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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Dominant Cycle for Amibroker (AFL)
Dominant Cycle code as per Ehlers Book “Rocket science for Traders”
Screenshots
Indicator / Formula
// KCCI - Adaptive CCI by Karthimarar
// Details at website www.tatechnics.in
_SECTION_BEGIN("Dominant Period");
SetBarsRequired( 1000, 1000);
prc = ( High + Low ) / 2;
Cyclepart = 0.7 ;
pi=4*atan(1);
RTD=180/pi;
DTR=pi/180;
Smooth[0] = Detrender[0] = I1[0] = Q1[0] = jI[0] = jQ[0] = I2[0] = I3[0] = Q3[0] = Q2[0] = Re[0] = Re1[0] =Im[0] = Im1[0] = 0;
Period[0] = Period1[0] = alpha = cycle = SmoothPeriod[0] = imagpart[0] = realpart[0] = DCPhase[0] = 0;
for ( i = 6; i < BarCount; i++ )
{
Smooth[i] = ( 4 * prc[i] + 3 * prc[i-1] + 2 * prc[i-2] + prc[i-3] ) / 10;
Cycle[i] = ((1-0.5*alpha[i])^2)*(Smooth[i] - 2*Smooth[i-1] + Smooth[i-2]) + 2*(1-alpha[i])*Cycle[i-1] - ((1-alpha[i])^2)*Cycle[i-2];
AmpCorr[i] = 0.075 * Period[i-1] + 0.54;
Detrender[i] = ( 0.0962 * Smooth[i] + 0.5769 * Smooth[i-2] - 0.5769 * Smooth[i-4] - 0.0962 * Smooth[i-6] ) * AmpCorr[i];
Q1[i] = ( 0.0962 * Detrender[i] + 0.5769 * Detrender[i-2] - 0.5769 * Detrender[i-4] - 0.0962 * Detrender[i-6] ) * AmpCorr[i];
I1[i] = Detrender[i-3];
jI[i] = ( 0.0962 * I1[i] + 0.5769 * I1[i-2] - 0.5769 * I1[i-4] - 0.0962 * I1[i-6] ) * AmpCorr[i];
jQ[i] = ( 0.0962 * Q1[i] + 0.5769 * Q1[i-2] - 0.5769 * Q1[i-4] - 0.0962 * Q1[i-6] ) * AmpCorr[i];
I2[i] = I1[i] - jQ[i];
Q2[i] = Q1[i] + jI[i];
I3[i] = 0.2 * I2[i] + 0.8 * I3[i-1];
Q3[i] = 0.2 * Q2[i] + 0.8 * Q3[i-1];
Re[i] = I3[i] * I3[i-1] + Q3[i] * Q3[i-1];
Im[i] = I3[i] * Q3[i-1] - Q3[i] * I3[i-1];
Re1[i] = 0.2 * Re[i] + 0.8 * Re1[i-1];
Im1[i] = 0.2 * Im[i] + 0.8 * Im1[i-1];
{
if ( Im1[i] != 0 AND Re1[i] != 0 ) Period1[i] = 360*DTR / atan( Im1[i] / Re1[i] );
else
Period1[i] = Period1[i-1];
}
{
if ( Period1[i] > 1.5 * Period1[i-1] ) Period2[i] = 1.5 * Period1[i-1];
else
{
if ( Period1[i] < 0.67 * Period1[i-1] ) Period2[i] = 0.67 * Period1[i-1];
else
Period2[i] = Period1[i];
}
}
{
if ( Period2[i] < 6 ) Period3[i] = 6;
else
{
if ( Period2[i] > 50 ) Period3[i] = 50;
else
period3[i]=Period2[i];
}
}
Period[i] = 0.2 * Period3[i] + 0.8 * Period[i-1];
SmoothPeriod[i] = 0.33 * Period[i] + 0.67 * SmoothPeriod[i-1];
}
GraphXSpace=5;
Plot(smoothPeriod,"Dominant Cycle",colorLime,1);
_SECTION_END();
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