Can anyone translate French to explain the Goertzel Amp, Period & Phase Algo

• 04/08/2019 at 8:26 AM #95672
  Nicolas

  A lot of John Ehlers indicators are available here: https://www.prorealcode.com/tag/john-ehlers/

  Is this one useful for your query? @Finning
  Ehlers’s Adaptive Cyber Cycle

  

  Nicolas

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  04/08/2019 at 12:21 PM #95695
  Finning

  Hi Nicolas,

  I have had a look through the Ehlers tags, and I couldn’t find what I was looking for.

  I am looking for an indicator to find the dominant cycle of the market.

  The Cyber Cycle doesn’t do what I’m looking for either – however apparently it does use the dominant cycle in the code – just don’t exactly know to isolate that part of the code.

  I did see this below request in the forums – https://www.prorealcode.com/topic/convert-autocorrelation-periodogram-cci-from-easy-language-to-prorealtime/

  This would have done the job perfectly – however the Easy Language code needed arrays to work – which PRT doesn’t support.

  What I’m ultimately trying to achieve is a measurement that I can then average to describe the dominant cycle of the market  – and a Dot Plot of the dominant cycle – just as on the HK-Lisse page – would be great.

  The reason I’m looking for this dominant cycle is to primarily tune indicator lengths to market phase.

  Seems a bit unfair to ask you to find the missing pieces (a MESA based dominant cycle finder), but if you could – and post it to the library for all, that would be much appreciated.

  Finning.

   

  PS – have also seen this  – https://www.prorealcode.com/topic/dominat-cycle-calculation-by-band-pass-corssing-over/

  I don’t believe that this is the “original” way to find the dominant cycle. I have got this method to work, and get results that are reasonably correlated to my empirical cycle measurements – however a dot plot or autocorrelation periodogram of dominant cycle information is much more useful in revealing additional cycle information.

  

  Finning

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  04/09/2019 at 8:13 AM #95782
  Nicolas

  You’ll find attached to the post the ITF file for the Goertzel cycle detection algorithm. When you import the file you’ll get all necessary sub-functions imported at once.

  Bear in mind that the indicator will find cycle period from 5 to 25, because it was an experiment to find the correct one that HK-Lisse introduces in his article, he was using a simple fake signal (the first red curve = no noise curve) and then he made another test with another fake signal but with more noises (the green curve).

  So in order to get a dominant cycle of the price data serie, you must make some changes in the code (increase the range of cycle period for instance) and also inject the price serie in a detrended format, otherwise you’ll get false results obviously.

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  Bard

  

  Nicolas

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  04/09/2019 at 12:50 PM #95814
  Finning

  Hi Nicolas,

  thank you very much for that! I will test shortly, and let you know how it goes.

  Regards,

  Finning

  

  Finning

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