Here is the Python code if you are interested def DominantCycle_ZeroCrossings (Close, PeriodH=48, PeriodL=10, Period=20, delta=0.7, return_cycle=1): BP = np.zeros(len(Close)) HP = np.zeros(len(Close)) Peak=np.zeros(len(BP)) Real=np.zeros(len(Peak)) DC=np.zeros (len(BP)) counter=np.zeros (len(BP))