OPEN-SOURCE SCRIPT
FUNCTION: Goertzel algorithm -- DFT of a specific frequency bin

This function implements the Goertzel algorithm (for integer N).
The Goertzel algorithm is a technique in digital signal processing (DSP) for efficient evaluation of the individual terms of the discrete Fourier transform (DFT).
In short, it measure the power of a specific frequency like one bin of a DFT, over a rolling window (N) of samples.
Here you see an input signal that changes frequency and amplitude (from 7 bars to 17). I am running the indicator 3 times to show it measuring both frequencies and one in between (13). You can see it very accurately measures the signals present and their power, but is noisy in the transition. Changing the block len will cause it to be more responsive but noisier.
Here is a picture of the same signal, but with white noise added.

If you have a cycle you think is present you could use this to test it, but the function is designed for integration in to more complicated scripts. I think power is best interrupted on a log scale.
Given a period (in bars or samples) and a block_len (N in Goertzel terminology) the function returns the Real (InPhase) and Quadrature (Imaginary) components of your signal as well as calculating the power and the instantaneous angle (in radians).
I hope this proves useful to the DSP folks here.
The Goertzel algorithm is a technique in digital signal processing (DSP) for efficient evaluation of the individual terms of the discrete Fourier transform (DFT).
In short, it measure the power of a specific frequency like one bin of a DFT, over a rolling window (N) of samples.
Here you see an input signal that changes frequency and amplitude (from 7 bars to 17). I am running the indicator 3 times to show it measuring both frequencies and one in between (13). You can see it very accurately measures the signals present and their power, but is noisy in the transition. Changing the block len will cause it to be more responsive but noisier.
Here is a picture of the same signal, but with white noise added.
If you have a cycle you think is present you could use this to test it, but the function is designed for integration in to more complicated scripts. I think power is best interrupted on a log scale.
Given a period (in bars or samples) and a block_len (N in Goertzel terminology) the function returns the Real (InPhase) and Quadrature (Imaginary) components of your signal as well as calculating the power and the instantaneous angle (in radians).
I hope this proves useful to the DSP folks here.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuna uygun olarak, bu komut dosyasının oluşturucusu bunu açık kaynaklı hale getirmiştir, böylece yatırımcılar betiğin işlevselliğini inceleyip doğrulayabilir. Yazara saygı! Ücretsiz olarak kullanabilirsiniz, ancak kodu yeniden yayınlamanın Site Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuna uygun olarak, bu komut dosyasının oluşturucusu bunu açık kaynaklı hale getirmiştir, böylece yatırımcılar betiğin işlevselliğini inceleyip doğrulayabilir. Yazara saygı! Ücretsiz olarak kullanabilirsiniz, ancak kodu yeniden yayınlamanın Site Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.