Ehlers Decycler Oscillator

Indicador de TradingView para pasarlo a PRT

https://de.tradingview.com/script/5xelSGhd-Ehlers-Decycler-Oscillator/

//@version=3
// Copyright (c) 2019-present, Alex Orekhov (everget)
// Ehlers Decycler Oscillator script may be freely distributed under the MIT license.
study(“Ehlers Decycler Oscillator”, shorttitle=”Decycler Oscillator”)

hpPeriod = input(title=”High-pass Filter Period”, type=integer, defval=125)
k = input(title=”K Multiplier”, type=float, step=0.1, defval=1)
hpPeriod2 = input(title=”High-pass Filter Period 2″, type=integer, defval=100)
k2 = input(title=”K Multiplier 2″, type=float, step=0.1, defval=1.2)
src = input(title=”Source”, type=source, defval=close)
highlightCrossovers = input(title=”Highlight Crossovers ?”, type=bool, defval=true)
highlightZeroCrossovers = input(title=”Highlight Zero Line Crossovers ?”, type=bool, defval=false)
applyFilling = input(title=”Apply Ribbon Filling ?”, type=bool, defval=false)

PI = 2 * asin(1)

// High-pass Filter
_hp(src, hpPeriod, mult) =>
alphaArg = 2 * PI / (mult * hpPeriod * sqrt(2))

alpha = 0.0
alpha := cos(alphaArg) != 0
? (cos(alphaArg) + sin(alphaArg) – 1) / cos(alphaArg)
: nz(alpha[1])

hp = 0.0
hp := pow(1 – (alpha / 2), 2) * (src – 2 * nz(src[1]) + nz(src[2])) + 2 * (1 – alpha) * nz(hp[1]) – pow(1 – alpha, 2) * nz(hp[2])
hp

hp = _hp(src, hpPeriod, 1)
decycler = src – hp
decosc = 100 * k * _hp(decycler, hpPeriod, 0.5) / src

hp2 = _hp(src, hpPeriod2, 1)
decycler2 = src – hp2
decosc2 = 100 * k2 * _hp(decycler2, hpPeriod2, 0.5) / src

trendColor = decosc2 > decosc ? #0ebb23 : red

decoscColor = applyFilling ? trendColor : #ff5048
decosc2Color = applyFilling ? trendColor : #f5c75e

decoscPlot = plot(decosc, title=”1″, linewidth=2, color=decoscColor, transp=0)
decosc2Plot = plot(decosc2, title=”2″, linewidth=2, color=decosc2Color, transp=0)
hline(0, title=”Zero Level”, linestyle=dotted)

transparent = color(white, 100)

fillColor = applyFilling ? trendColor : transparent
fill(decoscPlot, decosc2Plot, color=fillColor, transp=70)

zeroCrossBgColor = highlightZeroCrossovers ? (decosc > 0 or decosc2 > 0 ? green : red) : transparent
bgcolor(zeroCrossBgColor, transp=85)

plotshape(highlightCrossovers and crossover(decosc, decosc2) ? avg(decosc, decosc[1]) : na, title=”Crossover”, location=location.absolute, style=shape.circle, size=size.tiny, color=green, transp=0)
plotshape(highlightCrossovers and crossunder(decosc, decosc2) ? avg(decosc, decosc[1]) : na, title=”Crossunder”, location=location.absolute, style=shape.circle, size=size.tiny, color=red, transp=0)