/+------------------------------------------------------------------+

//| AdaptiveCyberCycle.mq5 |
//| |
//| Adaptive Cyber Cycle |
//| |
//| Algorithm taken from book |
//| "Cybernetics Analysis for Stock and Futures" |
//| by John F. Ehlers |
//| |
//| contact@mqlsoft.com |
//| http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
//---- author of the indicator
#property copyright "Coded by Witold Wozniak"
//---- author of the indicator
#property link "www.mqlsoft.com"
//---- indicator version
#property version "1.00"
//---- drawing the indicator in a separate window
#property indicator_separate_window
//---- two buffers are used for calculation and drawing the indicator
#property indicator_buffers 2
//---- two plots are used
#property indicator_plots 2
//+----------------------------------------------+
//| Cycle indicator drawing parameters |
//+----------------------------------------------+
//---- drawing the indicator 1 as a line
#property indicator_type1 DRAW_LINE
//---- red color is used as the color of the indicator line
#property indicator_color1 Red
//---- the indicator 1 line is a continuous curve
#property indicator_style1 STYLE_SOLID
//---- indicator 1 line width is equal to 1
#property indicator_width1 1
//---- displaying the indicator label
#property indicator_label1 "Adaptive Cyber Cycle"
//+----------------------------------------------+
//| Trigger indicator drawing parameters |
//+----------------------------------------------+
//---- drawing the indicator 2 as a line
#property indicator_type2 DRAW_LINE
//---- blue color is used for the indicator signal line
#property indicator_color2 Blue
//---- the indicator 2 line is a continuous curve
#property indicator_style2 STYLE_SOLID
//---- indicator 2 line width is equal to 1
#property indicator_width2 1
//---- displaying the indicator label
#property indicator_label2 "Trigger"
//+----------------------------------------------+
//| Horizontal levels display parameters |
//+----------------------------------------------+
#property indicator_level1 0.0
#property indicator_levelcolor Gray
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Indicator input parameters |
//+----------------------------------------------+
input double Alpha=0.07; // Indicator ratio
input int Shift=0; // Horizontal shift of the indicator in bars
//+----------------------------------------------+
//---- declaration of dynamic arrays that
//---- will be used as indicator buffers
double CycleBuffer[];
double TriggerBuffer[];
//---- declaration of integer variables for the indicators handles
int CP_Handle;
//---- declaration of the integer variables for the start of data calculation
int min_rates_total;
//---- declaration of dynamic arrays that
//---- will be used as ring buffers
int Count[];
double Smooth[],Price[];
//+------------------------------------------------------------------+
//| Recalculation of position of the newest element in the array |
//+------------------------------------------------------------------+
void Recount_ArrayZeroPos(int &CoArr[]) // return the current value of the price
series by the link
{
//----
int numb,Max1,Max2;
static int count=1;

Max2=7;
Max1=Max2-1;

count--;
if(count<0) count=Max1;

for(int iii=0; iii<Max2; iii++)

{
numb=iii+count;
if(numb>Max1) numb-=Max2;
CoArr[iii]=numb;
}
//----
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---- initialization of variables of the start of data calculation
min_rates_total=7+6;
//---- memory distribution for variables' arrays
ArrayResize(Count,7);
ArrayResize(Smooth,7);
ArrayResize(Price,7);
//---- initialization of the variables arrays
ArrayInitialize(Count,0);
ArrayInitialize(Smooth,0.0);
ArrayInitialize(Price,0.0);
//---- getting handle of the CyclePeriod indicator
CP_Handle=iCustom(NULL,0,"CyclePeriod",Alpha);
if(CP_Handle==INVALID_HANDLE)
{
Print(" Failed to get handle of the CyclePeriod indicator");
 return(1);
}
//---- set CycleBuffer[] dynamic array as an indicator buffer
SetIndexBuffer(0,CycleBuffer,INDICATOR_DATA);
//---- shifting the indicator 1 horizontally by Shift
PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing shift of the beginning of counting of drawing the indicator 1 by
min_rates_total
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*min_rates_total);
//---- indexing the elements in the buffer as timeseries
ArraySetAsSeries(CycleBuffer,true);

//---- set TriggerBuffer[] dynamic array as an indicator buffer

SetIndexBuffer(1,TriggerBuffer,INDICATOR_DATA);
//---- shifting the indicator 2 horizontally by Shift
PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- performing shift of the beginning of counting of drawing the indicator 2 by
min_rates_total+1
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,3*min_rates_total+1);
//---- indexing the elements in the buffer as timeseries
ArraySetAsSeries(TriggerBuffer,true);

//---- initializations of a variable for the indicator short name

string shortname;
StringConcatenate(shortname,"Adaptive Cyber Cycle(",DoubleToString(Alpha,4),",
",Shift,")");
//---- creating a name for displaying in a separate sub-window and in a tooltip
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//---- determination of accuracy of displaying the indicator values
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
return(0);
//----
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, // number of bars in history at the
current tick
const int prev_calculated,// number of bars calculated at previous
call
const datetime &time[],
const double &open[],
const double& high[], // price array of maximums of price for
the indicator calculation
const double& low[], // price array of minimums of price for
the indicator calculation
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---- checking the number of bars to be enough for the calculation
if(BarsCalculated(CP_Handle)<rates_total || rates_total<min_rates_total)
return(0);

//---- declarations of local variables

int MaxBar,limit,bar;
int bar0,bar1,bar2,bar3;
double K0,K1,K2,K3,period[1],alpha1;
//---- calculation of the 'limit' starting index for the bars recalculation loop
if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first
start of the indicator calculation
limit=rates_total-2; // starting index for
calculation of all bars
else limit=rates_total-prev_calculated; // starting index for
calculation of new bars

MaxBar=rates_total-min_rates_total-3;

//---- indexing elements in arrays as timeseries

ArraySetAsSeries(high,true);
ArraySetAsSeries(low,true);

//---- main indicator calculation loop

for(bar=limit; bar>=0 && !IsStopped(); bar--)
{
bar0=Count[0];
bar1=Count[1];
bar2=Count[2];
bar3=Count[3];

Price[bar0]=(high[bar]+low[bar])/2.0;
Smooth[bar0]=(Price[bar0]+2.0*Price[bar1]+2.0*Price[bar2]+Price[bar3])/6.0;

if(bar<=MaxBar)
{
//--- copy newly appeared data in the array
if(CopyBuffer(CP_Handle,0,bar,1,period)<=0) return(0);

//---- initialization of variables

alpha1=2.0/(period[0]+1.0);
K0=MathPow((1.0 - 0.5*alpha1),2);
K1=2.0;
K2=K1 *(1.0 - alpha1);
K3=MathPow((1.0 - alpha1),2);

CycleBuffer[bar]=K0*(Smooth[bar0]-K1*Smooth[bar1]+Smooth[bar2])
+K2*CycleBuffer[bar+1]-K3*CycleBuffer[bar+2];
}
else CycleBuffer[bar]=(Price[bar0]-2.0*Price[bar1]+Price[bar2])/4.0;

TriggerBuffer[bar]=CycleBuffer[bar+1];
if(bar>0) Recount_ArrayZeroPos(Count);
}
//----
return(rates_total);
}
//+------------------------------------------------------------------+