SINE WAVE INDICATOR

SINE WAVE INDICATOR

Typ : Indicator, Name : Sine Wave Indicator

Inputs:
Price((H+L)/2);

Vars:
InPhase(0),
Quadrature(0),
Phase(0),
DeltaPhase(0),
count(0),
InstPeriod(0),
Period(0),
DCPhase(0),
RealPart(0),
ImagPart(0);

If CurrentBar > 5 then begin

{Compute InPhase and Quadrature components}
Value1 = Price — Price[6];
Value2 =Value1[3];
Value3 =.75*(Value1 — Value1[6]) + .25*(Value1[2] — Value1[4]);
InPhase = .33*Value2 + .67*InPhase[1];
Quadrature = .2*Value3 + .8*Quadrature[1];

{Use ArcTangent to compute the current phase}
If AbsValue(InPhase +InPhase[1]) > 0 then Phase =
ArcTangent(AbsValue((Quadrature+Quadrature[1]) / (InPhase+InPhase[1])));

{Resolve the ArcTangent ambiguity}
If InPhase < 0 and Quadrature > 0 then Phase = 180 — Phase;
If InPhase < 0 and Quadrature < 0 then Phase = 180 + Phase;
If InPhase > 0 and Quadrature < 0 then Phase = 360 — Phase;

{Compute a differential phase, resolve phase wraparound, and limit delta phase errors}
DeltaPhase = Phase[1] — Phase;
If Phase[1] < 90 and Phase > 270 then DeltaPhase = 360 + Phase[1] — Phase;
If DeltaPhase < 1 then DeltaPhase = 1;
If DeltaPhase > 60 then Deltaphase = 60;

{Sum DeltaPhases to reach 360 degrees. The sum is the instantaneous period.}
InstPeriod = 0;
Value4 = 0;
For count = 0 to 40 begin
Value4 = Value4 + DeltaPhase[count];
If Value4 > 360 and InstPeriod = 0 then begin
InstPeriod = count;
end;
end;

{Resolve Instantaneous Period errors and smooth}
If InstPeriod = 0 then InstPeriod = InstPeriod[1];
Value5 = .25*InstPeriod + .75*Value5[1];

{Compute Dominant Cycle Phase, Sine of the Phase Angle, and Leadsine}
Period = IntPortion(Value5);
RealPart = 0;
ImagPart = 0;
For count = 0 To Period — 1 begin
RealPart = RealPart + Sine(360 * count / Period) * (Price[count]);
ImagPart = ImagPart + Cosine(360 * count / Period) * (Price[count]);
end;
If AbsValue(ImagPart) > 0.001 then DCPhase = Arctangent(RealPart / ImagPart);
If AbsValue(ImagPart) <= 0.001 then DCPhase = 90 * Sign(RealPart);

DCPhase = DCPhase + 90;
If ImagPart < 0 then DCPhase = DCPhase + 180;
If DCPhase > 315 then DCPhase = DCPhase — 360;

Plot1(Sine(DCPhase), «Sine»);
Plot2(Sine(DCPhase + 45), «LeadSine»);

end;

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