAINTING at the live edge.
*
* 3. WAVELET FAMILIES
* - Daubechies 4 (db4): Industry standard for denoising and trend stability.
* - Symlet 4: Near-symmetric version of db4, reducing phase distortion.
* - Coiflet 1: Engineered for maximum approximation accuracy.
* - Mexican Hat: Best for detecting cycle peaks, troughs, and exhaustion.
* - Morlet: Harmonic-style wavelet, ideal for sideways/ranging markets.
*
* 4. CONFIGURATION GUIDE
* - Level A1/A2: Scalping, fast noise reduction.
* - Level A3/A4: Swing Trading, macro trend identification.
* TECHNICAL DOCUMENTATION: ULTIMATE WAVELET SUITE
* Indicator Name: Ultimate Wavelet Suite (db4, Sym, Coif, Morlet, Mex)
* Author: wojlucz
*
* 1. PROJECT OVERVIEW
* The Ultimate Wavelet Suite is a high-fidelity Digital Signal Processing (DSP)
* tool designed to solve the "Lag vs. Noise" dilemma. By utilizing Discrete
* Wavelet Transform (DWT) principles, it filters market noise while maintaining
* a significantly lower phase shift (lag) compared to SMA or EMA.
*
* 2. MATHEMATICAL FRAMEWORK
* This suite implements a Stationary Wavelet Transform (SWT) approach using
* the "à trous" algorithm.
* - CONVOLUTION ENGINE: Filters price using specific wavelet kernels.
* - MULTI-RESOLUTION ANALYSIS (MRA): Increases filter "stride" across levels A1-A4.
* - CDV BOUNDARY METHOD: Folds weights of future coefficients back onto the current
* bar to ensure NO-REPAINTING at the live edge.
*
* 3. WAVELET FAMILIES
* - Daubechies 4 (db4): Industry standard for denoising and trend stability.
* - Symlet 4: Near-symmetric version of db4, reducing phase distortion.
* - Coiflet 1: Engineered for maximum approximation accuracy.
* - Mexican Hat: Best for detecting cycle peaks, troughs, and exhaustion.
* - Morlet: Harmonic-style wavelet, ideal for sideways/ranging markets.
*
* 4. CONFIGURATION GUIDE
* - Level A1/A2: Scalping, fast noise reduction.
* - Level A3/A4: Swing Trading, macro trend identification.
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Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.