OPEN-SOURCE SCRIPT

D_DSP (Detrended Synthetic Price )

5547
Detrended Synthetic Price is a function that is in phase with the
dominant cycle of real price data. This DSP is computed by subtracting
a half-cycle exponential moving average (EMA) from the quarter cycle
exponential moving average.

See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.