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업데이트됨 Adaptive Pivot-Length WaveTrend
Adaptive Pivot-Length WaveTrend (APL-WT)
A self-tuning WaveTrend oscillator that derives its smoothing lengths from the market’s own dominant cycle rather than fixed user inputs. A multi-scale pivot engine sweeps pivot strengths from 14 to 100 bars, building a probability mass function (PMF) over pivot-to-pivot distances. The mode of that distribution — the statistically dominant cycle length L — drives both WaveTrend lengths: n2 = L (average) and n1 = round(L × ratio) (channel), with floors, ceilings, and a stickiness tolerance to prevent jitter.
Because length adapts bar-to-bar, WaveTrend’s EMA state is carried manually to stay stable when periods change. Overbought, oversold, and mid-band levels are not hardcoded — they’re computed as empirical percentiles of WT1’s own recent distribution (default: 95/80/50/20/5 over 2000 bars), so the thresholds self-calibrate to each instrument and timeframe.
Signals
• Bullish/bearish WT1/WT2 crosses gated by the adaptive OS/OB percentile levels
• Mid-line cross alerts
• Full regular and hidden divergence suite (bull, bear, hidden bull, hidden bear) with pivot lookback controls, gated by the ±50 zones on WT1
Readouts
Optional info table showing dominant L, active n1/n2, cumulative pivot sample count, live WT1/WT2 values, WT1’s self-percentile rank, current OB/OS levels, regime state (OB / Upper / Mid / Lower / OS), and WT1-vs-WT2 polarity. Optional bar coloring in OB/OS extremes.
Best suited for traders who want WaveTrend to respect the actual cycle structure of whatever they’re looking at, without manually tuning lengths per symbol or timeframe.
A self-tuning WaveTrend oscillator that derives its smoothing lengths from the market’s own dominant cycle rather than fixed user inputs. A multi-scale pivot engine sweeps pivot strengths from 14 to 100 bars, building a probability mass function (PMF) over pivot-to-pivot distances. The mode of that distribution — the statistically dominant cycle length L — drives both WaveTrend lengths: n2 = L (average) and n1 = round(L × ratio) (channel), with floors, ceilings, and a stickiness tolerance to prevent jitter.
Because length adapts bar-to-bar, WaveTrend’s EMA state is carried manually to stay stable when periods change. Overbought, oversold, and mid-band levels are not hardcoded — they’re computed as empirical percentiles of WT1’s own recent distribution (default: 95/80/50/20/5 over 2000 bars), so the thresholds self-calibrate to each instrument and timeframe.
Signals
• Bullish/bearish WT1/WT2 crosses gated by the adaptive OS/OB percentile levels
• Mid-line cross alerts
• Full regular and hidden divergence suite (bull, bear, hidden bull, hidden bear) with pivot lookback controls, gated by the ±50 zones on WT1
Readouts
Optional info table showing dominant L, active n1/n2, cumulative pivot sample count, live WT1/WT2 values, WT1’s self-percentile rank, current OB/OS levels, regime state (OB / Upper / Mid / Lower / OS), and WT1-vs-WT2 polarity. Optional bar coloring in OB/OS extremes.
Best suited for traders who want WaveTrend to respect the actual cycle structure of whatever they’re looking at, without manually tuning lengths per symbol or timeframe.
릴리즈 노트
Updated the divergence length 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.
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.
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.