Main Features
Smart Cycles - Smart Grid Bot for TWM Trading Platform
$0 / Free
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Smart Cycles
Wave Cycle Trading
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Smart Cycles for TWM
Meet Smart Cycles — a free TWM extension that helps you focus on the active part of price movement instead of the noisy tail. It doesn’t guess the future. It measures the market’s dominant rhythm bar-by-bar, adapts a Hull Moving Average (Adaptive HMA) to that rhythm, then highlights a Cycle Window—a clear, time-bounded zone where participation makes the most sense.
Smart Cycles is built on ideas popularized by John Ehlers (Hilbert transforms, homodyne period detection). In plain terms: it uses signal-processing math to estimate when the market is actually swinging, and when it’s just wandering. That means fewer “late” actions and more time spent in the meat of the move.
What you’ll notice right away:
- Clarity over guesswork. CycleOsc and LeadSine make turns visible, not mystical.
- Adaptive timing. The Cycle Window opens when the oscillator pair flips and closes after roughly half a cycle—so you’re not stuck chasing the tail.
- On-chart alignment. Adaptive HMA breathes with the same rhythm, making “with-the-flow” conditions obvious at a glance.
- You stay in control. Mix instant events (crosses/turns) with continuous filters (positions vs lines) to match your style—simple or sophisticated, your call.
- Risk framed in reality. Optional base-currency loss cap keeps the downside explicit.
This isn’t about pressing an “easy” button. It’s about seeing the structure that’s already in your data—and acting when the odds are most intelligent, not most emotional. If you want more than slogans, if you enjoy understanding why a setup exists, Smart Cycles was built for you.
Description
How Smart Cycles earns its keep
Markets breathe. The challenge is knowing when the breath is a genuine swing and when it’s just noise. Smart Cycles treats price like a signal: it estimates a dominant cycle on every bar (Ehlers-style homodyne discriminator), then aligns everything else to that estimate.
From there, the workflow is straightforward:
- See the rhythm.
- CycleOsc (main sine) and LeadSine (leading line) visualize the current phase of movement.
- When CycleOsc flips relative to LeadSine, a new half-cycle is likely underway.
- Act in the active zone.
- A colored Cycle Window opens at that flip and lasts about half the measured period—green for upward bias, red for downward, gray when it’s better to wait.
- You can optionally restrict entries to the earliest portion of that window via Entry Window Fraction. It’s a subtle tool that reduces late actions without starving you of opportunities.
- Align with price.
- The Adaptive HMA overlays directly on price, with length = k × dominant period.
- When price sits on the right side of a rhythm-matched average, noise reads more like noise, and drift reads more like drift.
- Decide with a matrix, not a hunch.
- Instant events (CycleOsc zero-cross, window turn, CycleOsc↔LeadSine cross, price↔Adaptive HMA cross) tell you when something just happened.
- Continuous filters (positions vs zero/LeadSine/Adaptive HMA/window) tell you where things stand now.
- Combine them with Any (OR) or All (AND) logic. Keep it minimal or wire it tight—it’s your framework.
- Exit with symmetry.
- Mirror the same logic for exits. If you prefer fewer switches, rely more on continuous “keep” filters; if you prefer quicker flips, enable instant exit events.
- Add an optional base-currency loss cap to keep risk explicit from the start.
Why this matters
- Timing beats prediction. By leaning on phase/period rather than gut feel, Smart Cycles aims to put you inside the swing, not after it.
- Adaptive by design. Fixed lengths go stale. Matching tools to measured period keeps you from optimizing to yesterday’s market.
- Transparent logic. Nothing is hidden. If a window opens, you’ll see why; if a condition fails, you’ll see where.
- Rooted in research. Inspired by John Ehlers’ signal-processing methods, adapted for practical, on-chart use.
If you value learning as much as outcomes, start with the Manual to understand CycleOsc, LeadSine, Cycle Window, and Adaptive HMA in detail. Then create a simple matrix—one instant event, one filter—and grow it only if results and comfort justify it. Smart Cycles won’t promise effortlessness; it offers structure, feedback, and control—the things that compound real skill over time.
Measure the Market’s Rhythm
Estimates the dominant cycle each bar, so actions focus on the active swing, not the noisy tail or late chase.
Cycle Window Timing
Opens a colored, time-boxed window at oscillator flips; you can restrict entries to its early fraction for disciplined timing control.
Adaptive HMA Alignment
Overlays an HMA whose length tracks the measured period, clarifying drift versus noise and aiding with-the-flow decision context on entries.
Instant Events Matrix
Enable zero-cross, window turn, oscillator cross, or price-HMA cross; combine as Any or All to define actionable triggers for entries.
Continuous Filters
Require positions relative to zero, LeadSine, window, or Adaptive HMA; enforce steady context so actions persist while conditions hold reliably.
Symmetric Exits
Mirror the same event and filter logic for closing, enabling cleaner flips or patient holds depending on chosen combine rules.
Risk in Base Currency
Set a protective stop sized by base-currency loss, keeping downside explicit and tied to entry price and current quantity always.
Transparent, Learnable Design
Built on John Ehlers-inspired signal processing, with clear plots and states that explain why conditions changed and what matters now.
Media
FAQ
Do you have any more questions about our Extension? Let's see if we already have the answer.
Please read the FAQ below.
What exactly is the Cycle Window?
It’s a colored, time-boxed zone that opens when CycleOsc flips relative to LeadSine and lasts roughly half the measured period (green for up, red for down). It marks where participation is most productive.
What does Entry Window Fraction control?
It narrows the usable part of each Cycle Window. For example, 0.5 allows only the earliest half, helping avoid late actions while keeping timely opportunities.
How does Adaptive HMA help?
Adaptive HMA sets its length to k × dominant period, aligning with the measured rhythm. It clarifies drift versus noise and supports “with-the-flow” decisions on the chart.
Should I use “Any” or “All” when combining events?
“Any” fires with one enabled event; “All” waits for everything you checked. Start simple—one instant event plus one filter—then tighten to “All” if you need higher specificity.
Why do windows sometimes appear back-to-back?
In stable cycles, a new flip often arrives right as the prior half-cycle ends, so windows can chain. That’s normal; tighten Entry Window Fraction or add filters if you want pauses.
What if conditions are too quiet or too busy?
Too quiet: widen Entry Window Fraction or enable “Any” combining. Too busy: raise k for a smoother HMA, switch to “All,” or add a zero/LeadSine/HMA position filter.
Does this repaint or revise past signals?
No. The system evaluates on each bar using current inputs and keeps historical states. The Adaptive measurements update bar-to-bar but do not retroactively change prior bars.
How do I handle strong trends where cycles are weak?
Expect fewer quality windows. Increase k (smoother HMA), require price-above/below HMA as a filter, or reduce Entry Window Fraction to focus on only the earliest turns.
How is risk defined in base currency?
Enable the protective stop and set a loss amount in your base currency (e.g., USDT). The system derives a stop level from average entry price and quantity to cap downside.
What ideas is this built on?
Smart Cycles applies John Ehlers-inspired signal-processing (homodyne period detection, Hilbert-style phase) to estimate dominant rhythm and align visuals and conditions accordingly.
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