Low Pass Channel [DW]

DonovanWall Wizard アップデート済   
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.
リリースノート: Updates:

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

For my full list of premium tools, check the blog:

Reach out on Telegram:

TradingViewの精神に則り、このスクリプトの作者は、トレーダーが理解し検証できるようにオープンソースで公開しています。作者に敬意を表します!無料で使用することができますが、このコードを投稿で再利用するには、ハウスルールに準拠する必要があります。 お気に入りに登録してチャート上でご利用頂けます。