OPEN-SOURCE SCRIPT
Wavelet Transformation - BASIC Suite
********************************************************************************
* TECHNICAL DOCUMENTATION: ULTIMATE WAVELET SUITE
* Indicator Name: Ultimate Wavelet Suite (db4, Sym, Coif, Morlet, Mex)
* Author: wojlucz
*
* 1. PROJECT OVERVIEW
* The Ultimate Wavelet Suite is a high-fidelity Digital Signal Processing (DSP)
* tool designed to solve the "Lag vs. Noise" dilemma. By utilizing Discrete
* Wavelet Transform (DWT) principles, it filters market noise while maintaining
* a significantly lower phase shift (lag) compared to SMA or EMA.
*
* 2. MATHEMATICAL FRAMEWORK
* This suite implements a Stationary Wavelet Transform (SWT) approach using
* the "à trous" algorithm.
* - CONVOLUTION ENGINE: Filters price using specific wavelet kernels.
* - MULTI-RESOLUTION ANALYSIS (MRA): Increases filter "stride" across levels A1-A4.
* - CDV BOUNDARY METHOD: Folds weights of future coefficients back onto the current
* bar to ensure NO-REPAINTING at the live edge.
*
* 3. WAVELET FAMILIES
* - Daubechies 4 (db4): Industry standard for denoising and trend stability.
* - Symlet 4: Near-symmetric version of db4, reducing phase distortion.
* - Coiflet 1: Engineered for maximum approximation accuracy.
* - Mexican Hat: Best for detecting cycle peaks, troughs, and exhaustion.
* - Morlet: Harmonic-style wavelet, ideal for sideways/ranging markets.
*
* 4. CONFIGURATION GUIDE
* - Level A1/A2: Scalping, fast noise reduction.
* - Level A3/A4: Swing Trading, macro trend identification.
* TECHNICAL DOCUMENTATION: ULTIMATE WAVELET SUITE
* Indicator Name: Ultimate Wavelet Suite (db4, Sym, Coif, Morlet, Mex)
* Author: wojlucz
*
* 1. PROJECT OVERVIEW
* The Ultimate Wavelet Suite is a high-fidelity Digital Signal Processing (DSP)
* tool designed to solve the "Lag vs. Noise" dilemma. By utilizing Discrete
* Wavelet Transform (DWT) principles, it filters market noise while maintaining
* a significantly lower phase shift (lag) compared to SMA or EMA.
*
* 2. MATHEMATICAL FRAMEWORK
* This suite implements a Stationary Wavelet Transform (SWT) approach using
* the "à trous" algorithm.
* - CONVOLUTION ENGINE: Filters price using specific wavelet kernels.
* - MULTI-RESOLUTION ANALYSIS (MRA): Increases filter "stride" across levels A1-A4.
* - CDV BOUNDARY METHOD: Folds weights of future coefficients back onto the current
* bar to ensure NO-REPAINTING at the live edge.
*
* 3. WAVELET FAMILIES
* - Daubechies 4 (db4): Industry standard for denoising and trend stability.
* - Symlet 4: Near-symmetric version of db4, reducing phase distortion.
* - Coiflet 1: Engineered for maximum approximation accuracy.
* - Mexican Hat: Best for detecting cycle peaks, troughs, and exhaustion.
* - Morlet: Harmonic-style wavelet, ideal for sideways/ranging markets.
*
* 4. CONFIGURATION GUIDE
* - Level A1/A2: Scalping, fast noise reduction.
* - Level A3/A4: Swing Trading, macro trend identification.
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Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.