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更新済 Sharp Reversal Oscillator
Sharp Reversal Oscillator
A reversal-timing oscillator that re-shapes price into a near-Gaussian form so turning points snap into sharp, clear extremes instead of rounded, ambiguous ones — then scores its own turns forward on your chart, in plain language, so you can see at a glance whether to act or wait.
Why these parts are combined (not a mashup for show). Three steps are stacked, each fixing the previous one's flaw. Raw price excursions are fat-tailed, so it's unclear where an extreme really is; a distribution-normalizing transform stretches values near the edges, turning a compressed extreme into a clear spike. But that transform is easily biased by trend — in a strong move it pins to one side — so the input is first band-pass cleaned (slow trend and fastest noise removed), leaving the tradable swing it should sharpen. The normalization window is then set from the market's measured dominant cycle rather than a fixed guess, so it stays tuned as cycles stretch and compress. The three only work as one tool.
How it works. Band-pass clean → locate price within its recent range, scaled to (−1, 1) → distribution-normalizing transform, smoothed → signal when the line crosses its one-bar trigger from an extreme. The window optionally follows a dominant cycle measured by autocorrelation of the band-passed price. Each signal is then labelled by a triple barrier — a profit target and an equal stop in ATR units, plus a time limit — so a "win" means the target was hit before the stop. Results split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row (Long/Short signal, Watch, or Wait). Check Conviction — it reads "High" only when that signal type shows a positive edge that survives the statistical test on this symbol; otherwise treat it as context. Green wave above zero is up-pressure, red below is down; shaded bands are extremes; the faint line is the trigger. Best used with your own trend and risk plan, not alone.
What's original. The band-pass-cleaned input, the self-tuning window, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge — instead of presenting every signal as equally reliable.
Inputs. Price source (change it for any market), reading mode (Simple/Pro), engine and self-tuning controls, extreme level, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future, and the cycle estimate lags at regime shifts.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions.
A reversal-timing oscillator that re-shapes price into a near-Gaussian form so turning points snap into sharp, clear extremes instead of rounded, ambiguous ones — then scores its own turns forward on your chart, in plain language, so you can see at a glance whether to act or wait.
Why these parts are combined (not a mashup for show). Three steps are stacked, each fixing the previous one's flaw. Raw price excursions are fat-tailed, so it's unclear where an extreme really is; a distribution-normalizing transform stretches values near the edges, turning a compressed extreme into a clear spike. But that transform is easily biased by trend — in a strong move it pins to one side — so the input is first band-pass cleaned (slow trend and fastest noise removed), leaving the tradable swing it should sharpen. The normalization window is then set from the market's measured dominant cycle rather than a fixed guess, so it stays tuned as cycles stretch and compress. The three only work as one tool.
How it works. Band-pass clean → locate price within its recent range, scaled to (−1, 1) → distribution-normalizing transform, smoothed → signal when the line crosses its one-bar trigger from an extreme. The window optionally follows a dominant cycle measured by autocorrelation of the band-passed price. Each signal is then labelled by a triple barrier — a profit target and an equal stop in ATR units, plus a time limit — so a "win" means the target was hit before the stop. Results split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row (Long/Short signal, Watch, or Wait). Check Conviction — it reads "High" only when that signal type shows a positive edge that survives the statistical test on this symbol; otherwise treat it as context. Green wave above zero is up-pressure, red below is down; shaded bands are extremes; the faint line is the trigger. Best used with your own trend and risk plan, not alone.
What's original. The band-pass-cleaned input, the self-tuning window, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge — instead of presenting every signal as equally reliable.
Inputs. Price source (change it for any market), reading mode (Simple/Pro), engine and self-tuning controls, extreme level, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future, and the cycle estimate lags at regime shifts.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions.
リリースノート
Sharp Reversal Oscillator — v2Two changes in this update:
Performance: the forward-calibration engine now computes its triple-barrier outcome once per bar and reuses it, instead of recomputing the identical result three times — faster loading and lower runtime, signals and stats byte-for-byte unchanged.
New (optional, off by default): regime gate. Reversals can be restricted to the regime where they have an edge — ranging conditions rather than strong trends — using an efficiency-ratio read (Ranging-only by default, Trending-only selectable). It flows through the calibration, so the Edge row tells you whether it helps on your instrument. Existing behaviour is unchanged until you turn it on.
リリースノート
v1.1 — Robustness + finishing pass- Robustness (important): the self-tuning cycle engine recomputed thousands of cosine/sine values
every bar, which could trip the "calculation timed out" error on deep history or very low
timeframes. Those values are constant, so they are now built once into a lookup table — identical
output, far lighter, no timeout. The script runs smoothly on 1m and long histories.
- Added a warm-up guard: while the adaptive window is on, signals are held (dashboard shows
"Warming up") until the cycle engine has enough history to tune meaningfully. Fixed-window mode is
unaffected.
- Added a Data Window (EXP_) export bus so the oscillator can feed other scripts via input.source().
- Added a cost model: a new "Round-trip cost (R)" input and a Net R row. Conviction now requires a
signal to BOTH beat its base rate (Wilson) AND survive costs — a gross edge that costs eat through
is not tradeable, and the panel now says so.
- Added the MPL-2.0 licence header.
Descriptive research tooling, in-sample statistics, not investment advice.
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オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。