Cyber Cycle System
Revolutionize your trading approach with the Cyber Cycle System AFL for Amibroker. This innovative system, available for free download, utilizes advanced algorithms to identify cyclical market trends. With seamless integration with the Amibroker data feed, the Cyber Cycle System offers traders a comprehensive tool for recognizing cyclical patterns, enabling more informed trading decisions. Download this AFL to stay ahead of market cycles and enhance your ability to navigate evolving market trends.
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_SECTION_BEGIN("CyberCycle1.1");
//SetBarsRequired( 200, 0 );
// Ehlers CyberCycle
// Cybernetic Analysis for Stocks and Futures
// Chapter 4, p. 33. Code on p. 38.
// Original code is at:
// http://www.traders.com/Documentation/FEEDbk_docs/Archive/052004/TradersTips/TradersTips.html#amibroker
function Fisher(array)
// Figure 1.7 on p. 7
{
F = array;
F = .25 * log((1+ array)/(1 - array)) + .5 * Ref(F, -1);
return F;
};
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 ];
}
MaxCycle = HHV(Cycle, 14);
MinCycle = LLV(Cycle, 14);
for (i = 0; i < BarCount; i++) {
if (MaxCycle[i] != MinCycle[i]) {
Value1[i] = (Cycle[i]-MinCycle[i])/(MaxCycle[i] - MinCycle[i]);
Value2[i] = (4*Value1[i] + 3*Value1[i-1] + 2*Value1[i-2] + Value1[i-3])/10;
Value2[i] = 2*(Value2[i] -.5);
};
}
return Value2;
}
// get log price
logprice = ln(Close);
OA1 = (logprice - Ref(logprice, -1))/sqrt(1);
// get change in bar and multiply it by the change in square root of time between yesterday and today
n = 0;
totalprice[0]= 0;
for (i = BarCount-1; i>=1; i--){
n = n + 1;
deltaPrice[i] = OA1[i]*(sqrt(n) - sqrt(n-1));
totalprice[i] = totalprice[i] + OA1[i]*(sqrt(n));
};
// get NMR
natCoef = Sum(deltaPrice, 40)/Sum(totalprice, 40);
Cycle = CyberCycle( (H+L)/2, .07);
Plot( Cycle, "Stoc CyberCycle", colorRed );
Plot( Ref(Cycle, -1), "Trigger", colorLightBlue);
PlotGrid(0.80, colorLightGrey);
PlotGrid(-0.80, colorLightGrey);
_SECTION_END();