The TS code for the CyberCycle strategy as defined by Ehlers. The interesting thing is that this strategy can generate good returns when executed in reverse mode (do exactly the opposite as Mr. Ehlers suggested :)) on volatile instruments (best candidate is GBPJPY) and a time frame around 240 min in order ot avoid too frequent trading. Alternatively you can run it on range bars of ca. 50 pips. It shouldn't be difficult to port the strategy to Zorro and play with it.

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Inputs: Price((H+L)/2) ,alpha(.07), Lag(9), Reverse(false);
Vars: Smooth(0),
Cycle(0),
alpha2(0),
Signal(0);
Smooth = (Price + 2*Price[1] + 2*Price[2] + Price[3])/6;
Cycle = (1 - .5*alpha)*(1 - .5*alpha)*(Smooth - 2*Smooth[1] + Smooth[2]) + 2*(1 - alpha)*Cycle[1] - (1 - alpha)*(1 - alpha)*Cycle[2];

If currentbar < 7 then Cycle = (Price - 2*Price[1] + Price[2]) / 4;
alpha2 = 1 / (Lag + 1);
Signal = alpha2*Cycle + (1 - alpha2)*Signal[1];

If Reverse then begin
If Signal Crosses Over Signal[1] then Buy Next Bar on Open;
If Signal Crosses Under Signal[1] then Sell Short Next Bar on Open;
end Else begin
If Signal Crosses Under Signal[1] then Buy Next Bar on Open;
If Signal Crosses Over Signal[1] then Sell Short Next Bar on Open;
end;

If MarketPosition = 1 and PositionProfit < 0 and BarsSinceEntry > 8 then Sell This Bar;
If MarketPosition = -1 and PositionProfit < 0 and BarsSinceEntry > 8 then Buy To Cover This Bar;

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