Do I add ReFlex and TrendFlex functions in “Source\indicators.c” file?

You have code from Larry Wiliams.

Regards.

It may be worth trying a reduced LPF or remove it entirely. Oversampling would likely be useful if one insisted on using the LPF.

Cheers.

However, those indicators definitly are all needed for a really awesome system.
Problem, my programming skills are not yet good enough.

I try, and you should too, to align the Trendcomponent according to the cycle component.

Therefore I try to create a function that simulates trading, to let Zorro determine the cycle length.

function traincycles()
{

vars Prices = series(priceClose());

int Cycle = optimize(10, 1, 55, 1);
int CycleFast = optimize(10, 1, Cycle, 1);
int TrendCycle = (Cycle+CycleFast)/2;

plot(“ReFlex”,ReFlex(Prices,Cycle),NEW|LINE,RED);
plot(“ReFlexFast”,ReFlex(Prices,CycleFast),LINE,GREEN);
plot(“TrendFlex”,TrendFlex(Prices,TrendCycle),LINE,GREEN);

vars Signals = series(ReFlex(Prices,Cycle));
vars SignalsFast = series(ReFlex(Prices,CycleFast));

//Good Cycle Train Algo II
if(SignalsFast[0] > 0 && Signals[0] > 0) enterShort();
if(SignalsFast[0] < 0 && Signals[0] < 0) enterLong();

return TrendCycle;

}

I want to return it and store it, then in the next step, for a trend trading system, the peak and valley functions are used on the TrendFlex with the returned values of the above "train only" function.

I am still struggeling….

Reflex cross below mid line, trendflex crossing down, or changing slope into direction down, sell.

Emergency exit, once Reflex changes back up, trendflex failed to follow and Reflex crossing up the trendflex.

Same but inverse, for buy.

Another option, calculate the difference, like macd, apply (sorry I am not mathematician, Fisher Transform / inverse Fisher Transform) and use the diff oscillator of both for signals.

Is there any info or reference(what alogirthm) how “Ascent optimization” mode of optimize function works ? Or could you point me out how to find “plateau”/most stable parameters ?