//                          SHI - Simple Harmonic Index
//
// A Time Cycle Oscillator - Published on IFTA Journal 2018 by Akram El Sherbini (pages 78-80)
//              (http://www.ftaa.org.hk/Files/2018130101754DGQ1JB2OUG.pdf)
//
// Bullish signals are generated when SHI crosses over 0
// Bearish signals are generated when SHI crosses under 0
//
DEFPARAM CalculateOnLastBars = 1000
//EmaPeriods = 14                                         //Number of Periods of the EMA
EmaPeriods = max(2,min(999,EmaPeriods))                   //range 2-999
Cy         = close[1]
Vt         = close - Cy
Vy         = Vt[1]
Att        = Vt - Vy
Ema        = average[EmaPeriods,1](Att)
Tt         = sqrt(abs(Vt/Ema))
Ti         = ((close > Cy) * Tt) OR (((close <= Cy) * Tt) * -1)
Shi        = average[EmaPeriods,1](Ti)
RETURN Shi AS "Shi",0 AS "0"