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Details:

Formula name: Adaptive Cyber Cycle
Author/Uploader: Robert Dunbar - (email hidden)
Date/Time added: 2012-07-16 08:46:42
Origin: London
Keywords: Adaptive Cyber Cycle, John Ehler
Level: medium
Flags: indicator
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Description:

You can contact me at "info at coding4ab dot com"

Formula:

//==================================
//==================================
// From John Ehler's book ===
// Rocket Science for Traders ===
// ===
// AFL By Robert Dunbar ===
//==================================
//==================================

Arrows = ParamToggle( "Buy/Sell Arrows", "No|Yes", 1 );
PriceIn = ( ( H + L ) / 2 );
alpha = Param( "Alpha", 0.07, 0.01, 0.4, 0.01, 0.01 );
Len = Param( "Length", 8, 1, 25, 1, 1 );
BullSig = BearSig = Trigger = Cycle = InstPeriod = Period = AdaptCycle =
DeltaPhase = 0;

SmoothX = ( PriceIn + 2 * Ref( PriceIn, -1 ) + 2 * Ref( PriceIn, -2 ) + Ref(
PriceIn, -3 ) ) / 6;


for ( i = 6; i < BarCount; i++ )

Cycle[i] = ( ( 1 - 0.5 * alpha ) ^ 2 ) * ( SmoothX[ i ] - 2 * SmoothX[ i -
1 ] + SmoothX[ i - 2] ) + 2 * ( 1 - alpha ) * Cycle[ i - 1 ] - ( ( 1 - alpha ) ^
2 ) * Cycle[ i - 2 ];
Q1[i] = ( .0962 * cycle[i] + .5769 * cycle[i-2] - .5769 * cycle[i-4] -
.0962 * cycle[i-6] ) * ( .5 + .08 * InstPeriod[i-1] );
I1[i] = cycle[i-3];

if ( Q1[i] != 0 AND Q1[i-1] != 0 )
DeltaPhase[i] = ( I1[i] / Q1[i] - I1[i-1] / Q1[i-1] ) / ( 1 + I1[i] *
I1[i-1] / ( Q1[i] * Q1[i-1] ) );

if ( DeltaPhase[i] < 0.1 )
DeltaPhase[i] = 0.1;

if ( DeltaPhase[i] > 1.1 )
DeltaPhase[i] = 1.1;


//----- Speed up the median calculation by placing it inline
mlen = 5;

for ( k = mlen - 1; k >= 0; k-- )

temparray[k] = DeltaPhase[i + k - ( mlen - 1 )];
}

temp = 0;

for ( k = mlen - 1; k > 0; k-- )

for ( j = mlen - 1; j > 0; j-- )

if ( temparray[j-1] > temparray[j] )

temp = temparray[j-1];
temparray[j-1] = temparray[j];
temparray[j] = temp;
}
}
}

MedianDelta[i] = temparray[mlen - 1 - ( mlen / 2 )];

if ( MedianDelta[i] == 0 )
DC[i] = 15;
else
DC[i] = 6.28318 / MedianDelta[i] + .5;

InstPeriod[i] = .33 * DC[i] + .67 * InstPeriod[i-1];

Period[i] = .15 * InstPeriod[i] + .85 * Period[i-1];

Alpha1[i] = 2 / ( Period[i] + 1 );

AdaptCycle[i] = ( 1 - 0.5 * Alpha1[i] ) * ( 1 - 0.5 * Alpha1[i] ) * (
SmoothX[i] - 2 * SmoothX[i-1] + SmoothX[i-2] ) + 2 * ( 1 - Alpha1[i] ) *
AdaptCycle[i-1] - ( 1 - Alpha1[i] ) * ( 1 - Alpha1[i] ) * AdaptCycle[i-2];
}

Trigger = Ref( AdaptCycle, -1 );

BullSig = IIf( Cross( AdaptCycle, Trigger ), True, False );
BearSig = IIf( Cross( Trigger, AdaptCycle ), True, False );


Plot( AdaptCycle, "AdaptCycle", colorLightBlue );
Plot( Trigger , "Trigger", colorRed );
Plot( 0 , "", colorWhite, styleDashed );

if ( Arrows )

PlotShapes( shapeUpArrow*BullSig, colorBrightGreen );
PlotShapes( shapeDownArrow*BearSig, colorRed );
}