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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);