This is an independent implementation of public cycle-trading concepts. It is not Camel Finance's proprietary indicator or a verified replica.
The rules, in order
- Wait for a local price low with two higher lows to its right. The default detection delay is at least two closed candles.
- Accept the candidate after the minimum cycle spacing, or after the last anchor fails.
- Confirm only when price closes above SMA 10, MACD (12, 26, 9) is bullish, and price closes above the candidate candle's high.
- Record the confirmation at the current candle close. Preserve it if price later breaks the anchor; add a separate failure event.
- Project the next timing window from the low's date. Defaults: 35–65 daily candles or 18–36 weekly candles. These are adjustable assumptions.
What is supported by the research?
The published CF documentation describes cycle lows, timing windows, confirmation states, SMA, fast/slow EMA adjustments and overbought/oversold thresholds. It does not disclose the full formula. MACD and the pivot rules here are our own implementation choices.
Reading the chart
SEED initializes the count. CONF is a new confirmed low. REPL replaces a failed low before normal minimum spacing. FAIL records invalidation of the active anchor. Green shading projects timing only; its height is not a price target. Left/Mid/Right describes the peak position within a completed low-to-low interval, using our 45% and 55% thresholds.
Data and limits
Public Binance spot candles, quoted in USDT, loaded directly from its market-data API. Only closed candles enter the study. Refresh retrieves the latest available closed candles. While visible, the page also checks every five minutes; checks pause during replay and while a dialog is open. The displayed price is the last closed candle, not a live tick. Failed refreshes retain the last snapshot with a warning; delayed or incomplete provider data is never silently treated as fresh. Settings remain in this browser. Data, symbol changes, settings and the available history can change results. Daily and weekly studies run separately; yearly cycles and simultaneous multi-timeframe overlays are not implemented. No strategy backtest has been performed.
The replay recomputes each prefix without future candles. It tests information timing, not profitability. A first seed depends on the beginning of the loaded dataset; use the same history for comparisons.
Primary sources
TradingView Lightweight Charts™. Copyright (с) 2025 TradingView, Inc. tradingview.com. This app is independent of TradingView and Camel Finance.