Cycle Highlighter Auto Best Fit

/
_SECTION_BEGIN("Cycle Highlighter (auto best");
function TriMA(array,periods)
  {
   pds = (periods+1)/2;
   pds = IIf(frac(pds)==0, pds, pds+1);
   return MA( MA(array,pds), pds);
  }

function CycleHighlighter(Periods,Price)
  {
   P1 = int(Periods*1.5);  //due to lag characteristics of Tri MA
   P1 = IIf(frac(P1/2)==0,P1+1,P1);
   P2 = int(p1/2);
   P2 = IIf(frac(P2/2)==0,P2+1,P2);
   MA1 = TriMA(Price,P1);
   MA2 = TriMA(Price,P2);
   PC1 = (P1-1)/2;  //Centre MAs
   PC2 = (P2-1)/2;
   CMA1 = Ref(MA1,PC1);
   CMA2 = Ref(MA2,PC2);
   Cyhi = CMA2-CMA1;
   global Revcount;
   global end;
   Revcount = LastValue( BarIndex() ) - BarIndex();
   end = revcountRef(Basecycle,-1) AND end==0;
	BCStart = IIf(ValueWhen(BCpk OR BCtr,BCpk,1), ValueWhen(BCpk,BarIndex(),1+Lookbackcycles), ValueWhen(BCtr,BarIndex(),1+Lookbackcycles) ) ;
	BCStart = BarIndex()==LastValue( ValueWhen(end==0,BCStart,1) );
	
	//derive *recent* average wavelength of Base Cycle (over # of lookbackcycles) from peaks and troughs
	BCpkpds = LastValue( ValueWhen(BCpk,BarIndex(),1) - ValueWhen(BCpk,BarIndex(),1+LookbackCycles) ) / LookbackCycles;
	BCtrpds = LastValue( ValueWhen(BCtr,BarIndex(),1) - ValueWhen(BCtr,BarIndex(),1+LookbackCycles) ) / LookbackCycles;
	BCpds = (BCpkpds+BCtrpds)/2;
	
	Periods = IIf(Method==0, Periods, BCpds);	

	//now determine suitable amplitude from StDev of Base Cycle during "best fit" window
	sineamplitude = LastValue( StDev( BaseCycle, LastValue(BarsSince(BCStart)) ) *1.5);
	
	//now determine where sine wave is anchored to BaseCycle
	//i.e., most recent of a BaseCycle Peak or Trough
	pkOffset = LastValue( ValueWhen(BCpk,BarIndex(),1) )-2;  
	trOffset = LastValue( ValueWhen(BCtr,BarIndex(),1) )-2;
	//Offset = (pkOffset+trOffset)/2;
	if ( LastValue( ValueWhen(BCpk OR BCtr,BCpk,1) ) )     //RECENT ANCHOR POINT IS A PEAK
 	 {	sine = sin( (Cum(1)-pkOffset+Periods/4)/Periods * 6.283185 ); }
	if ( LastValue( ValueWhen(BCpk OR BCtr,BCtr,1) ) )     //RECENT ANCHOR POINT IS A TROUGH
 	 {	sine = sin( (Cum(1)-trOffset+Periods*3/4)/Periods * 6.283185 ); }	
	return sine*sineamplitude;
  }

//----------------------------------------------------------------------------------//

Price = IIf(ParamToggle("Price Field", "Mid Price | Close", 0)==0, (H+L)/2 , C);
MincycNo = Param("# Cycles Min", 2, 1, 5);
MinWL = Param("Wavelength Min", 39, 3, 350, 2); 
MaxWL = Param("Wavelength Max", 151, 3, 500, 2); 
Method = ParamToggle("Sine Wavelength", "As Base Cycle | Best Fit", 0);
Method2 = ParamToggle("Correlate Sine to:", "Price | Cycle Highlighter", 0);

RefCor = 0;
for (Cyc=5; Cyc>=MincycNo; Cyc--)
	for ( pds=MaxWL; pds>=MinWL; pds=pds-2)
  	 {
		LoopCycle = CycleHighlighter(Pds,Price);
		Loopsine = AnchoredSine(LoopCycle,Cyc,Method,Pds);
		
		//define peaks/troughs in reference anchored sine
		Sinepk = HHVBars(Loopsine,5)==2 AND LoopsineRef(Loopsine,-1); 
		
		//Find difference between Reference Sine and Base Cycle start points over entire length of "lookback" cycles
		SineStart = IIf(ValueWhen(BCpk OR BCtr,BCpk,1), ValueWhen(Sinepk,BarIndex(),1+Cyc), ValueWhen(Sinetr,BarIndex(),1+Cyc) ) ;
		SineStart = BarIndex()==LastValue( ValueWhen(end==0,SineStart,1) );
				
		//Correlation between Sine and base Cycle over "lookback" window
		LookbackBars = LastValue( Max(BarsSince(BCStart),BarsSince(sineStart))-BarsSince(end==0) );
		//CorSineBC = LastValue( ValueWhen(end==0,Correlation(Price,LoopSine,Lookbackbars),1) );
		CorSinePr = LastValue( ValueWhen(end==0,Correlation(Price,Loopsine,Lookbackbars),1) );
		CorSineBC = LastValue( ValueWhen(end==0,Correlation(LoopCycle,LoopSine,Lookbackbars),1) );

		//Correlation between Sine and Price in "end" period
		EndBars = LastValue( BarsSince(end==0) );
		CorEnd = LastValue( Correlation(Price,LoopSine,EndBars) );

		CorPr = ( (CorSinePr*Lookbackbars)+(CorEnd*Endbars) ) / (Lookbackbars+Endbars);
		CorCycHi = ( (CorSineBC*Lookbackbars)+(CorEnd*Endbars) ) / (Lookbackbars+Endbars);
		Cor = IIf(Method2==0,CorPr,CorCycHi);

		if ( Cor>RefCor AND LastValue(IsTrue(Loopsine)) )
	 	{	Cycle = LoopCycle;
			Refsine = Loopsine; 
			Endplot = End; 
			CycPds = pds;   
			CycNo = Cyc;
			RefCor = Cor; 
			RefCorSineBC = CorSineBC;
			RefCorEnd = CorEnd; 
			BCst = BCStart;
			Sst = sinestart;
			SineWavelength = LastValue( ValueWhen(sinepk OR sinetr,BarIndex(),1) - ValueWhen(sinepk OR sinetr,BarIndex(),3) );
			NextPk = Max( 0, sinewavelength - LastValue(BarsSince(sinepk)) - 2 );
			NextTr = Max( 0, sinewavelength - LastValue(BarsSince(sinetr)) - 2 );
			sinamp = IIf(LastValue(ValueWhen(BCpk OR BCtr,BCpk,1)), sineamplitude, -sineamplitude); }
	  }

//-------------------------------------------------------------------------------//

//Predicted date & time of next peak or trough (for title)
Bars = IIf(Nextpk1," base cycles"," base cycle") + EncodeColor(colorGrey50)
       + "\nprojected next: " + EncodeColor(colorDarkRed) + Type + " in " + NumToStr(Bars,1.0) + WriteIf(Bars>1," bars"," bar") + EncodeColor(colorGrey50)
		+ "\ncorrelation = " + EncodeColor(colorGreen) + NumToStr(RefcorSineBC,1.2) + EncodeColor(colorRed) + " (" + NumToStr(RefCorEnd,1.2) + ")"; 

Plot(Refsine,"",colorRed,styleNoLabel);
Plot( 0, "", colorLightGrey, styleNoLabel);
Plot(BCst*sinamp,"",colorGreen,styleNoLabel);
Plot(SSt*sinamp,"",colorRed,styleNoLabel);

Plotcolour = IIf(endplot, colorLightGrey, ParamColor("Colour",colorGreen) );
Plot( Cycle, "", Plotcolour,  ParamStyle("Style",styleThick) | styleNoLabel ); 
_SECTION_END();