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Spiral Guide Algorithm [V2]

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Spiral Guide Algorithm (SGA)

At its core, the Spiral Guide Algorithm is a low noise, un-bounded, oscillating cycle indicator designed to capture state change within a non-Gaussian distribution.
The idea, design, and application of the Spiral Guide Algorithm is rooted in first principles from four core areas of study, and in application proves to be an excellent trend following tool.
The Spiral Guide Algorithm produces and visualizes three principal components. Below we will cover each of those areas, as well as, how to apply this algorithm in trade analysis.

Principal Components
1. SGA Signal = waveform fundamental signal line
2. SGA Filtered Signal= finite impulse response filter of the SGA signal
3. SGA Histogram= delta between SGA signal and SGA filtered signal

Theory of Operation
1. Digital Signal Processing (DSP)

a. The SGA applies a DSP technique used in wireless transmission that decomposes a waveform into discrete components and then quantifies the interaction between each of those components.
2. Complex Systems Theory
a. In complex systems the tail often wags the dog and so SGA focuses not on the average of the distribution, but on the edges.
3. Game Theory
a. Positive feedback drives large changes from historical extremes, so targeting points of extreme oscillation offers the best chance of capturing large changes in the distribution.
4. Auction Theory
a. We know the auction process cycles between two phases:
i. At value
ii. Discovering value
b. SGA is designed to capture much of the “value discovery” phase between two “at value” areas.

Derivatives
1. When the SGA signal line is above 0 the time frame is up-trending
2. When the SGA signal line is below 0 the time frame is down-trending
3. A fundamental time frame shift is occurring when SGA signal line crosses 0
4. The ratio of SGA signal line time above 0 vs time below 0 will expose the current time frame bias (long, short, flat)

Application
1. Trades are signaled when the SGA signal line crosses the SGA filtered signal, and the trade is confirmed when the SGA filtered signal changes state.
2. Trades can be entered when the SGA signal line crosses 0.
3. SGA should align with the following before entering a trade: Structure, Cycles, Fractals.
4. The histogram is used for detecting divergence.

When and Where
1. Due to the large number of sample sets needed to calculate the SGA signal line, the SGA is designed for intraday charting.
2. Monitor multiple time frames around entry and exit time frame to satisfy the fractal requirements. As a rule, a 3-5x fractal above and below the entry and exit time frame is needed to align cycles.
3. For example:
a. Tick data or 1 second
b. 1 min
c. 5 min (entry/exit)
d. 15 min
4. This algorithm sees success in markets that are not mean reversion biased.
a. Trending markets with high volatility provide the best results.
Sürüm Notları
#Added Alerts for Each Tradable Condition of the SGA
Sürüm Notları
Added functionality to allow reference timeframe to be modified; allowing for multi-timeframe analysis on a single chart via stacked SGA indicators
Sürüm Notları
Added multi-timeframe functionality
Sürüm Notları
#Refactored most of the code
#Added more functionality to adjust SGA indicator:
  • Enable/disable SGA signal lines
  • Enable/disable SGA histogram
  • Divergence detection both positive and negative
  • Redesigned histogram calculation to reduce false signals and increase tradeability
  • SGA/Hist Max/Min enable/disable
  • Long/Short Coloring
  • SGA Fast
  • SGA Very Fast
Sürüm Notları
Added SGA filter control
Corrected alert print output
Sürüm Notları
Fixed scaling issue with OTFs
Sürüm Notları
  • Improved Settings MenuAdded OTF Heat MapAdded New Alert FunctionsRe-factored Core RoutinesAdded Signal Stat BoxAdded Histogram Stat Box

Sürüm Notları
Build 3.1 Hot Fix 1
  • Corrected Alert Logic
  • Updated Alert Menu
Sürüm Notları

  • updated script to include only user requested features
  • improved loading times
  • LTS SGA Version
Sürüm Notları

  • Refactored most of of the code base
  • Updated to Pinescript V5
  • Updated Menu Section
  • Added Liner Regression Channels
  • Added SGA Prime Indicator
  • Updated Alert Functionality
Sürüm Notları

  • Fixed SGA Prime issue caused by TV backend
Sürüm Notları

  • Added Strategy Visualizations
Sürüm Notları
  • Added SGA Trend Confirm Tool
  • Removed Stat Boxes
Sürüm Notları
  • Updated SGA Trend Confirm
Sürüm Notları
  • Added SGA Prime plot label
Sürüm Notları
  • Added SGA Prime Strategy Settings & Alerts
Sürüm Notları
  • Added Trend Confirm Plots
    [*} Updated Trend Confirm Function
Sürüm Notları
  • Corrected Data Input Formula
Sürüm Notları
  • Corrected bug in TC
Sürüm Notları
  • Added SGA TC Color Change Plots
Sürüm Notları
  • Corrected Trend Confirm Plots
  • Added Rev Control
Sürüm Notları
  • Added Trend Confirm Alerts
  • Removed SGA Crossing Zero Exit Filter
  • Added Bot ID Selection In Settings
  • Corrected Alerts "side":"exit" problem
Sürüm Notları
  • Updated TC Plot to Show When No Bias Present
Sürüm Notları
Updated:

  • Re-organized menu structure
  • Added SGA Prime forced alert
Sürüm Notları
Update:
  • Unknown TV bug; reverting to build 1.2
Sürüm Notları
  • Removed unused plots due to hitting limit
  • Re-organized menu structure
  • Added SGA Prime forced alert
Sürüm Notları

  • Updated SGA Color Alerts
Sürüm Notları
- refactored functions
- removed extra code
Sürüm Notları
- corrected indicator name

Feragatname

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