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_SECTION_BEGIN("Ehler's Dominant Cycle1");
//derived from
http://www.mesasoftware.com/Seminars/TAG22RocketScience.ppt#294,12,Cy
cle Period Code (cont)
SetBarsRequired(200,0);
P=(H+L)/2;
{Period=0; jI=0;jQ=0;I1=0;I2=0;Q2=0;Q1=0; X1=0;X2=0;Y1=0;Re=0;Im=0;
}
//Smooth with less than one bar lag
Smoother=(4*P+3*Ref(P,-1) +2*Ref(P,-2) +Ref(P,-3))/10;
//detrend with linear phase
Detrender=(.25*Smoother+.75*Ref(Smoother,-2) -(.75*Ref(Smoother,-4))-
(.25*Ref(Smoother,-6)))*(.046*Ref(period,-1)+.332);
//Compute InPhase and Quadrature components
Q1=(.25*Detrender+.75*Ref(Detrender,-2)-.75*Ref(Detrender,-4)-.25*Ref
(Detrender,-6)*(.046*Ref(Period,-1)+.332));
I1=Ref(Detrender,-3);
//advance the phase of I1 and Q1 by 90 degrees
jI=.25*I1+.75*Ref(I1,-2) -.75*Ref(I1,-4)-.25*Ref(I1,-6);
jQ=.25*Q1+.75*Ref(Q1,-2) -.75*Ref(Q1,-4)-.25*Ref(Q1,-6);
//Phasor addition to equalize amplitude due to quadrature
calculations (and 3 bar averaging)
I2=I1-jQ;
Q2=Q1+jI;
//Smoothe the I and Q components before applying the discriminator
I2=.15*I2+.85*Ref(I2,-1);
Q2=.15*Q2+.85*Ref(Q2,-1);
//Homodyne Discriminator
//Complex Conjugate Multiply
X1=I2*Ref(I2,-1);
X2=I2*Ref(Q2,-1);
Y1=Q2*Ref(Q2,-1);
Y2=Q2*Ref(I2,-1);
Re=X1+Y1;
Im=X2-Y2;
//Smooth to remove undesired cross products
Re=.2*Re+.8*Ref(Re,-1);
Im=.2*Im+.8*Ref(Im,-1);
//Compute cycle period
for(i=1;i<BarCount;i++)
{
if (Im[i] != 0 AND Re[i] != 0)
Period[i]=(360/atan(Im[i]/Re[i]));
else Period[i]=0;
if (Period[i]>(1.5*(Period[i-1])))
Period[i]=(1.5*(Period[i-1]));
else if (Period[i]<(.67*Period[i-1]))
Period[i]=(.67*(Period[i-1]));
else if (Period[i]<6)
Period[i]=6;
else if (Period[i]>50)
Period[i]=50;
}
Period=.2*Period+(.8*Ref(Period,-1));
Plot(Period,"CyclePeriod",colorRed,styleLine);
_SECTION_END();
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.26/598 - Release Date: 12/22/2006 3:22 PM
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