Hi byakuren81

Thank you so much for you help and feedback. I learned a great deal from studying the code you provided, and will now try to implement it.

I will do as you advise and focus on the super smoother, decyclers and band-pass filter, as well as the improvements to the RSI.

I was also very interested to read your comments on the applicability of the dominant cycle to mean reverting markets such as the stock market. I recently read Keith Fitschen's book 'Building Reliable Trading Systems' and he talks about this extensively for stocks, commodities and forex. He writes that his research indicates that currencies paired with the US dollar are generally trend-following instruments, while the rest are generally counter-trend instruments, at least on daily bars. On intra-day bars, he believes there is a greater bias towards trend-following. I plan to look into this further, and would be more than happy to share my results if you're interested.

Thanks again for taking the time to reply, it really was a great help.

Cheers