[amibroker] Ehler's SineWave Indicator Code check form AB GURU please.

["mmqp" <mmqp@xxxxxxxxx>]

Hi,
Can any AB guru who is familiar with Ehler's work check to see if the
following SineWave Indicator code is correct?  TIA

SetBarsRequired( 200, 0 );

// Ehlers Sine Wave Indicator
// Cybernetic Analysis for Stocks and Futures
// Chapter 11, p. 154.
// Original code is at:

function CyclePeriod(array, alpha)
// Figure 9.4 on p. 111
{
  smooth = (array + 2*Ref(array, -1) + 2*Ref(array, -2) + Ref(array,
-3))/6; // Weighted Average

//  for(i = 0; i < 7; i++) cycle[i]=array[i]; // Initialize early
values and as array

  for(i = 0; i < 6; i++) {
     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)];

     //----- End median calculation

     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];
  }
  return Period;
}

function CyberCycle( array, alpha )
{
  smooth = ( array + 2 * Ref( array, -1 ) +
             2 * Ref( array, -2 ) + Ref( array, -3 ) ) / 6;
  // init value
  Cycle = ( array[ 2 ] - 2 * array[ 1 ] + array[ 0 ] )/4;
  for( i = 6; i < BarCount; i++ )
  {
     Cycle[ i ] = ( ( 1 - 0.5 * alpha) ^ 2 ) *
                  ( smooth[ i ] - 2 * smooth[ i - 1 ] + smooth[ i - 2] ) +
                  2 * ( 1 - alpha ) * Cycle[ i - 1 ] -
                  ( ( 1 - alpha) ^ 2 ) * Cycle[ i - 2 ];
  }
  return Cycle;
}

// compute cycle
Cycle = CyberCycle( (H+L)/2, 0.07 );

// Compute Dominant Cycle.
dominantPeriod = CyclePeriod ( (H+L)/2, 0.07 );

// Compute Dominant Cycle Phase.
DCPeriod = int ( LastValue(dominantPeriod) );
RealPart = 0;
ImagPart = 0;

for ( Count = 0 ; Count < DCPeriod ; Count++ ) {
  RealPart = RealPart + ( sin (360 * (Count/DCPeriod)) * (Cycle[Count]));
  ImagPart = ImagPart + ( cos (360 * (Count/DCPeriod)) * (Cycle[Count]));
}

if ( abs(ImagPart) > 0.001 ) { DCPhase = atan (RealPart/ImagPart); }
if ( abs(ImagPart) <= 0.001 ) { DCPhase = 90 * sign (RealPart); }

DCPhase = DCPhase + 90;

if ( ImagPart < 0 ) { DCPhase = DCPhase + 180; }
if ( DCPhase > 315 ) { DCPhase = DCPhase - 360; }

Plot ( sin (DCPhase) , "Sine" , colorBlue , styleLine + styleThick );
Plot ( sin (DCPhase + 45), "LeadSine", colorRed , styleLine +
styleThick );




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