L1 Adaptive Choppiness index.

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10/14/2026 at 4:16 AM #265616 quote

Harley82

Participant

Veteran

Buongiorno chiedo di voler cortesemente tradurre il seguente codice Pine Script.

Ringrazio anticipatamente

Cordiali saluti// ____ __ ___ ________ ___________ ___________ __ ____ ___

// / __ )/ / / | / ____/ //_/ ____/ |/_ __< / // / / __ |__

// / __ / / / /| |/ / / ,< / / / /| | / / / / // /_/ / / __/ /

// / /_/ / /___/ ___ / /___/ /| / /___/ ___ |/ / / /__ __/ /_/ / __/

// /_____/_____/_/ |_____/_/ |_____/_/ |_/_/ /_/ /_/ ____/____/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

//NOTE: to use this indicator properly, you should turn off TV candle symbol setting by, settings–>symbol–> body, borders, wick are all unchecked.

// © blackcat1402

//@version=5

indicator(title=”[blackcat] L1 Adaptive Choppiness Index”, shorttitle=”ACHOP”, format=format.price, precision=2, max_labels_count = 500)

import blackcat1402/dc_ta/2 as dc

// Function to calculate the adaptive choppiness index

calculate_adaptive_choppiness_index(close_price, cycle_participation) =>

// Calculate the length using Ehlers’ Ho-Dy DC

length = math.ceil(dc.EhlersHoDyDC(close_price, cycle_participation))

// Calculate the Adaptive Choppiness Index

choppiness_index = 100 * math.log10(math.sum(ta.atr(1), length) / (ta.highest(length) – ta.lowest(length))) / math.log10(length)

alma_choppiness_index = ta.alma(choppiness_index, 5, 0.85, 6)

// Return the Adaptive Choppiness Index

alma_choppiness_index

// Input parameters

cycle_participation = input.float(0.25, minval=0.00001, step=0.05, title=”Cycle Participation”)

offset_value = input.int(0, “Offset”, minval=-500, maxval=500)

// Calculate the Adaptive Choppiness Index

choppiness_index = calculate_adaptive_choppiness_index(close, cycle_participation)

// Plot the Adaptive Choppiness Index

plot(choppiness_index, title=”CHOP”, color=color.yellow, offset=offset_value)

// Define the bands

upper_band = hline(61.8, “Upper Band”, color=color.new(#787B86, 0), linestyle=hline.style_dashed)

middle_band = hline(50, “Middle Band”, color=color.new(#787B86, 50))

lower_band = hline(38.2, “Lower Band”, color=color.new(#787B86, 0), linestyle=hline.style_dashed)

// Fill the area between the upper and lower bands

fill(upper_band, lower_band, color=color.new(#2196F3, 90), title=”Background”)

// Add trend and sideways labels based on the Adaptive Choppiness Index

var label trend_label = na

var label sideways_label = na

if (choppiness_index > 61.8)

// label.delete(trend_label)

trend_label := label.new(bar_index, choppiness_index, text=”Trend”, style=label.style_label_up, color=color.green, textcolor=color.white, size=size.auto)

// label.delete(sideways_label)

if (choppiness_index < 38.2)

// label.delete(trend_label)

trend_label := label.new(bar_index, choppiness_index, text=”Trend”, style=label.style_label_down, color=color.red, textcolor=color.white, size=size.auto)

// label.delete(sideways_label)

if (choppiness_index >= 38.2 and choppiness_index <= 61.8)

// label.delete(sideways_label)

sideways_label := label.new(bar_index, choppiness_index, text=”Sideways”, style=label.style_label_right, color=color.orange, textcolor=color.white, size=size.auto)

// label.delete(trend_label)

// Alerts

alertcondition(choppiness_index > 61.8, title=”Trend Alert”, message=”The market is in a trend.”)

alertcondition(choppiness_index < 38.2, title=”Trend Alert”, message=”The market is in a trend.”)

alertcondition(choppiness_index >= 38.2 and choppiness_index <= 61.8, title=”Sideways Alert”, message=”The market is sideways.”)

10/14/2026 at 3:59 PM #265628 quote

Iván González

Moderator

Legend

Here you have:

//--------------------------------------------
// PRC_Adaptive Choppiness
// version = 0
// 14.10.2026
// Ivan Gonzalez @ www.prorealcode.com
// Author: blackcat1402
// Sharing ProRealTime knowledge
//--------------------------------------------
// Choppiness Index whose length follows the dominant cycle
// measured with Ehlers' Homodyne Discriminator, smoothed with
// an ALMA(5, 0.85, 6). Above 61.8 and below 38.2 the bar is in
// a "Trend" zone; in between, "Sideways".
//--------------------------------------------
DEFPARAM DRAWONLASTBARONLY = true

//=== INPUTS (declare as Variables in the editor) ===
cycPart     = 0.25   // Cycle Participation (fraction of the dominant cycle)
offsetValue = 0      // Shifts the CHOP line N bars to the right
labelMode   = 1      // 0 = no labels, 1 = where a Trend zone starts, 2 = every bar
colorLine   = 1      // 1 = line coloured by zone, 0 = single gold line

//=== DOMINANT CYCLE: EHLERS HOMODYNE DISCRIMINATOR ===
// Every state starts at zero and the previous bar of a missing
// history counts as zero, as in the original library.
IF barindex = 0 THEN
   prevI2 = 0
   prevQ2 = 0
   prevRe = 0
   prevIm = 0
   prevPer = 0
   prevSmPer = 0
ELSE
   prevI2 = hdI2[1]
   prevQ2 = hdQ2[1]
   prevRe = hdRe[1]
   prevIm = hdIm[1]
   prevPer = hdPer[1]
   prevSmPer = hdSmPer[1]
ENDIF
hdGain = 0.075 * prevPer + 0.54

hdSmooth = 0
hdDetr = 0
hdQ1 = 0
hdI1 = 0
hdJI = 0
hdJQ = 0
IF barindex > 5 THEN
   // Hilbert transform of the 4-bar weighted price
   hdSmooth = (4 * close + 3 * close[1] + 2 * close[2] + close[3]) / 10
   hdDetr = (0.0962 * hdSmooth + 0.5769 * hdSmooth[2] - 0.5769 * hdSmooth[4] - 0.0962 * hdSmooth[6]) * hdGain
   // In-phase and quadrature components
   hdQ1 = (0.0962 * hdDetr + 0.5769 * hdDetr[2] - 0.5769 * hdDetr[4] - 0.0962 * hdDetr[6]) * hdGain
   hdI1 = hdDetr[3]
   // Advance the phase of I1 and Q1 by 90 degrees
   hdJI = (0.0962 * hdI1 + 0.5769 * hdI1[2] - 0.5769 * hdI1[4] - 0.0962 * hdI1[6]) * hdGain
   hdJQ = (0.0962 * hdQ1 + 0.5769 * hdQ1[2] - 0.5769 * hdQ1[4] - 0.0962 * hdQ1[6]) * hdGain
ENDIF

// Phasor addition for 3-bar averaging, smoothed before the discriminator
hdI2 = 0.2 * (hdI1 - hdJQ) + 0.8 * prevI2
hdQ2 = 0.2 * (hdQ1 + hdJI) + 0.8 * prevQ2

// Homodyne discriminator
hdRe = 0.2 * (hdI2 * prevI2 + hdQ2 * prevQ2) + 0.8 * prevRe
hdIm = 0.2 * (hdI2 * prevQ2 - hdQ2 * prevI2) + 0.8 * prevIm

hdRaw = 0
IF abs(hdIm) > 0 AND abs(hdRe) > 0 THEN
   // ATAN returns degrees: 360 / atan in degrees = 2 * pi / atan in radians
   hdRaw = 360 / ATAN(hdIm / hdRe)
ENDIF
IF hdRaw > 1.5 * prevPer THEN
   hdRaw = 1.5 * prevPer
ENDIF
IF 0.67 * prevPer > hdRaw THEN
   hdRaw = 0.67 * prevPer
ENDIF
// Keep the period between 6 and 50 bars
IF 6 > hdRaw THEN
   hdRaw = 6
ENDIF
IF hdRaw > 50 THEN
   hdRaw = 50
ENDIF
hdPer = 0.2 * hdRaw + 0.8 * prevPer
hdSmPer = 0.33 * hdPer + 0.67 * prevSmPer

// Length = cycle participation x smoothed period, rounded up, 1 to 34 bars
domCycle = ceil(cycPart * hdSmPer)
IF domCycle > 34 THEN
   domCycle = 34
ENDIF
IF 1 > domCycle THEN
   domCycle = 1
ENDIF

//=== ADAPTIVE CHOPPINESS INDEX ===
chopLen = domCycle
trSum = summation[chopLen](tr)
hiLo = highest[chopLen](high) - lowest[chopLen](low)

// A one-bar length or a flat range has no value (division by zero)
chopOk = 0
chopRaw = 0
IF chopLen > 1 AND hiLo > 0 AND trSum > 0 THEN
   chopOk = 1
   // log10(a) / log10(b) is the same ratio as log(a) / log(b)
   chopRaw = 100 * LOG(trSum / hiLo) / LOG(chopLen)
ENDIF

//=== ALMA(5, 0.85, 6) SMOOTHING ===
// Gaussian weights centred at 0.85 x (5 - 1) = 3.4, sigma = 5 / 6.
// A bar without value inside the 5-bar window leaves the ALMA empty.
almaOk = 0
IF barindex >= 4 THEN
   IF summation[5](chopOk) = 5 THEN
      almaOk = 1
   ENDIF
ENDIF
IF almaOk = 1 THEN
   almaM = 0.85 * 4
   almaS = 5 / 6
   wSum = 0
   wNorm = 0
   FOR kW = 0 TO 4 DO
      wK = EXP(-((kW - almaM) * (kW - almaM)) / (2 * almaS * almaS))
      wSum = wSum + wK * chopRaw[4 - kW]
      wNorm = wNorm + wK
   NEXT
   aChop = wSum / wNorm
ELSIF barindex = 0 THEN
   aChop = 50
ELSE
   // No value: keep the last one, hidden (alpha 0)
   aChop = aChop[1]
ENDIF

//=== ZONE OF EACH BAR ===
// 1 = Trend above 61.8, -1 = Trend below 38.2, 0 = Sideways, 9 = no value
upperBand = 61.8
lowerBand = 38.2
chopSt = 9
IF almaOk = 1 THEN
   IF aChop > upperBand THEN
      chopSt = 1
   ELSIF lowerBand > aChop THEN
      chopSt = -1
   ELSE
      chopSt = 0
   ENDIF
ENDIF

//=== PLOT ===
// Hidden while empty and on the first bar after a gap, so that no
// segment is drawn from the held value
offBars = max(0, round(offsetValue))
shown = 50
lineA = 0
stShown = 9
IF barindex >= offBars THEN
   shown = aChop[offBars]
   stShown = chopSt[offBars]
   IF almaOk[offBars] = 1 AND almaOk[offBars + 1] = 1 THEN
      lineA = 255
   ENDIF
ENDIF
// Single gold line, or coloured by zone: green / red Trend, orange Sideways
lineR = 176
lineG = 110
lineB = 0
IF colorLine = 1 THEN
   IF stShown = 1 THEN
      lineR = 22
      lineG = 163
      lineB = 74
   ELSIF stShown = -1 THEN
      lineR = 242
      lineG = 54
      lineB = 69
   ELSIF stShown = 0 THEN
      lineR = 234
      lineG = 88
      lineB = 12
   ENDIF
ENDIF

COLORBETWEEN(upperBand, lowerBand, 33, 150, 243, 25)

//=== LABELS (within the last 500 bars with a value) ===
IF labelMode >= 1 AND islastbarupdate THEN
   // Pass 1: find the 500 most recent bars with a value and their range
   vMax = upperBand
   vMin = lowerBand
   nLab = 0
   jEnd = 0
   jB = 0
   WHILE 500 > nLab AND barindex >= jB DO
      IF almaOk[jB] = 1 THEN
         nLab = nLab + 1
         vMax = max(vMax, aChop[jB])
         vMin = min(vMin, aChop[jB])
         jEnd = jB
      ENDIF
      jB = jB + 1
   WEND
   // Pass 2: "Trend" under the line above 61.8, above it below 38.2,
   // "Sideways" on the line in between. Mode 1 labels only the first
   // bar of each Trend zone; mode 2 labels every bar.
   lblGap = (vMax - vMin) * 0.06
   IF nLab > 0 THEN
      FOR jB = 0 TO jEnd DO
         sL = chopSt[jB]
         drawIt = 0
         IF labelMode >= 2 THEN
            IF 9 > sL THEN
               drawIt = 1
            ENDIF
         ELSIF abs(sL) = 1 THEN
            IF abs(sL - chopSt[jB + 1]) > 0 THEN
               drawIt = 1
            ENDIF
         ENDIF
         IF drawIt = 1 THEN
            vL = aChop[jB]
            IF sL = 1 THEN
               DRAWTEXT("Trend", barindex - jB, vL - lblGap) COLOURED(22, 163, 74)
            ELSIF sL = -1 THEN
               DRAWTEXT("Trend", barindex - jB, vL + lblGap) COLOURED(242, 54, 69)
            ELSE
               DRAWTEXT("Sideways", barindex - jB, vL) COLOURED(234, 88, 12)
            ENDIF
         ENDIF
      NEXT
   ENDIF
ENDIF

RETURN shown COLOURED(lineR, lineG, lineB, lineA) STYLE(line, 1) AS "CHOP", upperBand COLOURED(120, 123, 134) STYLE(dottedline2, 1) AS "Upper Band", 50 COLOURED(120, 123, 134, 127) STYLE(line, 1) AS "Middle Band", lowerBand COLOURED(120, 123, 134) STYLE(dottedline2, 1) AS "Lower Band"