Swiss Army Knife Indicator

Swiss Army Knife Indicator (SAKI) was authored by John F. Ehlers. As the name implies the SAKI is many indicators in one. The basic ingredients are current price, previous price, a prior price and feedback. A host of mathematical functions and constants, including pi, sine, cosine, square root and a good portion of the Greek alphabet, are used. The proper ingredients for the calculation of the chosen indicator are applied to a general formula. The user may choose a type from a list of 9 indicators. The user may change the input (midpoint), type, period and a delta1 factor. This indicator’s definition is further expressed in the condensed code given in the calculation below.

How To Trade Using Swiss Army Knife Indicator

No trading signals are calculated for any of these indicators.

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Calculation

//input = price, user defined, default is midpoint price
//type = indicator, user defined, default is E-SMA
//period = user defined, default is 20
//delta1 = user defined, default is 0.1
//E-EMA = indicator, type of exponential moving average
//E-SMA = indicator, type of simple moving average
//GAUSS = indicator, BUTTER = indicator
//SMOOTH = indicator, HP = indicator
//2PHP = indicator, BP = indicator
//BS = indicator
//index = current bar number

c0 = 1, c1 = 0, b0 = 1, b1 = 0, b2 = 0, a1 = 0;
a2 = 0, alpha = 0, beta1 = 0, gamma1 = 0;
n = 0;
if (type == "E-SMA") n = period;
filt = price;
prevP1 = price[index-1];
prevP2 = price[index-2];
priorP = price[index-n];
prevFilt1 = ifNull(price, filt[index-1]); //feedback ingredent
Filt2 = ifNull(price, filt[index-2]); //feedback ingredent
filt = 0;
twoPiPrd = (2 * Math.PI)/period;
if (type == "E-EMA")
    alpha = (Math.cos(twoPiPrd) + Math.sin(twoPiPrd) -1) / Math.cos(twoPiPrd);
    b0 = alpha;
    a1 = 1 - alpha;
endIf
if (type == "E-SMA")
    c1 = 1 / n;
    b0 = 1 / n;
    a1 = 1;
endIf
if (type == "GAUSS")
    beta1 = 2.451 * (1 - Math.cos(twoPiPrd));
    alpha = -beta1 + Math.sqrt(beta1*beta1 + 2*beta1);
    c0 = alpha * alpha;
    a1 = 2 * (1 - alpha);
    a2 = -(1 - alpha) * (1 - alpha);
endIf
if (type == "BUTTER")
    beta1 = 2.451 * (1 - Math.cos(twoPiPrd));
    alpha = -beta1 + Math.sqrt(beta1*beta1 + 2*beta1);
    c0 = alpha*alpha / 4;
    b1 = 2;
    b2 = 1;
    a1 = 2 * (1 - alpha);
    a2 = -(1 - alpha) * (1 - alpha);
endif
if (type == "SMOOTH")
    c0 = 1 /4;
    b1 = 2;
    b2 = 1;
endIf
if (type == "HP")
    alpha = (Math.cos(twoPiPrd) + Math.sin(twoPiPrd) -1) / Math.cos(twoPiPrd);
    c0 = 1 - alpha / 2;
    b1 = -1;
    a1 = 1 - alpha;
endIf
if (type == "2PHP")
    beta1 = 2.451 * (1 - Math.cos(twoPiPrd));
    alpha = -beta1 + Math.sqrt(beta1 * beta1 + 2 * beta1);
    c0 = (1 - alpha / 2) * (1 - alpha / 2);
    b1 = -2;
    b2 = 1;
    a1 = 2 * (1 - alpha);
    a2 = -(1 - alpha) * (1 - alpha);
endIf
if (type == "BP")
    beta1 = Math.cos(twoPiPrd);
    gamma1 = 1 / Math.cos(720 * delta1 / period);
    alpha = gamma1 + Math.sqrt(gamma1 * gamma1 - 1);
    c0 = (1 - alpha) / 2;
    b2 = -1;
    a1 = beta1 * (1 + alpha);
    a2 = -alpha;
endIf
if (type == "BS")
    beta1 = Math.cos(twoPiPrd);
    gamma1 = 1 / Math.cos(720 * delta1 / period);
    alpha = gamma1 - Math.sqrt(gamma1 * gamma1 - 1);
    c0 = (1 + alpha) / 2;
    b1 = -2 * beta1;
    b2 = 1;
    a1 = beta1 * (1 + alpha);
    a2 = -alpha;
endIf
Plot: filt = c0 * ((b0*price) + (b1*prevP1) + (b2*prevP2) + (a1*prevFilt1) + (a2*prevFilt2) - (c1*priorP));