OPEN-SOURCE SCRIPT

Adaptive Fisherized CMO

已更新

Introduction
Heyo, here is another no-repaint adaptive fisherized indicator.
I added Inverse Fisher Transform, Ehlers dominant cycle analysis and smoothing to the Chande Momentum Oscillator (CMO).

Usage
The CMO is a momentum oscillator which shows the usual movement of an asset.
I recommend to use it from a lower timeframe with a higher timeframe set.

Signals
(Signal mode will come soon.)
Zero Line
CMO crosses above zero line => enter long
CMO cross below zero line => ente short

Overbought/Oversold
CMO crosses above bottom band => enter long
CMO crosses under top band => enter short

MA (Maybe this signals will vary. Then, check update notes.)
CMO crosses above MA => enter long
CMO crosses below MA => enter short

Enjoy and share your experience with it!

More to read: CMO Explanationsp

版本注释

Added entry signals on signal modes:
Zero Line
MA
Overbought/Oversold

版本注释

Removed COVWMA
Updated trend plot colors
Updated MA plot color
Updated default values
Fixed trend sensitivy calculation

版本注释

Fixed adaptive mode bug

版本注释

Fixed signal mode bug

版本注释

Updated default values
Made NET and Hann Price Smoothing enableable at the same time
Removed bad MAs
Added T3 MA
Fixed bug where volume was not taken from requested timeframe
Added additional exits option
Optimized adaptive length algorithms

版本注释

Refactored T3 type input

版本注释

Added Hodrick Prescott Filter