// Downloaded From https://www.WiseStockTrader.com SetBarsRequired(100000,100000); pi=4*atan(1); RTD=180/pi; DTR=pi/180; SetOption( "initialequity", 50000 ); /* starting capital */ //PositionSize = -10; /* trade size will be 10% of available equty */ function CyclePeriod(array, alpha) // Figure 9.4 on p. 111 { smooth = (array + 2*Ref(array, -1) + 2*Ref(array, -2) + Ref(array, -3))/6; for(i = 0; i < 7; i++) { cycle[i]=array[i]; // Initialize early values and as array InstPeriod[i] = 0; // Initialize early values and as array DeltaPhase[i] = 0; cycle[i]=0; Period[i]=0; } for(i = 6; i < BarCount; i++) { cycle[i] = (1 - .5*alpha)*(1 - .5*alpha)*(smooth[i] - 2*smooth[i-1] + smooth[i-2]) + 2*(1 - alpha)*cycle[i-1] - (1 - alpha)*(1 - alpha)*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]; //Compute Dominant Cycle Phase DCPeriod[i] = int(Period[i]); RealPart[i] = 0; ImagPart[i] = 0; for (Count1=0; Count1 < DCPeriod[i] ;Count1++) { if ((i-Count1) > 0) { RealPart[i] = RealPart[I] + sin(360*DTR*Count1/DCPeriod[i]) * Cycle[i-Count1]; ImagPart[i] = ImagPart[i] + cos(360*DTR*Count1/DCPeriod[i]) * Cycle[i-Count1]; } } if (abs(ImagPart[i]) > 0.001) { DCPhase[i] = atan(RealPart[i]/ImagPart[i])*RTD; }; if (abs(ImagPart[i]) <= 0.001) { DCPhase[i] = 90*sign(RealPart[i]); }; DCPhase[i] = DCPhase[i] + 90; if (ImagPart[i] < 0) DCPhase[i] = DCPhase[i] + 180; if (DCPhase[i] > 315) DCPhase[i] = DCPhase[i] - 360; } return DCPhase; } Med = (H+L)/2; // CyclePeriod CP = CyclePeriod(Med, .07); SineWave = sin(CP*DTR); LeadSine = sin((CP+45)*DTR); Buy =Cross(Sinewave,LeadSine); Sell =Cross(LeadSine, Sinewave); Plot(SineWave , "SineWave ", colorBlue, styleLine); Plot(LeadSine , "LeadSine ", colorRed, styleLine);