OPEN-SOURCE SCRIPT
Fourier Phase Rotation [forexobroker]
Fourier Phase Rotation reconstructs the fundamental phase of a 4-bar sliding window using sine and cosine projections. The phase angle phi rotates through the unit circle as the cycle progresses; a zero-cross of phi marks a cycle low (buy timing) or high (sell timing). Distinct from Hilbert: 4-point projection, no IIR filter ringing.
🔶 ALGORITHM
1. Detrended source = close - sma(close, N).
2. 4-point DFT bin 1 cosine: re = c0 - c2; sine: im = c1 - c3 where c_k = detrended source at lag k.
3. phase phi = atan(im / re), in [-pi/2, +pi/2].
4. Cycle-low complete = phi crosses zero up; cycle-high complete = phi crosses zero down.
5. Bias from close vs detrend SMA gates direction.
🔶 SIGNAL LOGIC
- Buy: phase up-cross AND close > detrend SMA AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: phase down-cross AND close < detrend SMA.
- Position-lock state machine.
🔶 INPUTS
- Detrend SMA Length (default 20)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, SMA toggle, buy / sell colors
🔶 ALERTS
FPR Buy, FPR Sell, FPR Any Signal, FPR Phase Up, FPR Phase Down, FPR Bias Up, FPR Bias Down, FPR Near Pi/2, FPR Webhook JSON.
🔶 LIMITATIONS
- 4-point projection has a fixed period of 4 bars; assumes any cycle of interest is roughly that scale. Longer cycles fold into the bias trend.
- atan (vs atan2) gives phase in [-pi/2, +pi/2]; sufficient for zero-cross detection but does not preserve quadrant disambiguation.
- Detrend SMA length is the dominant smoothing knob; longer SMA = cleaner cycle, more lag.
- Best on instruments with rhythmic intraday patterns; pure trends give muted phase oscillations.
🔶 ALGORITHM
1. Detrended source = close - sma(close, N).
2. 4-point DFT bin 1 cosine: re = c0 - c2; sine: im = c1 - c3 where c_k = detrended source at lag k.
3. phase phi = atan(im / re), in [-pi/2, +pi/2].
4. Cycle-low complete = phi crosses zero up; cycle-high complete = phi crosses zero down.
5. Bias from close vs detrend SMA gates direction.
🔶 SIGNAL LOGIC
- Buy: phase up-cross AND close > detrend SMA AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: phase down-cross AND close < detrend SMA.
- Position-lock state machine.
🔶 INPUTS
- Detrend SMA Length (default 20)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, SMA toggle, buy / sell colors
🔶 ALERTS
FPR Buy, FPR Sell, FPR Any Signal, FPR Phase Up, FPR Phase Down, FPR Bias Up, FPR Bias Down, FPR Near Pi/2, FPR Webhook JSON.
🔶 LIMITATIONS
- 4-point projection has a fixed period of 4 bars; assumes any cycle of interest is roughly that scale. Longer cycles fold into the bias trend.
- atan (vs atan2) gives phase in [-pi/2, +pi/2]; sufficient for zero-cross detection but does not preserve quadrant disambiguation.
- Detrend SMA length is the dominant smoothing knob; longer SMA = cleaner cycle, more lag.
- Best on instruments with rhythmic intraday patterns; pure trends give muted phase oscillations.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
🔵Gain access to our powerful tools : forexobroker.com/tv
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
🔵Gain access to our powerful tools : forexobroker.com/tv
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.