Spiral Guide Algorithm [V2]

2021年5月13日

Spiral Guide Algorithm (SGA)

At its core, the Spiral Guide Algorithm is a low noise, un-bounded, oscillating cycle indicator designed to capture state change within a non-Gaussian distribution.
The idea, design, and application of the Spiral Guide Algorithm is rooted in first principles from four core areas of study, and in application proves to be an excellent trend following tool.
The Spiral Guide Algorithm produces and visualizes three principal components. Below we will cover each of those areas, as well as, how to apply this algorithm in trade analysis.

Principal Components
1. SGA Signal = waveform fundamental signal line
2. SGA Filtered Signal= finite impulse response filter of the SGA signal
3. SGA Histogram= delta between SGA signal and SGA filtered signal

Theory of Operation
1. Digital Signal Processing (DSP)
a. The SGA applies a DSP technique used in wireless transmission that decomposes a waveform into discrete components and then quantifies the interaction between each of those components.
2. Complex Systems Theory
a. In complex systems the tail often wags the dog and so SGA focuses not on the average of the distribution, but on the edges.
3. Game Theory
a. Positive feedback drives large changes from historical extremes, so targeting points of extreme oscillation offers the best chance of capturing large changes in the distribution.
4. Auction Theory
a. We know the auction process cycles between two phases:
i. At value
ii. Discovering value
b. SGA is designed to capture much of the “value discovery” phase between two “at value” areas.

Derivatives
1. When the SGA signal line is above 0 the time frame is up-trending
2. When the SGA signal line is below 0 the time frame is down-trending
3. A fundamental time frame shift is occurring when SGA signal line crosses 0
4. The ratio of SGA signal line time above 0 vs time below 0 will expose the current time frame bias (long, short, flat)

Application
1. Trades are signaled when the SGA signal line crosses the SGA filtered signal, and the trade is confirmed when the SGA filtered signal changes state.
2. Trades can be entered when the SGA signal line crosses 0.
3. SGA should align with the following before entering a trade: Structure, Cycles, Fractals.
4. The histogram is used for detecting divergence.

When and Where
1. Due to the large number of sample sets needed to calculate the SGA signal line, the SGA is designed for intraday charting.
2. Monitor multiple time frames around entry and exit time frame to satisfy the fractal requirements. As a rule, a 3-5x fractal above and below the entry and exit time frame is needed to align cycles.
3. For example:
a. Tick data or 1 second
b. 1 min
c. 5 min (entry/exit)
d. 15 min
4. This algorithm sees success in markets that are not mean reversion biased.
a. Trending markets with high volatility provide the best results.

2021年6月23日

リリースノート

#Added Alerts for Each Tradable Condition of the SGA

2021年7月5日

リリースノート

Added functionality to allow reference timeframe to be modified; allowing for multi-timeframe analysis on a single chart via stacked SGA indicators

2021年7月12日

リリースノート

Added multi-timeframe functionality

2021年8月18日

リリースノート

#Refactored most of the code
#Added more functionality to adjust SGA indicator:

• Enable/disable SGA signal lines
  
• Enable/disable SGA histogram
  
• Divergence detection both positive and negative
  
• Redesigned histogram calculation to reduce false signals and increase tradeability
  
• SGA/Hist Max/Min enable/disable
  
• Long/Short Coloring
  
• SGA Fast
  
• SGA Very Fast
  

2021年8月20日

リリースノート

Added SGA filter control
Corrected alert print output

2021年8月27日

リリースノート

Fixed scaling issue with OTFs

2021年9月16日

リリースノート

• Improved Settings MenuAdded OTF Heat MapAdded New Alert FunctionsRe-factored Core RoutinesAdded Signal Stat BoxAdded Histogram Stat Box

2021年9月17日

リリースノート

Build 3.1 Hot Fix 1

• Corrected Alert Logic
  
• Updated Alert Menu
  

2021年10月4日

リリースノート

• updated script to include only user requested features
  
• improved loading times
  
• LTS SGA Version
  

2021年11月2日

リリースノート

• Refactored most of of the code base
  
• Updated to Pinescript V5
  
• Updated Menu Section
  
• Added Liner Regression Channels
  
• Added SGA Prime Indicator
  
• Updated Alert Functionality
  

2021年12月14日

リリースノート

• Fixed SGA Prime issue caused by TV backend
  

2022年3月10日

リリースノート

• Added Strategy Visualizations
  

2022年5月27日

リリースノート

• Added SGA Trend Confirm Tool
  
• Removed Stat Boxes
  

2022年6月6日

リリースノート

• Updated SGA Trend Confirm
  

2022年6月7日

リリースノート

• Added SGA Prime plot label
  

2022年6月9日

リリースノート

• Added SGA Prime Strategy Settings & Alerts
  

2022年6月10日

リリースノート

• Added Trend Confirm Plots
  [*} Updated Trend Confirm Function
  

2022年6月10日

リリースノート

• Corrected Data Input Formula
  

2022年6月11日

リリースノート

• Corrected bug in TC
  

2022年6月11日

リリースノート

• Added SGA TC Color Change Plots
  

2022年6月13日

リリースノート

• Corrected Trend Confirm Plots
  
• Added Rev Control
  

2022年6月24日

リリースノート

• Added Trend Confirm Alerts
  
• Removed SGA Crossing Zero Exit Filter
  
• Added Bot ID Selection In Settings
  
• Corrected Alerts "side":"exit" problem
  

2022年6月29日

リリースノート

• Updated TC Plot to Show When No Bias Present
  

2022年9月9日

リリースノート

Updated:

• Re-organized menu structure
  
• Added SGA Prime forced alert
  

2022年9月10日

リリースノート

Update:

• Unknown TV bug; reverting to build 1.2
  

2022年9月13日

リリースノート

• Removed unused plots due to hitting limit
  
• Re-organized menu structure
  
• Added SGA Prime forced alert
  

2022年9月18日

リリースノート

• Updated SGA Color Alerts