Get started

Dsp

Jamallo Channels🔹Intro For decades, technical traders have relied on conventional channel models, each burdened by fundamental mathematical limitations: - Bollinger Bands rely on simple moving averages (SMA) and raw price standard deviation. When strong directional trends emerge, raw variance conflates trend slope with volatility, causing the bands to artificially flare open ("volatility bulge") and produce severe lag and frequent false mean-reversion signals. - Keltner Channels utilize exponential moving av
Indicator
by Jamallo22
Wavelet Energy OscillatorWavelet Energy Oscillator What it does The Wavelet Energy Oscillator decomposes price into three cycle bands at once — fast, mid and slow — and shows two things together: a single composite momentum line (in σ units) and a live energy spectrum telling you which band currently drives the market. Why this is different (and original) Cycle and dominant-period tools lock onto one period and follow it. The problem is that markets hand control between timescales: a fast, choppy regime gives way t
Indicator
by Market_Logic_India
Hilbert Bandwidth [LB]🔬 Concept The Hilbert Bandwidth Index, derived from John Ehlers' analytic signal approach, measures the instantaneous stability of the dominant market cycle by computing the bandwidth — the absolute deviation between the raw instantaneous period and its smoothed counterpart. A narrow bandwidth indicates a clean, well-defined cycle suitable for trading. 📐 Mathematical Foundation The price median is transformed via a 7‑coefficient FIR Hilbert Transform to extract the analytic signal's real and
Indicator
by luis_barlier
Ehlers Decycler Oscillator [NovaLens]Adaptive momentum oscillator built to separate two things most oscillators blur together: cycle rotation and distribution extremes. Auto-detects the dominant cycle, grades the oscillator against its own rolling history, and highlights confluence when both channels align. Most oscillators conflate "the swing is high" with "the swing is reversing." They use the same colour, the same arrow, the same alert for both. The Decycler Oscillator separates them by design: Cycle channel tracks WHERE t
Indicator
by NovaLens
1
Trend Sniper v2.5 [Jamallo](2025) Intro Trend Sniper v2.5 is built around a novel-unique core construction — the Butterworth Stop : a ratcheting trailing stop anchored to a 2-Pole Butterworth Super Smoother and dynamically sized by Parkinson Volatility. While each algorithm used is individually well-documented, this specific combination is rare and not found in standard indicator libraries — most Butterworth implementations are simply plotted as trend lines, not used as the structural anchor of a volatility-ad
Indicator
by Jamallo22
6
Universal Moving Average🙏🏻 UMA (Universal Moving Average) represents the most natural and prolly ‘the’ final general universal entity for calculating rolling typical value for any type of time-series. Simply via different weighting schemes applied together, it encodes: Location of each datapoint in corresponding fields (price, time, volume) Informational relevance of each datapoint via using windowing functions that are fundamental in nature and go beyond DSP inventions & approximations Innovation in state spa
Indicator
by gorx1
5
Multivariate Kalman Filter🙏🏻 I see no1 ever posted an open source Multivariate Kalman filter on TV, so here it is, for you. Tested and mathematically correct implementation, with numerical safeties in place that do not affect the final results at all. That’s the main purpose of this drop, just to make the tool available here. Linear algebra everywhere, Neo would approve 4 sure. ... Personally I haven't found any real use case of it for myself, aside from a very specific one I will explain later, but others usually do…
Indicator
by gorx1
2
WLSMA: fast approximation🙏🏻 Sup TV & @alexgrover O(N) algocomplexity, just one loop inside. No, you can't do O(1) @ updates in moving window mode, only expanding window will allow that. Now I have time series & stats models of my own creation, nowhere else available, just TV and my github for now, ain’t no legacy academic industry I always have fun about, but back in 2k20 when I consciously ain’t known much about quant, I remember seeing post by @alexgrover recreating Moving Regression Endpoint dropped on price char
Indicator
by gorx1
4
[GYTS] Filters ToolkitFilters Toolkit indicator 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- 1. INTRODUCTION --------- 🌸 💮 Overview The GYTS Filters Toolkit indicator is an advanced, interactive interface built atop the high‐performance, curated functions provided by the FiltersToolkit library . It allows traders to experiment with different combinations of filtering methods -— from smoothing low-pass filters to aggressive detrenders. With this toolkit, you can build custom indicators tailored t
Indicator
by GoemonYae
[GYTS] FiltersToolkit LibraryFiltersToolkit Library 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- 1. INTRODUCTION --------- 🌸 💮 What Does This Library Contain? This library is a curated collection of high-performance digital signal processing (DSP) filters and auxiliary functions designed specifically for financial time series analysis. It includes a shortlist of our favourite and best performing filters — each rigorously tested and selected for their responsiveness, minimal lag and robustness in diverse
Library
by GoemonYae
14
PaddingThe Padding library is a comprehensive and flexible toolkit designed to extend time series data within TradingView, making it an indispensable resource for advanced signal processing tasks such as FFT, filtering, convolution, and wavelet analysis. At its core, the library addresses the common challenge of edge effects by "padding" your data—that is, by appending additional data points beyond the natural boundaries of your original dataset. This extension not only mitigates the distortions that c
Library
by The_Peaceful_Lizard
6 Band Parametric EQThis indicator implements a complete parametric equalizer on any data source using high-pass and low-pass filters, high and low shelving filters, and six fully configurable bell filters. Each filter stage features standard audio DSP controls including frequency, Q factor, and gain where applicable. While parametric EQ is typically used for audio processing, this implementation raises questions about the nature of filtering in technical analysis. Why stop at simple moving averages when you can sh
Indicator
by The_Peaceful_Lizard
6
FIR Low Pass Filter Suite (FIR)The FIR Low Pass Filter Suite is an advanced signal processing indicator that applies finite impulse response (FIR) filtering techniques to price data. At its core, the indicator uses windowed-sinc filtering, which provides optimal frequency response characteristics for separating trend from noise in financial data. The indicator offers multiple window functions including Kaiser, Kaiser-Bessel Derived (KBD), Hann, Hamming, Blackman, Triangular, and Lanczos. Each window type provides different t
Indicator
by The_Peaceful_Lizard
2
Lanczos CandlesThis indicator reconstructs price action using Lanczos resampling, incorporating lower timeframe data to create a more detailed representation of market movements. Traditional candle aggregation on higher timeframes tends to lose some price action detail - this indicator attempts to preserve more of that information through mathematical resampling. The indicator samples price data from a lower timeframe and uses the Lanczos algorithm, a mathematical method commonly used in signal processing and
Indicator
by The_Peaceful_Lizard
8
Sinc MAKaiser Windowed Sinc Moving Average Indicator The Kaiser Windowed Sinc Moving Average is an advanced technical indicator that combines the sinc function with the Kaiser window to create a highly customizable finite impulse response (FIR) filter for financial time series analysis. Sinc Function: The Ideal Low-Pass Filter At the core of this indicator is the sinc function, which represents the impulse response of an ideal low-pass filter. In signal processing and technical analysis, the sinc
Indicator
by The_Peaceful_Lizard
5
Ehlers Band-Pass FilterHeyo, This indicator is an original translation from Ehlers' book "Cycle Analytics for Traders Advanced". First, I describe the indicator as usual and later you can find a very insightful quote of the book. Key Features Signal Line: Represents the output of the band-pass filter, highlighting the dominant cycle in the data. Trigger Line: A leading indicator derived from the signal line, providing early signals for potential market reversals. Dominant Cycle: Measures the dominant cycle
Indicator
by simwai
Biquad Band Pass FilterThis indicator utilizes a biquad band pass filter to isolate and highlight a specific frequency band in price data, helping traders focus on price movements within a targeted frequency range. The Length parameter determines the center frequency of the filter, affecting which frequency band is isolated. Adjusting this parameter allows you to focus on different parts of the price movement spectrum. The Bandwidth (BW) controls the width of the frequency band in octaves. It represents the band
Indicator
by The_Peaceful_Lizard
5
Biquad High Pass FilterThis indicator utilizes a biquad high pass filter to filter out low-frequency components from price data, helping traders focus on high-frequency movements and detect rapid changes in trends. The Length parameter determines the cutoff frequency of the filter, affecting how quickly the filter responds to changes in price. A shorter length allows the filter to react more quickly to high-frequency movements. The Q Factor controls the sharpness of the filter. A higher Q value results in a more
Indicator
by The_Peaceful_Lizard
Biquad Low Pass FilterThis indicator utilizes a biquad low pass filter to smooth out price data, helping traders identify trends and reduce noise in their analysis. The Length parameter acts as the length of the moving average, determining the smoothness and responsiveness of the filter. Adjusting this parameter changes how quickly the filter reacts to price changes. The Q Factor controls the sharpness of the filter. A higher Q value results in a narrower frequency band, enhancing the precision of the filter. H
Indicator
by The_Peaceful_Lizard
2
MathTransformLibrary "MathTransform" Auxiliary functions for transforming data using mathematical and statistical methods scaler_zscore(x, lookback_window)   Calculates Z-Score normalization of a series.   Parameters:      x (float) : : floating point series to normalize      lookback_window (int) : : lookback period for calculating mean and standard deviation   Returns: Z-Score normalized series scaler_min_max(x, lookback_window, min_val, max_val, empiric_min, empiric_max, empiric_mid)   Performs M
Library
by GoemonYae
7
STD-Filtered, Variety FIR Digital Filters w/ ATR Bands [Loxx]STD-Filtered, Variety FIR Digital Filters w/ ATR Bands is a FIR Digital Filter indicator with ATR bands. This indicator contains 12 different digital filters. Some of these have already been covered by indicators that I've recently posted. The difference here is that this indicator has ATR bands, allows for frequency filtering, adds a frequency multiplier, and attempts show causality by lagging price input by 1/2 the period input during final application of weights. Period is restricted to ev
Indicator
by loxx
3
Goertzel Cycle Period [Loxx]Goertzel Cycle Period is an indicator that uses Goertzel algorithm to extract the cycle period of ticker's price input to then be injected into advanced, adaptive indicators and technical analysis algorithms. The following information is extracted from: "MESA vs Goertzel-DFT, 2003 by Dennis Meyers" Background MESA which stands for Maximum Entropy Spectral Analysis is a widely used mathematical technique designed to find the frequencies present in data. MESA was developed by J.P Burg for
Indicator
by loxx
15
FATL, SATL, RFTL, & RSTL Digital Signal Filter Smoother [Loxx]FATL, SATL, RFTL, & RSTL Digital Signal Filter (DSP) Smoother is is a baseline indicator with DSP processed source inputs What are digital indicators: distinctions from standard tools, types of filters. To date, dozens of technical analysis indicators have been developed: trend instruments, oscillators, etc. Most of them use the method of averaging historical data, which is considered crude. But there is another group of tools - digital indicators developed on the basis of mathematical meth
Indicator
by loxx
3