CryptoVN - Double Sine Wave

This is the Even Better Sinewave indicator with two cycle:

• Cycle=9: to find out the signals entry/exit points and reversals.
  
• Cycle=36: to be analyzed, tells us where the dominant cycle is heading.
  

The Even Better Sinewave indicator as described in the book Cycle Analysis for Traders by John F. Ehlers.
It uses a simple variant of the roofing filter and normalization to the short term power in the wave to provide unambiguous long and short indications.

Thanks to @Madrid for the example code.

Versionshinweise:

Upgrade code to version 3 to improve the signal.