//@version=6 indicator("Trend Filter (2-pole) [BigBeluga]", overlay = true)

// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{ int length = input.int(20, "Length") float damping = input.float(0.9, "Damping", minval = 0.1, maxval = 1.0, step = 0.01) int ris_fal = input.int(5, "Rising and Falling") float bands = input.float(1.0, "Bands", step = 0.1, minval = 0.5)

color up_col = input.color(color.lime, "↑", inline = "color") color dn_col = input.color(color.red, "↓", inline = "color") color __col = input.color(color.yellow, "〜", inline = "color")

bool bar_col = input.bool(false, "BarColor", inline = "Features") bool signals = input.bool(false, "Signals", inline = "Features")

// }


// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{ atr = ta.atr(200) * bands

//@function Two-pole filter //@param src (series float) Source data (e.g., price) //@param length (float) Length of the filter (higher value means smoother output) //@param damping (float) Damping factor for the filter //@returns (series float) Filtered value method two_pole_filter(float src, int length, float damping) =>     // Calculate filter coefficients     float omega = 2.0 * math.pi / length     float alpha = damping * omega     float beta = math.pow(omega, 2)         // Initialize the filter variables     var float f1 = na     var float f2 = na

    // Update the filter     f1 := nz(f1[1]) + alpha * (src - nz(f1[1]))     f2 := nz(f2[1]) + beta * (f1 - nz(f2[1]))         f2


tp_f = close.two_pole_filter(length, damping)

var rising = 0 var falling = 0

up = tp_f > tp_f[2] dn = tp_f < tp_f[2]

if up     rising += 1     falling := 0

if dn     rising := 0     falling += 1

color = up ? color.from_gradient(rising, 0, 15, __col, up_col) : dn ? color.from_gradient(falling, 0, 15, __col, dn_col) : __col // }



// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{ plot(tp_f, "Two-Pole Filter", color = color, linewidth = 3)

plotshape(falling >= ris_fal ? tp_f + atr : na, "Falling", shape.circle, location.absolute, color = color) plotshape(rising >= ris_fal  ? tp_f - atr : na, "Rising", shape.circle, location.absolute, color = color)

bool sig_up = ta.crossover(rising, ris_fal) and barstate.isconfirmed and signals bool sig_dn = ta.crossover(falling, ris_fal) and barstate.isconfirmed and signals

plotshape(sig_dn ? tp_f[1] + atr : na, "Falling", shape.triangledown, location.absolute, color = color, size = size.tiny, offset = -1) plotshape(sig_up ? tp_f[1] - atr : na, "Rising", shape.triangleup, location.absolute, color = color, size = size.tiny, offset = -1)


barcolor(bar_col ? color : na) // }