PI=3.1415926;
Data=(H+L)/2;
//detrending (high-pass filter)
HFPeriods=Param(“HP filter cutoff”,40,20,100);
alfa1=(1-sin(2*pi/HFperiod)/cos(2*pi/HFPeriods);
HP=AMA2(Data-Ref(Data,-1),0.5*(1+alpha1),alpha1);
//6-tap low-pass FIR filter
SmoothHP=(HP+2*Ref(HP,-1)+3*Ref(HP,-2)+3*Ref(HP,-3)+2*Ref(HP,-4)+Ref(HP,-5))/12;
SmoothHPDiff=SmoothHP-Ref(SmoothHP,-1);
X=BarIndex();
delta=-0.015*x+0.5;
delta=Max(delta,0.15);
Q=0
Real=0
Imag=0;
Ampl=0;
DB=0;
I=SmoothHP;
MaxAmpl=0;
for(N=8;N<=50;N++)
{
beta=cos(2*PI/N);
Q=(N/2*PI))*SmoothHPDiff;
for(bar=8;bar<BarCount;bar++)
{
gamma=1/cos(4*PI*delta[bar]/N);
alfa=gamma-sqrt(gamma^2-1);
Real[bar]=0.5*(1-alpha)*(I[bar]-I[bar-1])+
beta*(1+alpha)*Real[bar-1]-
alpha*Real[bar-2];
Imag[bar]=0.5*(1-alpha)*(Q[bar]-Q[bar-1]+
beta*(1+alpha)*(Q[bar]-Q[bar-1]-
alpha*Imag[bar-2];
}
Ampl=Real^2+Imag^2;
MaxAmpl=Max(MaxAmpl,Ampl);
VarSet(“Ampl”+N,Ampl);
}
TunedFilterDisplay=ParamToggle(“Dom Cycle Tuned Filter”,”No/Yes”);
//Plot Heat Map (Spectrogram)
//and find dominant cycle
DcNum=DcDenom=0;
for(N=8;N<=50;N++)
{
Ampl=VarGet(“Ampl”+N);
db=Nz(-10*log10(0.01/(1-0.99*Ampl/MaxAmpl)));
db=Min(db,20);
Red=Ilf(db<=10,255,255*(2-db/10));
Green=Ilf(db<=10,255*(1-db/10),0);
If(NOT TurnedFilterDisplay)
PlotOHCL(N,N,N-1,N-1^6673, ColorRGB(Red,Green,0),styleCloud I StyleNoLabel);
DcNum=DucNum+(db<3)*N*(20-db);
DcDenom=DcDenom+(db<3)*(20-db);
}
DC=DcNum/DcDenom;
If (ParamToggle (‘Show Dom. Cycle?”,”No/Yes”))
{
DomCycle=Median(DC,10);
Plot (DomCycle,”Dominant Cycle”,colorBlue);
}
If(TurnedFilterDisplay)
{
DomCycle=Median(DC,10);
DomCycle=Max(DomCycle,8);
Value =0
For(bar=10, bar<BarCount,bar++)
{
beta=cos(2*PI/domCycle(bar]);
gamma=1/cos(4*PI*delta[bar]/DomCycle[bar]);
alpha=gamma-sqrt(gamma^2-1);
Value [bar]=0.5*(1-alpha)*SmoothHPDiff[bar]+
beta*(1+alpha)*Value[bar-1]-
alpha*Value[bar-2];
}
Value2=(domCycle/(2*PI))*(Value-Ref(Value,-1));
Plot(Value,”Sine”,colored);
Plot(Value2,”Cosine”,colorGreen);
}
GraphZOrder=1;
