/*
 * John F. Ehlers
 * Cybernetic Analysis for Stocks & Futures
 * Chp. 4 ~ Fig. 4.2 ~ "Cyber Cycle"
 */

function main() {
	// Backtest Settings
	StartDate = 20180415;	
	EndDate = 20180515;	
	LookBack = 200;
}

function run() {
	vars Price = series((priceHigh() + priceLow()) / 2);
	vars Smooth = series((Price[0] + 2*Price[1] + 2*Price[2] + Price[3]) / 6);
	var alpha = 0.07;
	vars Cycle = series(0);
	Cycle[0] = 
		(1 - 0.5*alpha)*(1 - 0.5*alpha)*(Smooth[0] - 2*Smooth[1] + Smooth[2]) 
		+ 2*(1 - alpha)*Cycle[1] 
		- (1 - alpha)*(1 - alpha)*Cycle[2];
	// Plot Results
	set(PLOTNOW);
	plot("Cycle", Cycle[0], NEW, 0xcc0000);
	plot("Trigger", Cycle[1], 0, 0x0000cc);
}