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Ehler's Autocorrelation Periodogram - RSI/MFI

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Warning! Frequently hits the execution time limit for scripts.
Especially on initially adding to your chart. Often requires toggling show/hide indicator to get it to complete script execution within the time limit. YMMV!

From TASC Sept 2016 this is Ehler's Autocorrelation periodogram. A means of determining the dominant cycle ("ideal" indicator length / dynamic length).

As an example it's applied here to RSI or MFI. Lower indicator segment displays the autocorrelation spectrum and the computed dominant cycle. Upper segment is RSI/MFI.
版本注释
Corrected error in calculation
版本注释
Another fix and initial r values
版本注释
Corrected HP filter

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