OPEN-SOURCE SCRIPT
Aggiornato Cyclic RSI Adaptive Length & Dynamic Bands
Overview
A fixed RSI length of 14 is an arbitrary choice — it fits some markets and fights others. Cyclic RSI measures the market's dominant cycle directly from the data and sets the RSI length to half of it, so the read auto-tunes across symbols and timeframes. On top of that it does two more things a plain RSI can't: it draws overbought/oversold bands that adapt to the recent distribution instead of an assumed 70/30, and it applies a cycle-strength gate — because a cyclic oscillator's turns only mean something when a real cycle is actually present. When the spectrum is flat, the pane greys out and the reversal reads are suppressed. It is a momentum/timing tool, not a signal to trade alone.
Why these components are ONE tool (mashup justification)
Each stage exists to fix a specific weakness in the stage before it:
Dominant-cycle measurement. A roofing filter (a high-pass to strip trend plus a smoother to strip noise) isolates the cycle band, and an autocorrelation periodogram over a range of lags produces a power spectrum. Its centre of mass is the dominant cycle; how sharply it peaks is a confidence reading. This is the measurement most cycle work considers more robust than phase-based methods.
Adaptive length. The RSI length is set to half the measured cycle (clamped). This is the whole point — it removes the overfit of a fixed lookback. Because Pine's built-in RSI needs a constant length, the RSI here is summed by hand over the varying half-cycle.
Cyclic smoothing. An optional phasing filter reduces lag so turns are timelier, then a SuperSmoother cleans the line.
Adaptive bands. Overbought and oversold are percentiles of the oscillator's own recent distribution, so the thresholds fit the instrument and regime instead of an assumed 70/30.
Cycle gate + calibration harness. Turns fire only when cycle confidence clears the gate, and a forward harness measures whether those gated turns actually led a move versus the base rate. The cycle read is the picture; the gate says when to trust it; the harness is the proof. Remove any one and you're back to a fixed-length RSI firing overbought/oversold turns in a trend, where they fail most.
How it works
The roofing filter isolates the cycle band. Autocorrelation across lags, projected onto a small set of frequencies, yields a per-period power spectrum smoothed across bars; its centre of mass (over the significant peaks) is the dominant cycle, and its concentration — one sharp peak versus a flat spread — is the confidence. RSI length = half that cycle. The RSI is summed directly over that length, optionally phase-smoothed, then smoothed again. The overbought/oversold bands are recent percentiles of the smoothed oscillator, and a turn off a band is only flagged when confidence clears the gate.
How to use it
Read the oscillator against its adaptive bands, not fixed lines. A turn up off the lower band is a potential reversion long; a turn down off the upper band a potential short — but only trust them when the pane is not greyed (a cycle is present). When the gate is closed, the market is trending or has no clear cycle, and mean-reversion reads are unreliable — that's the tool telling you to stand down, which is exactly when a naive RSI would keep firing losing signals. Gated turns are marked in the pane and, optionally, mirrored on the price chart (up/down triangles) so you can read them without leaving the price. Watch the Edge row: it reports whether gated turns have actually led moves on this instrument. It is never a standalone trigger.
Universal & non-repainting
The source is an input, so it runs on any symbol and timeframe. The oscillator updates live like any RSI; the calibration harness logs and resolves only on closed (confirmed) bars, so its Edge never inflates intrabar. Edge figures are in-sample, close-to-close, with no costs — a study aid, not a backtest. The heaviest part is the periodogram (a bounded lag × frequency scan); if load is slow on very low timeframes, lower the max lag.
Originality
The parts are public: the RSI, roofing filters, autocorrelation-periodogram cycle estimation, half-cycle adaptive RSI length, cyclic smoothing, and distribution-based bands. What's assembled here that isn't sitting on a shelf is the combination: an adaptive-length cyclic RSI wrapped in a spectral-concentration confidence gate that greys the pane and suppresses turns when no cycle is present, plus a forward-calibration harness that scores those gated turns against their base rate. The gate and the harness are this script's own; the rest is credited below. This is an independent Pine v6 implementation — no third-party code is copied verbatim.
Concept credits
Relative Strength Index — J. Welles Wilder.
Roofing filter (high-pass + SuperSmoother), the autocorrelation-periodogram dominant-cycle estimate, and the half-cycle adaptive RSI — John Ehlers (Cycle Analytics for Traders, Rocket Science for Traders).
Cyclic phasing smoother and distribution-based dynamic bands — after Lars von Thienen's cyclic-smoothed RSI (cRSI), from Decoding the Hidden Market Rhythm (whentotrade). That work is licensed Creative Commons Attribution 4.0 International (CC BY 4.0) — creativecommons.org/licenses/by/4.0/ . This script is an independent implementation adapted from that method, with changes (v6 rewrite, spectral-concentration gate, percentile bands, calibration harness); attribution is given as the licence requires.
Disclaimer
Research and educational tool only. Not financial advice, no recommendation, no guarantee of results. Markets are only intermittently cyclic; the cycle estimate lags and gets noisy at regime shifts, which is exactly why the gate exists. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability.
A fixed RSI length of 14 is an arbitrary choice — it fits some markets and fights others. Cyclic RSI measures the market's dominant cycle directly from the data and sets the RSI length to half of it, so the read auto-tunes across symbols and timeframes. On top of that it does two more things a plain RSI can't: it draws overbought/oversold bands that adapt to the recent distribution instead of an assumed 70/30, and it applies a cycle-strength gate — because a cyclic oscillator's turns only mean something when a real cycle is actually present. When the spectrum is flat, the pane greys out and the reversal reads are suppressed. It is a momentum/timing tool, not a signal to trade alone.
Why these components are ONE tool (mashup justification)
Each stage exists to fix a specific weakness in the stage before it:
Dominant-cycle measurement. A roofing filter (a high-pass to strip trend plus a smoother to strip noise) isolates the cycle band, and an autocorrelation periodogram over a range of lags produces a power spectrum. Its centre of mass is the dominant cycle; how sharply it peaks is a confidence reading. This is the measurement most cycle work considers more robust than phase-based methods.
Adaptive length. The RSI length is set to half the measured cycle (clamped). This is the whole point — it removes the overfit of a fixed lookback. Because Pine's built-in RSI needs a constant length, the RSI here is summed by hand over the varying half-cycle.
Cyclic smoothing. An optional phasing filter reduces lag so turns are timelier, then a SuperSmoother cleans the line.
Adaptive bands. Overbought and oversold are percentiles of the oscillator's own recent distribution, so the thresholds fit the instrument and regime instead of an assumed 70/30.
Cycle gate + calibration harness. Turns fire only when cycle confidence clears the gate, and a forward harness measures whether those gated turns actually led a move versus the base rate. The cycle read is the picture; the gate says when to trust it; the harness is the proof. Remove any one and you're back to a fixed-length RSI firing overbought/oversold turns in a trend, where they fail most.
How it works
The roofing filter isolates the cycle band. Autocorrelation across lags, projected onto a small set of frequencies, yields a per-period power spectrum smoothed across bars; its centre of mass (over the significant peaks) is the dominant cycle, and its concentration — one sharp peak versus a flat spread — is the confidence. RSI length = half that cycle. The RSI is summed directly over that length, optionally phase-smoothed, then smoothed again. The overbought/oversold bands are recent percentiles of the smoothed oscillator, and a turn off a band is only flagged when confidence clears the gate.
How to use it
Read the oscillator against its adaptive bands, not fixed lines. A turn up off the lower band is a potential reversion long; a turn down off the upper band a potential short — but only trust them when the pane is not greyed (a cycle is present). When the gate is closed, the market is trending or has no clear cycle, and mean-reversion reads are unreliable — that's the tool telling you to stand down, which is exactly when a naive RSI would keep firing losing signals. Gated turns are marked in the pane and, optionally, mirrored on the price chart (up/down triangles) so you can read them without leaving the price. Watch the Edge row: it reports whether gated turns have actually led moves on this instrument. It is never a standalone trigger.
Universal & non-repainting
The source is an input, so it runs on any symbol and timeframe. The oscillator updates live like any RSI; the calibration harness logs and resolves only on closed (confirmed) bars, so its Edge never inflates intrabar. Edge figures are in-sample, close-to-close, with no costs — a study aid, not a backtest. The heaviest part is the periodogram (a bounded lag × frequency scan); if load is slow on very low timeframes, lower the max lag.
Originality
The parts are public: the RSI, roofing filters, autocorrelation-periodogram cycle estimation, half-cycle adaptive RSI length, cyclic smoothing, and distribution-based bands. What's assembled here that isn't sitting on a shelf is the combination: an adaptive-length cyclic RSI wrapped in a spectral-concentration confidence gate that greys the pane and suppresses turns when no cycle is present, plus a forward-calibration harness that scores those gated turns against their base rate. The gate and the harness are this script's own; the rest is credited below. This is an independent Pine v6 implementation — no third-party code is copied verbatim.
Concept credits
Relative Strength Index — J. Welles Wilder.
Roofing filter (high-pass + SuperSmoother), the autocorrelation-periodogram dominant-cycle estimate, and the half-cycle adaptive RSI — John Ehlers (Cycle Analytics for Traders, Rocket Science for Traders).
Cyclic phasing smoother and distribution-based dynamic bands — after Lars von Thienen's cyclic-smoothed RSI (cRSI), from Decoding the Hidden Market Rhythm (whentotrade). That work is licensed Creative Commons Attribution 4.0 International (CC BY 4.0) — creativecommons.org/licenses/by/4.0/ . This script is an independent implementation adapted from that method, with changes (v6 rewrite, spectral-concentration gate, percentile bands, calibration harness); attribution is given as the licence requires.
Disclaimer
Research and educational tool only. Not financial advice, no recommendation, no guarantee of results. Markets are only intermittently cyclic; the cycle estimate lags and gets noisy at regime shifts, which is exactly why the gate exists. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability.
Note di rilascio
Cyclic RSI v1.1The "turn leads move" Edge now carries a Wilson 95% lower bound beside the point estimate, and the panel turns green only when that bound clears zero with an adequate sample.
This matters particularly here because the cycle gate already restricts when reversal reads are trusted, which keeps the qualifying sample small by design. A small sample produces a wide interval, and the tool now shows that rather than presenting a point estimate with unearned confidence.
The autocorrelation-periodogram dominant cycle, adaptive RSI length, distribution-based bands and cycle-strength gate are unchanged. Edge figures remain in-sample and without costs.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.