]
add https://github.com/flare9x/MarketCycles.jl

julia> @doc AutoCorrelationReversals
Autocorrelation Reversals - Equation 8-3

  The indicated reversals are very sensitive to the smoothing of the price data.
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  LPLength is made available as an indicator input to decrease or increase the number of
indicated reversals as desired.
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  The AvgLength parameter is also made available as an indicator because this averaging also
impacts the number of indicated reversals.
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  Care should be taken when increasing the value of this input because the lag of the
indicator increases in direct proportion to the increase of the value of the AvgLength.
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  Typical delay of the indicator will be about three bars when the AvgLength parameter is set
to a value of 3.
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AutoCorrelationReversals(x::Array{Float64}; min_lag::Int64=1, max_lag::Int64=48,
LPLength::Int64=10, HPLength::Int64=48, AvgLength::Int64=3)::Array{Float64}

AutoCorrelationReversals(your_data,min_lag=1,max_lag=48,LPLength=10,HPLength=48,AvgLength=3)

using MarketCycles
using Gadfly

# Generate dummy data
using Random
Random.seed!(1234)
n = 1000
op = 100.0 .+ cumsum(randn(n))
hi = op + rand(n)
lo = op - rand(n)
cl = 100.0 .+ cumsum(randn(n))
index = collect(1:1:length(cl))
for i = 1:n
if cl[i] > hi[i]
  cl[i] = hi[i]
elseif cl[i] < lo[i]
  cl[i] = lo[i]
 end
end


# Apply autocorrelation reversals function
auto_cor_reversals = AutoCorrelationReversals(cl; min_lag=1, max_lag=48, LPPeriod=10, HPPeriod=48, AvgLength=3)

# Plot
white_panel = Theme(
 panel_fill="white",
 default_color="blue",
 background_color="white"
)
p1 = plot(x=index,y=cl,Geom.line,
Guide.xlabel(nothing), Guide.ylabel("Price"), Guide.title("Dummy Data"),white_panel)
p2 = plot(x=index,y=auto_cor_reversals,Geom.line,Guide.xlabel("Time Index"),Guide.title("Autocorrelation Reversals"),white_panel)
out = vstack(p1,p2)

# Save Plot
draw(PNG("C:/Users/Andrew.Bannerman/Desktop/Julia/auto_correlation_reversals.png", 1500px, 800px), out)

    SuperSmoother, Decycler, Decycle_OSC, BandPassFilter, DominantCycle, HurstCoefficient, HPLPRoofingFilter,
    ZeroMeanRoofingFilterK0, ZeroMeanRoofingFilterK1, RoofingFilterIndicator,
    ModifiedStochastic, ModifiedRSI, AutoCorrelationIndicator, SingleLagAutoCorrelationIndicator, AutoCorrelationPeriodogram,
    AutoCorrelationReversals, DFTS, AdaptiveRSI, AdaptiveStochastic, AdaptiveCCI

@doc SuperSmoother