periodogram

rumpypumpydumpy Wizard

Warning! Frequently hits the execution time limit for scripts. Especially on initially adding to your chart. Often requires toggling show/hide indicator to get it to complete script execution within the time limit. YMMV! From TASC Sept 2016 this is Ehler's Autocorrelation periodogram. A means of determining the dominant cycle ("ideal" indicator length /...

blackcat1402 Premium

Level: 2 Background John F. Ehlers introduced Autocorrelation Periodogram in his "Cycle Analytics for Traders" chapter 8 on 2013. Function Construction of the autocorrelation periodogram starts with the autocorrelation function using the minimum three bars of averaging. The cyclic information is extracted using a discrete Fourier transform (DFT) of the...