stationary time series decomposition pine source

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © DarkPoolTrading
// Based on the Function Sine Wave Indicator by RicardoSantos

//@version=5
indicator(title='Function Cosine Wave', precision=12)






wave_height = input(100)
wave_duration = input(161)
wave_duration_bigwave = input(217)

n = bar_index

f_cosine_wave(_wave_height, _wave_duration) =>
    _pi = 3.14159265359
    _w = 2 * _pi / _wave_duration
    _cosine_wave = _wave_height * math.sin(_w * n + _pi / 2)
    _cosine_wave

f_cosine_wave2(_wave_height, _wave_duration_bigwave) =>
    _pi = 3.14159265359
    _w2 = 2 * _pi / _wave_duration_bigwave
    _cosine_wave2 = _wave_height * math.sin(_w2 * n + _pi / 2)
    _cosine_wave2

wave = f_cosine_wave(wave_height, wave_duration)
//wave2 = f_cosine_wave(wave_height, close)
big_wave = f_cosine_wave2(wave_height, wave_duration_bigwave)

plot(series=wave, title='Normal', color=color.new(#FFFFFF, 0))
plot(series=big_wave, title='Normal', color=color.new(#FFFFFF, 0))

//plot(series=wave2, title='Price as cycle duration', color=#C9A0DC)

//end of this part


//end of this part


//study(title="[RS]Compounded Risk Score", shorttitle="CRS")
//  if you took a trade for every bars close for the duration of the length
//  how would those trades fair atm?
//  values closer to (100 | -100) are better for its (bull | bear), closer to 0 will be closer to break eaven.
//  this indicator is optimal for trending markets.

length = input(100)
avg_length = input(25)

f_compound_risk(_source, _length) =>
    _total = 0.0
    _absolute = 0.0
    for _i = 1 to _length by 1
        _container0 = _total
        _container1 = _absolute
        _total := _container0 + _source[0] - _source[_i]
        _absolute := _container1 + math.abs(_source[0] - _source[_i])
        _absolute
    if _total > 0
        _container = _total
        _total := _total / _absolute
        _total
    else
        _container = _total
        _total := 0 - math.abs(_container) / _absolute
        _total
    _total * 100

//inp = input(close)

cr = f_compound_risk(wave, length)
ma = ta.ema(cr, avg_length)

plot(series=cr, color=color.new(color.black, 0))
plot(series=ma, color=color.new(color.navy, 0))
hline(100)
hline(50)
hline(0)
hline(-50)
hline(-100)

//end of this part