Schaff Trend Cycle [ChuckBanger]The Schaff Trend Cycle is a method, developed by Doug Schaff and based on the concept that trends also have repeating high and low patterns, or cycles. This is a modified MACD line, run through a modified stochastic algorithm and smoothed with Wilders’ smoothing in order to estimate the final Schaff Trend Cycle (STC) indicator. Its purpose is to identify the direction, in which a trend cycle is moving and possible peaks and bottoms within this cycle.
If this is interesting you should also take a look at MACD Leader:
For more info about Schaff Trend Cycle Indicator:
www.investopedia.com
Cari dalam skrip untuk "Cycle"
Ehlers Cyber CycleEhlers Cyber Cycle indicator script.
This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 4: `Trading the Cycle`).
Crimson/Grover Sine CycleThere is plenty of indicators trying to show cycles in price, the majority of them create a stationary version of the price and then smooth it, the Crimson/Grover cycle use as source a pure sine wave of period crimson and then use a best fit line with y = price and x = sine wave.Some final transformations are mades for highlights the cycle of the price.
The length parameter control the regression period and the crimson parameter the period of the sine cycle.If the length is higher than the crimson period then the indicator is more smoother but give more liberty to the sine wave.
The period of sine wave is equal to period/(2*3.14) .
A sine wave of period 100
For any questions regarding the indicator please contact me :)
Ehlers Stochastic Cyber CycleEhlers Stochastic Cyber Cycle indicator script.
This indicator was originally developed by John F. Ehlers (see his book `Cybernetic Analysis for Stocks and Futures`, Chapter 8: `Stochasticization and Fisherization of Indicators`).
AnNam RSI Cycle [PlungerMen] This script improves the default RSI 14
1: it identifies regions of the RSI which are oversold and overbought by changing the color of RSI from white to red.
2: it adds additional reference lines at 20,25.. 75,80 to better gauge the RSI value
Finally, the coolest feature, the middle 50 line is used to indicate which cycle the price is currently at
A green color at the 50 line indicates a bullish cycle, a red color indicators a bearish cycle, and a white color indicates a neutral cycle.
The cycles are determined using the RSI as follows:
if RSI is overbought, cycle switches to bullish until RSI falls below 40 , at which point it becomes neutral
if RSI is oversold, cycle switches bearish until RSI rises above 60, at which point it becomes neutral
a neutral cycle is exited at either overbought or oversold conditions
Thank for TradeCamily!
Ehlers Cycle BandPass Filter [CC]The Cycle BandPass Filter was created by John Ehlers (Cycle Modes and Trend Modes) and this is an alternate to the default BandPass Filter by changing some settings. This will be another series I will be introducing showing some indicators created by Ehlers and that didn't get much attention. This identifies the underlying cycle in the price data and these indicators aren't very common so I want to introduce more of these to tv. Buying and selling with these indicators can be a bit tricky but overall what Ehlers recommends is to buy at the lowest point and sell at the highest point to capture the underlying cycle. I have included strong buy and sell signals as darker colors and normal signals as lighter colors. Buy when the line turns green and sell when it turns red.
Let me know if there are any other scripts you would like to see me publish!
Simple CycleIntroduction
A simple and really clean cycle oscillator, in fact its quite precise even if the script use recursion which can sometime produce totally uncorrelated results.
On The Code
The calculations start with a who is a smoothing/averaging constant. Then comes src who is the input and is defined as the sum of the closing price with the output, then the output is high-pass filtered in b , after that the output is just the weighted average of the input change with b .
All those recursions and detrending steps make the indicator able to highlights cycles.
Full Cycle Valuation | QuantumResearchQuantumResearch Full Cycle Valuation Indicator for BTC only!
The Full Cycle Valuation indicator is an advanced on-chain valuation model that synthesizes multiple fundamental Bitcoin metrics into a single, normalized score.
By leveraging Power Law Corridor, Pi Cycle Top, Crosby Ratio, MVRV Z-Score, SOPR Z-Score, NUPL Z-Score, BAERM, and other key valuation signals, this tool provides traders and investors with an intuitive way to assess Bitcoin’s market cycle positioning and identify potential overbought or undervalued conditions. 🚀📊
1. Overview
This indicator helps users:
Identify Market Cycles – Uses a blend of statistical and fundamental models to determine whether Bitcoin is undervalued or overvalued.🔄
Normalize On-Chain & Valuation Metrics – Standardizes multiple valuation indicators through Z-score transformation for clearer insights📉📈
Assess Risk & Reward – Generates an Average Valuation Z-score, offering a high-level overview of current market positioning. ⚖️
Customize Visual Preferences – Dynamic color-coded signals, background fills, and table-based valuation metrics enhance usability. 🎨
2. How It Works
A. Power Law Corridor
The Power Law Model provides a long-term price corridor for Bitcoin based on a logarithmic regression formula. 🔢
The indicator evaluates where the current price sits relative to the Power Law Support & Resistance levels. 📊
Normalized Z-score Calculation: A standardized metric indicating overvaluation or undervaluation. 🎯
B. Pi Cycle Top
Uses the 111-day and 350-day moving averages to identify cyclical market peaks. 🔺
Generates a Z-score that measures deviation from historical overbought conditions. ⚠️
C. Crosby Ratio
Measures market momentum by analyzing Heikin-Ashi candle trends and ATR-based volatility. 📊
Provides a weekly trend strength score that is normalized into a Z-score. 📈
D. MVRV Z-Score
Compares Bitcoin's Market Cap to Realized Cap to assess whether price is above or below fair value. 💰
The higher the MVRV Z-score, the more overvalued Bitcoin is; lower scores indicate undervaluation. 🔻
E. SOPR Z-Score
Spent Output Profit Ratio (SOPR) measures profit-taking behavior in the market. 💵
SOPR is smoothed and standardized to filter out noise and highlight macro trends. 📊
F. NUPL Z-Score
Net Unrealized Profit/Loss (NUPL) calculates the proportion of coins held in profit versus loss. 📉📈
High Z-score values indicate speculative euphoria, while low values suggest capitulation. ⚠️
G. BAERM (Bitcoin AR Model)
BAERM is a statistical model that incorporates Bitcoin's supply, halvings, and historical growth trends to estimate fair value. 📉
This model is adjusted with a damping function to remove excess noise. 🎛️
H. Composite Full Cycle Z-Score
The indicator calculates a weighted average Z-score across all valuation models to generate a final Full Cycle Valuation Score. 📊
The score is used to define five distinct market states:
Very Undervalued (-3 to -2 Z-score): Ideal accumulation zone. 🟢
Undervalued (-2 to -1.5 Z-score): Accumulate Bitcoin at a discount. 🔵
Neutral (-1.5 to +1.5 Z-score): Fair market conditions. ⚪
Overheated (+1.5 to +2 Z-score): Potential distribution phase. 🟠
Very Overheated (>2 Z-score): High risk of market tops. 🔴
3. Visual Representation
This indicator offers multiple dynamic visual elements to improve clarity and ease of use:
Color-Coded Background Fill
Green Background – Indicates undervalued market conditions (Accumulation). 🟢
Blue Background – Signals overheated conditions (Distribution). 🔵
Table Display for Z-Scores
Displays each individual valuation model’s Z-score in a compact, color-coded format. 📊
The final average Z-score is highlighted, along with a corresponding market action recommendation. 🎯
4. Customization & Parameters
Traders and analysts can fine-tune the Full Cycle Valuation indicator to match their specific strategies:
On-Chain Valuation Metrics MVRV, SOPR, and NUPL Z-score lengths can be adjusted for different market perspectives.
Market Cycle Models Power Law Corridor: Adjustable regression parameters to modify long-term projections.
Pi Cycle & Crosby Ratio: Customizable smoothing lengths.
Threshold Adjustments Modify overvaluation and undervaluation thresholds to fine-tune signal sensitivity.
Visual Settings
Valuation Mode: Allows traders to switch between default mode and valuation-focused color themes. 🎨
5. Trading Applications
This indicator is not just for trading—it serves as a powerful macro analysis tool:
Long-Term Investing – Helps Bitcoin investors identify key accumulation and distribution phases. 📈
Market Timing – Guides traders in recognizing overbought and oversold conditions based on fundamental valuation. ⏳
Risk Management – Provides a systematic way to assess whether Bitcoin is fundamentally cheap or expensive. ⚠️
Cyclical Trend Analysis – Helps long-term investors compare past market cycles and spot repeating patterns. 🔄
6. Final Thoughts
The Full Cycle Valuation Indicator is a comprehensive macro valuation tool that combines multiple on-chain, statistical, and fundamental models into one easy-to-interpret score.
Whether you are a long-term investor looking to time Bitcoin cycles or a trader searching for additional confluence, this tool offers invaluable insights.
Important Disclaimer: No indicator can predict future price action with certainty. Always perform additional research and use proper risk management when making investment decisions. ⚠️📊
Bitcoin PivotFind [BTC Cycle Tops & Bottoms Finder]What is PivotFind?
PivotFind is a custom indicator designed to track 30+ data points of different nature (technical, sentiment, macro, on-chain), and across multiple timeframes (from 1D to 60D), to detect the market conditions that may indicate the formation of potential Cycle Tops and Bottoms .
PivotFind's goal is to help you navigate Bitcoin's price movements and key happenings over its approximately 4-year cycles to help you craft a mid-term investment plan focused on the larger swings, rather than the shorter-term fluctuations.
What Does PivotFind Show/Do?
Market Phase Assessment and Visualization:
- Uses color-coded backgrounds (green for bull, red for bear, yellow for trend reversal) to show the current (assessed) market phase. Note that the price line itself changes color to reinforce the current phase identification.
- Helps you understand if we're in a uptrend, downtrend, or potentially changing direction (reversal), often an open question for traders, with a mid-term horizon
Cycle Top and Bottom Warnings:
- Places red dots above the price line to warn of potential cycle peaks.
- Shows green dots below the price line to indicate possible cycle bottoms.
These markers appear when multiple indicators reach certain thresholds, which historically have often coincided with significant market pivots (from bull to bear, or viceversa). Clusters of tops and bottom warnings are expected to appear at truly pivotal moments.
Parabolic Growth Signals:
- Displays upward arrows when conditions suggest potential for the rapid price increases that historically anticipated blow-off tops
- These signals are based on a combination of technical indicators and market sentiment reaching certain thresholds.
Altcoin Season Indicators:
- Marks with white diamonds the conditions that have historically led to "altseasons" (i.e. Altcoins overperforming BTC's growth rate).
- Based on factors like Bitcoin dominance decrease and certain altcoin performance metrics.
Fibonacci Retracement Bands:
Plots long-term support and resistance zones based on Fibonacci retracement levels.
These bands are calculated from previous major market highs and lows and shed light on the nature of short-term retracements in the context of major trends.
Price Scenario
PivotFind also provides reference price levels for the upcoming halving cycle, including potential thresholds for increased market interest (retail FOMO), possible overvaluation, and theoretical cycle peak ranges. These projections are based on historical data and should be considered as points of reference rather than definitive predictions.
Comprehensive Data Tables:
Right-side Table: Shows current cycle stage, Bitcoin/Altcoin market dominance percentages, and evaluates key economic factors (like inflation and interest rates) for their potential impact.
Bottom Table: Displays real-time values of over 30 key indicators, including RSI, MVRV ratio, and Fear & Greed Index.
Alerts
PivotFind offers you the ability to set up custom alerts (via the standard TradingView alert functionality) or receive automated notifications for significant market events. Despite its sophisticated analysis, PivotFind is designed to be user-friendly, with pre-set parameters that don't require complex adjustments.
How Does It Work?
PivotFind analyzes over 30 different indicators across multiple timeframes (from 1 day to 60 days), grouped into four main categories:
1. Technical Analysis:
Uses standard indicators like RSI, Stochastic RSI, Williams %R, Elliot Oscillator, TDI, and mean reversion concepts.
Looks for divergences between price and multiple indicators (like OBV, MFI, CCI, RSI, SRSI, MACD and others) to spot potential reversals.
2. Market Sentiment:
Incorporates the Crypto Fear & Greed Index (0-100 scale).
Tracks social media trends and influencer follower counts as a gauge of public interest.
3. Macroeconomic Factors:
Monitors inflation rates, interest rates, US rate yields, and money supply (M2) figures.
Tracks the U.S. Dollar Index (DXY) and bond market health through ETFs like TLT and HYG.
4. On-Chain Analytics:
Analyzes MVRV (Market Value to Realized Value) ratio to spot potential over/undervaluation.
Examines NUPL (Net Unrealized Profit/Loss) and active Bitcoin addresses.
PivotFind analyzes these indicators collectively, looking for significant correlations and confluences, to provide a view of the market's position within the 4-year cycle and spot the conditions for potential Cycle tops and bottoms (cycle pivots).
Who Is This For?
PivotFind may be particularly useful for:
- Long-term investors looking to optimize entry and exit points within the 4-year cycle
- Individuals who want to understand mid-term trends without engaging in daily analysis of multiple charts (due to lack of time and/or financial knowledge)
- Bitcoin Holders and miners planning their decisions around critical market pivot points
It's less suitable for scalpers, day-traders or those focused on short-term price movements.
Value Proposition
PivotFind simplifies market analysis by bringing together a wide range of indicators and data sources across different timeframes. It uses built-in logic to interpret these inputs within the context of Bitcoin's cycles, giving users an efficient way to spot potential major market shifts. This all-in-one approach helps make sense of complex market conditions and supports more informed decision-making.
Since Bitcoin’s broader cycle strongly influences the entire crypto market, PivotFind can also be useful for investors who are focused on Altcoins, not just Bitcoin.
Important Note (Disclaimer)
Past performance, and patterns, do not guarantee future results. Therefore, PivotFind should be used as one of many tools in your analysis. While the indicator provides a multi-faceted and multi-timeframe analysis of factors historically correlated with pivotal price shifts, it cannot predict future prices with certainty. It's a tool to help inform your decisions, not make them for you. Always conduct your own research and remember that all investments, especially in cryptocurrencies, involve risk.
Recommended Settings
PivotFinds works best on the 1D INDEX:BTCUSD chart (dark-mode, logarithmic scale).
This indicator is not publicly available and requires special access.
Bitcoin Bull Runs Mid Cycle Aligned This script plots 2 lines which are the 2013 and 2016 bull run. The plots are aligned on their mid cycles to the 2021 mid cycle.
Settings:
You can move the plots on the x and y axis in the settings for the Daily, Weekly and Monthly TFs.
The plot is weird on the Monthly TF, best to use the Daily and Weekly.
If it doesn't load at first you have to zoom out fully and go back to 2013 for it to load. Then it will load.
Ehlers Instantaneous Phase Dominant Cycle [CC]The Instantaneous Phase Dominant Cycle was created by John Ehlers (Stocks & Commodities V. 18:3 (16-27)) and this is one of many similar indicators that I will be publishing from Ehlers in the next few months that calculate the current dominant cycle period. The cycle period can be used in multiple ways but generally this means that if the stock is currently at a low then the current cycle period will tell you when the next lowest low will get hit or vice versa. This is also useful for using this cycle period as an input for other indicators to provide a very good adaptive length. Let me know how you wind up using these indicators in your daily trading. I have included the same buy and sell signals from my recent Hilbert Transform and so buy when the line turns green and sell when it turns red.
Let me know if there are any other indicators you would like to see me publish!
3 EMA & SMA (Market Cycle)Simple Indicator based on 3 Simple and 3 Exponential Moving Averages. Used to indicate Market Cycles.
Definition of Bull Market: 10 SMA is above 21 EMA . 30 SMA slope is up. 55 EMA is trending above 200 EMA .
Definition of Bear Market: 10 SMA is below 21 EMA . 30 SMA slope is down. 55 EMA is trending below 200 EMA .
CCI Cycle (Modified Schaff Trend Cycle)This is a modified Schaff Trend Cycle (STC), which is designed to provide quicker entries and exits.
I've been a huge fan of the STC for a long time, but being based on the MACD means its signals often lag by a bar or two (especially in fast moving markets). All I've done here is take the base STC script (all credit to user @LazyBear), and change the source to a modified CCI.
The CCI Cycle provides more timely entries and exits, often by 1-2 bars. The flip side of the increased responsiveness is a prevalence for more false signals (a perfect example is the 17th August on the above chart). It's the nature of the beast! Still, I've been using this for a few months now and it's (in my opinion) an upgrade on the standard STC.
As always, you will need to pair this with another indicator or method of technical analysis to provide a trade bias, as the CCI Cycle (and STC) aren't designed to trade every signal. In my experience, either divergence identification, or using one or more moving averages works particularly well.
The indicator is also MTF capable, so you can get some interesting results from that.
Any queries let me know.
DD
[RS]MTF Fibonacci Cycles V0EXPERIMENTAL:
Fibonacci rate levels based on price advance/decline, can be used to make visualizations of fib clusters or for cycles.
Goertzel Cycle Period Adaptive Fisher Transform [Loxx]Goertzel Cycle Period Adaptive Fisher Transform is an adaptive Fisher Transform using the Goertzel Cycle Algorithm to derive length inputs.
What is Goertzel Cycle Algorithm?
Read here:
What is Fisher Transform?
The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution.
The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend.
Included:
Zero-line and signal cross options for bar coloring
Customizable overbought/oversold thresh-holds
Alerts
Signals
***Please note, the Goertzel Cycle Algorithm is processor heavy, so this indicator will take some time to load.
Ehlers Mesa Spectrum Dominant Cycle [CC]The Mesa Spectrum Dominant Cycle was created by John Ehlers and this is the foundation for many indicators he created that would later follow. This is his updated version of his original Mesa algorithm and I do not recommend this indicator as a stand alone for trading. This is more of an informational indicator that will tell you the current dominant cycle period which is the approximate period between peaks and valleys in the underlying data. I have color coded buy signals just in case with both strong and normal signals. Darker colors are strong and lighter colors are normal. Buy when the line is green and sell when it is red.
Let me know if there are any other indicators you would like to see me publish!
Dominant Cycle Tuned RsiIntroduction
Adaptive technical indicators are importants in a non stationary market, the ability to adapt to a situation can boost the efficiency of your strategy. A lot of methods have been proposed to make technical indicators "smarters" , from the use of variable smoothing constant for exponential smoothing to artificial intelligence.
The dominant cycle tuned rsi depend on the dominant cycle period of the market, such method allow the rsi to return accurate peaks and valleys levels. This indicator is an estimation of the cycle finder tuned rsi proposed by Lars von Thienen published in Decoding the Hidden Market Rhythm/Fine-tuning technical indicators using the dominant market vibration/2010 using the cycle measurement method described by John F.Ehlers in Cybernetic Analysis for Stocks and Futures .
The following section is for information purpose only, it can be technical so you can skip directly to the The Indicator section.
Frequency Estimation and Maximum Entropy Spectral Analysis
“Looks like rain,” said Tom precipitously.
Tom would have been a great weather forecaster, but market patterns are more complex than weather ones. The ability to measure dominant cycles in a complex signal is hard, also a method able to estimate it really fast add even more challenge to the task. First lets talk about the term dominant cycle , signals can be decomposed in a sum of various sine waves of different frequencies and amplitudes, the dominant cycle is considered to be the frequency of the sine wave with the highest amplitude. In general the highest frequencies are those who form the trend (often called fundamentals) , so detrending is used to eliminate those frequencies in order to keep only mid/mid - highs ones.
A lot of methods have been introduced but not that many target market price, Lars von Thienen proposed a method relying on the following processing chain :
Lars von Thienen Method = Input -> Filtering and Detrending -> Discrete Fourier Transform of the result -> Selection using Bartels statistical test -> Output
Thienen said that his method is better than the one proposed by Elhers. The method from Elhers called MESA was originally developed to interpret seismographic information. This method in short involve the estimation of the phase using low amount of information which divided by 360 return the frequency. At first sight there are no relations with the Maximum entropy spectral estimation proposed by Burg J.P. (1967). Maximum Entropy Spectral Analysis. Proceedings of 37th Meeting, Society of Exploration Geophysics, Oklahoma City.
You may also notice that these methods are plotted in the time domain where more classic method such as : power spectrum, spectrogram or FFT are not. The method from Elhers is the one used to tune our rsi.
The Indicator
Our indicator use the dominant cycle frequency to calculate the period of the rsi thus producing an adaptive rsi . When our adaptive rsi cross under 70, price might start a downtrend, else when our adaptive rsi crossover 30, price might start an uptrend. The alpha parameter is a parameter set to be always lower than 1 and greater than 0. Lower values of alpha minimize the number of detected peaks/valleys while higher ones increase the number of those. 0.07 for alpha seems like a great parameter but it can sometimes need to be changed.
The adaptive indicator can also detect small top/bottoms of small periods
Of course the indicator is subject to failures
At the end it is totally dependent of the dominant cycle estimation, which is still a rough method subject to uncertainty.
Conclusion
Tuning your indicator is a great way to make it adapt to the market, but its also a complex way to do so and i'm not that convinced about the complexity/result ratio. The version using chart background will be published separately.
Feel free to tune your indicators with the estimator from elhers and see if it provide a great enhancement :)
Thanks for reading !
References
for the calculation of the dominant cycle estimator originally from www.davenewberg.com
Decoding the Hidden Market Rhythm (2010) Lars von Thienen
Ehlers , J. F. 2004 . Cybernetic Analysis for Stocks and Futures: Cutting-Edge DSP Technology to Improve Your Trading . Wiley
Quarterly Cycles [Daye's Theory]This is entirely based on quarters theory by Daye (@traderdaye in Twitter). I'm merely the creator of the indicator and full credits for the underlying concept goes to Daye.
The idea is to split year, month, week and day into quarters at specific times which lead to PO3 (Accumulation-Manipulation-Distribution) cycles within those quarters.
They present in one of these two forms:
Q1. (A)ccumulation - Consolidation
Q2. (M)anipulation - Judas Swing
Q3. (D)istribution - Low Resistance Liquidity Run
Q4. (X) - Continuation/Reversal of previous quarter
(OR)
Q1. (X) - Continuation/Reversal of previous quarter
Q2. (A)ccumulation - Consolidation
Q3. (M)anipulation - Judas Swing
Q4. (D)istribution - Low Resistance Liquidity Run
As of now, the indicator assumes everything as AMDX, but if some clever idea comes in the future, I'll try to implement XAMD as well.
Similar to True Day Opens, there are True Monthly Opens, True Weekly Opens and True Session Opens, all of which form during the second quarters of those periods, all of which are marked by the indicator. For timeframes in H1 and below, the indicator shows weekly, daily and session quarter cycle phases. For higher timeframes, it shows yearly, monthly and weekly cycle phases.
Bitcoin Golden Pi CyclesTops are signaled by the fast top MA crossing above the slow top MA, and bottoms are signaled by the slow bottom MA crossing above the fast bottom MA. Alerts can be set on top and bottom prints. Does not repaint.
Similar to the work of Philip Swift regarding the Bitcoin Pi Cycle Top, I’ve recently come across a similar mathematically curious ratio that corresponds to Bitcoin cycle bottoms. This ratio was extracted from skirmantas’ Bitcoin Super Cycle indicator . Cycle bottoms are signaled when the 700D SMA crosses above the 137D SMA (because this indicator is closed source, these moving averages were reverse-engineered). Such crossings have historically coincided with the January 2015 and December 2018 bottoms. Also, although yet to be confirmed as a bottom, a cross occurred June 19, 2022 (two days prior to this article)
The original pi cycle uses the doubled 350D SMA and the 111D SMA . As pointed out this gives the original pi cycle top ratio:
350/111 = 3.1532 ≈ π
Also, as noted by Swift, 111 is the best integer for dividing 350 to approximate π. What is mathematically interesting about skirmanta’s ratio?
700/138 = 5.1095
After playing around with this for a while I realized that 5.11 is very close to the product of the two most numerologically significant geometrical constants, π and the golden ratio, ϕ:
πϕ = 5.0832
However, 138 turns out to be the best integer denominator to approximate πϕ:
700/138 = 5.0725 ≈ πϕ
This is what I’ve dubbed the Bitcoin Golden Pi Bottom Ratio.
In the spirit of numerology I must mention that 137 does have some things going for it: it’s a prime number and is very famously almost exactly the reciprocal of the fine structure constant (α is within 0.03% of 1/137).
Now why 350 and 700 and not say 360 and 720? After all, 360 is obviously much more numerologically significant than 350, which is proven by the fact that 360 has its own wikipedia page, and 350 does not! Using 360/115 and 720/142, which are also approximations of π and πϕ respectively, this also calls cycle tops and bottoms.
There are infinitely many such ratios that could work to approximate π and πϕ (although there are a finite number whose daily moving averages are defined). Further analysis is needed to find the range(s) of numerators (the numerator determines the denominator when maintaining the ratio) that correctly produce bottom and top signals.
DFT - Dominant Cycle Period 8-50 bars - John EhlerThis is the translation of discret cosine tranform (DCT) usage by John Ehler for finding dominant cycle period (DC).
The price is first filtered to remove aliasing noise(bellow 8 bars) and trend informations(above 50 bars), then the power is computed.
The trick here is to use a normalisation against the maximum power in order to get a good frequency resolution.
Current limitation in tradingview does not allow to display all of the periods, still the DC period is plot after beeing computed based on the center of gravity algo.
The DC period can be used to tune all of the indicators based on the cycles of the markets. For instance one can use this (DC period)/2 as an input for RSI.
Hope you find this of some interrest.
Short-Only Cycle IndicatorThis script is a follow-up to my previous 60-day Cycle, Long-Only Indicator.
The "Short-Only Cycle Indicator" is designed to help traders navigate optimal shorting opportunities by analyzing cyclical price behavior over a defined period. It focuses on recognizing distribution phases (ideal for shorting) and accumulation phases (where shorting should be avoided). It should be used with assets that the trader has an existing thesis for downward price movement.
Key Features:
1. Cycle Length: The indicator uses a 60-day cycle to identify high and low points in price, which are then used to determine the current market phase.
2. Distribution Phase: When the price is near the cycle high, the indicator signals a distribution phase, indicating potential shorting opportunities.
3. Accumulation Phase: When the price is near the cycle low, the indicator signals an accumulation phase, advising traders to avoid shorting.
4. Short Signal: A short signal is triggered when the price crosses below the cycle high, which is visually marked on the chart for easy identification.
This indicator is particularly useful for traders who prefer a short-only strategy, as it helps them time their entries and avoid shorting during unfavorable market conditions.
CT Reverse Pi Cycle Bitcoin Top IndicatorIntroducing the Reverse BTC Pi Market Cycle Top indicator
Much respect to Philip Swift the original creator of this idea and big thanks to Tradingview author Ninorigo for sharing the script which this indicator is based on.
Philip Swift has noted that:
Using the x2 multiple of the 350 day moving average along with the 111 day moving average provides an interesting market cycle indicator.
Over the past three market cycles, when the 350DMA x2 crosses below the 111DMA, Bitcoin price peaks in its market cycle, this has been accurate to within three days of Bitcoin price topping out.
Here I have modified an existing script by Tradingview author @Ninorigo which shows the moving averages and gives signals upon crossover by adding the following features:
A function which shows the price at which the 350DMA will Cross Below the 111DMA.
(This is calculated from the prior bar closing data and does not repaint)
An “anticipated cross” function which may give a 1 bar advanced warning of a cross.
(this is calculated from current bar values and may change and repaint)
The crossover levels are shown in an info label to the right of the current price.
When there is a BTC Pi Market Cycle Top anticipated cross on the next bar there will be an orange background signal.
When there is an actual BTC Pi Market Cycle Top cross there will be a red background signal
When there is an anticipated cross back there will be a blue background signal
When there is an actual cross back there will be a green background signal
This indicator will show the appropriate moving averages and crossover information from the daily timeframe regardless of the timeframe you are using.
This should be helpful in more accurately identifying the price level where the Pi Market Cycle moving averages will cross denoting a possible market cycle top.
It is interesting to note:
350 / 111 = 3.153
Which is the closest we can get to Pi when dividing 350 by another whole number.
This is a script to give another view and metric on an interesting experimental idea. This is not financial advice.
Enhanced Schaff Trend Cycle IndicatorThis is an "Enhanced Schaff Trend Cycle Indicator" variant that I heavily modified. Yes, almost 3 decades old and it's now even better. I thought this had decent characteristics to it, and maybe members out there may find a good use for it. Surely let me know if you do appreciate it in the comments below with any suggestions, settings modifications, whatever... Modifications included are rescaling the range from 0 /100 to -100/100 yielding a zero mean indicator with perfect balance on the vertical axis. 30/70, 20/80, and 15/85. Who wants to remember all those settings? This one is set to -80/80, nothing significant about those about those numbers at all, be forewarned! It seems reactive and takes mostly full swings from -100 to 100 without exceeding those numbers. The indicator itself has a multitude of adjustments you may fiddle with, as many as I can pack into it. I also included a centered medial zone that you may adjust for an additional set of thresholds. If I was to receive a 100 comments requesting to add multiple time frames, I would most likely consider that, given I have some spare time available in the future to get around to it, probably converting it into a DUAL multi time frame indicator. Like it if you like it, enjoy!
