ACF 2*min

//@version=4
study("Pig AutoCorrelation Function",precision=3)
len=input(365,"Length")
src=input(close)
bgcolor(#000000c0)

PI = 2 * asin(1)
upper = input(48)
lower = input(10)
alpha1 = (cos(sqrt(2) * PI / upper) + sin(sqrt(2) * PI / upper) - 1) /
   cos(sqrt(2) * PI / upper)
hp = 0.0
hp := pow(1 - alpha1 / 2, 2) * (src - 2 * nz(src[1]) + nz(src[2])) +
   2 * (1 - alpha1) * nz(hp[1]) - pow(1 - alpha1, 2) * nz(hp[2])

a1 = exp(-PI * sqrt(2) / lower)
coeff2 = 2 * a1 * cos(sqrt(2) * PI / lower)
coeff3 = -pow(a1, 2)
coeff1 = 1 - coeff2 - coeff3
filt1 = 0.0
filt1 := coeff1 * (hp + nz(hp[1])) / 2 + coeff2 * nz(filt1[1]) + coeff3 * nz(filt1[2])



d =  filt1-nz(filt1[1])

//cc
c4 = correlation(d,nz(d[4]),len)
c5 =correlation(d,nz(d[ 5]),len)
c6 =correlation(d,nz(d[ 6]),len)
c7 =correlation(d,nz(d[ 7]),len)
c8 =correlation(d,nz(d[ 8]),len)
c9 =correlation(d,nz(d[ 9]),len)
c10=correlation(d,nz(d[10]),len)
c11=correlation(d,nz(d[11]),len)
c12=correlation(d,nz(d[12]),len)
c13=correlation(d,nz(d[13]),len)
c14=correlation(d,nz(d[14]),len)
c15=correlation(d,nz(d[15]),len)
c16=correlation(d,nz(d[16]),len)
c17=correlation(d,nz(d[17]),len)
c18=correlation(d,nz(d[18]),len)
c19=correlation(d,nz(d[19]),len)
c20=correlation(d,nz(d[20]),len)
c21=correlation(d,nz(d[21]),len)
c22=correlation(d,nz(d[22]),len)
c23=correlation(d,nz(d[23]),len)
c24=correlation(d,nz(d[24]),len)
c25=correlation(d,nz(d[25]),len)
c26 =correlation(d,nz(d[ 26]),len)
c27 =correlation(d,nz(d[ 27]),len)
c28 =correlation(d,nz(d[ 28]),len)
c29 =correlation(d,nz(d[ 29]),len)
c30=correlation(d,nz(d[30]),len)









C4 = c4
C5 = c5
C6 = c6
C7 = c7
C8 = c8
C9 = c9
C10 = c10
C11 = c11
C12= c12
C13 = c13
C14 = c14
C15 = c15
C16 = c16
C17 = c17
C18 = c18
C19 = c19
C20 = c20
C21 = c21
C22 = c22
C23 = c23
C24 = c24
C25 = c25
C26 = c26
C27 = c27
C28 = c28
C29 = c29
C30 = c30










Min = min(min(min(min(C4,C5,C6,C7,C8,C9,C10),C11,C12,C13,C14,C15,C16,C17,C18,C19),C20,C21,C22,C23,C24,C25,C26,C27,C28),C29,C30)











P = 0.0

if C5 == Min
    P := 5
if C6 == Min
    P := 6
if C7 == Min
    P := 7
if C8 == Min
    P := 8
if C9 == Min
    P := 9
if C10 == Min
    P := 10
if C11 == Min
    P := 11
if C12 == Min
    P := 12
if C13 == Min
    P := 13
if C14 == Min
    P := 14
if C15 == Min
    P := 15
if C16 == Min
    P := 16
if C17 == Min
    P := 17
if C18 == Min
    P := 18
if C19 == Min
    P := 19
if C20 == Min
    P := 20
if C21 == Min
    P := 21
if C22 == Min
    P := 22
if C23 == Min
    P := 23
if C24 == Min
    P := 24
if C25 == Min
    P := 25
if C26 == Min
    P := 26
if C27 == Min
    P := 27
if C28 == Min
    P := 28
if C29 == Min
    P := 29
if C30 == Min
    P := 30




DC =P*2




plot(DC,color=color.green,transp=0)