RE: Cycle Length

["Gary Funck" <gary@xxxxxxxxxxxx>]

Noting Gary Fritz's observation that we should be working with absolute
values:

For Len = 5 to Max begin
  Sum_Price_Chg = AbsValue(Summation(Price-Price[1],len));
  If Sum_Price_Chg < Min then begin
    Cyclelen = len;
    Min = Sum_Price_Chg;
  end;
end;

Gary's idea of using slope is interesting and worth a try.

I'm wondering, in the following expression:
    LRS = LinearRegSlope(xaverage(Price,20)-xaverage(Price,15), 10);
shouldn't the longert term average be subtracted from the shorter term
average instead? Ie,
    LRS = LinearRegSlope(xaverage(Price,15)-xaverage(Price,20), 10);
from a cycle length point of view they are likely equivalent, but this
just seemed to be more reflective of the actual momentum.
I'd also look at using just a simple bandpass filter:
    X = xaverage(Price, 3) - xaverage(Price, 100);
where the lower cycle length (3) is approximately half the length of
interest, and the upper cycle length (100) is approximately twice the
max length of interest.