Lets go with another adaptive indicator today. BTW, this is my 199th script (1 more and I am planning to work on my other backlogs).
This is the adaptive version of Ehlers' Center Of Gravity (CG) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In adaptive CG, Ehlers uses the dominant cycle period as the length in computation of alpha.
According to Ehlers this should be more responsive than the non-adaptive version. Buy and sell signals should often occur one bar earlier than for the non-adaptive version.
I have the usual options in place. Check out plain CC for comparison.
Here's a quick comparison between CG and Adaptive CG:
Thank you very much for coding the adaptive versions of Ehlers' indicators as well. In my test it surprised me that the Adaptive Cyber Cycle seems to be faster than the Adaptive Center Of Gravity (CG) indicator. I expected the Center Of Gravity to be faster, because it behaves similar to the classic stochastic indicator (which is very fast).