Main Features
Smart Cycles - Smart Grid Bot for TWM Trading Platform
TWM
Extensions
STRATEGY
Smart Cycles
Wave Cycle Trading
Strategies
Smart Cycles is a cycle-based trading tool that analyzes how price moves within repeating market waves and cycles, focusing on dynamic momentum shifts instead of fixed ranges or indicators. It uses an adaptive Hull Moving Average to highlight true trends and filters out random noise.
The tool visualizes cycles through a colored band, tracks the oscillator’s crosses and transitions, and locates moments when price aligns with cycle direction or changes trend.
The approach builds on ideas popularized by John Ehlers, including Hilbert transforms and homodyne period detection, to effectively identify market cycles.
By adapting to both short and long cycles in the market, it helps traders spot turning points, trend continuations, and shifts in momentum.
Description
There are four main entry signals that define when trades are triggered:
- Zero Line Cross enters as the oscillator moves above or below zero.
- Cycle Window Turn enters when the colored band changes, marking new cycle direction.
- Oscillator-Lead Line Cross signal catches changes as the oscillator crosses the lead line.
- Price-Hull Moving Average Cross enters as price moves across the adaptive average.
Each entry can be paired with filters that add confirmation by checking if conditions like band color, oscillator position, or price alignment support the signal. Exits work in a similar way, closing trades on opposing signals or indicator reversals.
Traders can adjust parameters to focus on fast cycles or longer trends, fine-tune the smoothness of signals, and control how strictly filters confirm trades. Stop loss and maximum risk limits are built in, and commission types can be matched to spot or futures markets.
Smart Cycles is a flexible system designed for those who prefer to observe, test, and trade market behavior using cycle analysis rather than time-based ranges, making the approach adaptable to any chart or trading style.
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 filte, 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.
Still have a question?
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- Complete source code included
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- Independent from time-based access
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This extension is available inside the TWM desktop platform
Ecosystem Access
Included with a TWM subscription
- Available as part of the TWM ecosystem
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- No separate purchase for this extension required
This extension is available inside the TWM desktop platform
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