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I haven't had the chance to type in the code and test it yet.
But Ehlers's book - Rocket Science for Traders - has a chapter
on making indicators adaptive to what he calls Homodyne
Discriminator. Supposedly, it is an instantaneous
cycle period. He includes code for RSI, Stochastic, and
CCI.
The book does have a lot of EL code.
allister
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