This code is the translation from an indicator made by Ehler and found on TradingView. It returns the Fourier wave for a specific period of time. The period of time should be a multiple of a measured historical cycle.
Blue skies!!
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src3 = (close) Period = 20 Bandwidth = 0.1//don't change this setting too much X1 = src3 - src3[2] L1 = cos(360/period) L2 = cos(360/(period/2)) L3 = cos(360/(period/3)) G1 = cos((Bandwidth*360/Period)) G2 = cos(Bandwidth*360/(Period/2)) G3 = cos(Bandwidth*360/(Period/3)) S1 = 1/G1 - sqrt(1/(G1*G1)-1) S2 = 1/G2 - sqrt(1/(G2*G2)-1) S3 = 1/G3 - sqrt(1/(G3*G3)-1) // - - - - - Band-Pass Filter - - - - - // if barindex <= period then F1 = 0 else F1 = 0.5*(1-S1)*X1 + L1*(1+S1)*F1[1] - S1*F1[2] endif // - - - - - Quadrature - - - - - // if barindex <= period then Q1 = 0 else Q1 = (Period/360) * (F1-F1[1]) endif // - - - - - 2nd Harmonic Band-Pass Filter - - - - - // if barindex <= period then F2 = 0 else F2 = 0.5*(1-S2)*X1 + L2*(1+S2)*F2[1] - S2*F2[2] endif // - - - - - 2nd Harmonic Quadrature - - - - - // if barindex <= period then Q2 = 0 else Q2 = (Period/360) * (F2-F2[1]) endif // - - - - - 3rd Harmonic Band-Pass Filter - - - - - // if barindex <= period then F3 = 0 else F3 = 0.5*(1-S3)*X1 + L3*(1+S3)*F3[1] - S3*F3[2] endif // - - - - - 3rd Harmonic Quadrature - - - - - // if barindex <= period then Q3 = 0 else Q3 = (Period/360) * (F3-F3[1]) endif // - - - - - Harmonic Sum - - - - - // if barindex > period then once P1 = 0 once P2 = 0 once P3 = 0 for i = 0 to (Period-1) P1 = P1 + F1[i]*F1[i] + Q1[i]*Q1[i] P2 = P2 + F2[i]*F2[i] + Q2[i]*Q2[i] P3 = P3 + F3[i]*F3[i] + Q3[i]*Q3[i] next // - - - - - Harmonic Sum (combined) - - - - - // if P1 = 0 then Wave = 0 else Wave = F1 + sqrt(P2/P1)*F2 + sqrt(P3/P2)*F3 endif endif return wave,0 |
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have u got the trading view version?