Cycle Highlighter for Amibroker (AFL)

jaredliang

over 14 years ago

Amibroker (AFL)

Derived from Millard’s “Tribute to J M Hurst” book, using centered MAs to
visualize the cyclic components and a ‘best fit’ sine wave (red) to
extrapolate to the right-hand edge.

The sine wave is anchored at the most recent trough or peak in the cycle
highlighter line. The red and blue spikes show the start point of each plot
as far as the correlation goes. Change the “Best fit # recent cycles”
parameter to move these. In the title, the first correlation number (blue)
is the correlation coefficient between the cycle highlighter and the fitted
sine wave in the best fit ‘window’ and the red number in brackets is the
correlation between the price and the sine wave over the projected end
period (from where the cycle highlighter stops to the right-edge).

Screenshots

6 comments

Leave Comment

Please login here to leave a comment.