John Ehlers's Trend Vigor Indicator, along with a signal and lead combination to form an oscillator indicator.
TVI(x, period = 20, delta = 0.2, triggerLag = 1)a univariate series
an integer number of days to look back. Not implemented yet: enter 0 for a dynamic period computation.
a trigonometric parameter for computing bandpass filter.
-- a delay by which to lag the vigor computation.
vigor -- the trend vigor indicator. An absolute value higher than 1 indicates a trend. Signal and lead--a combination of indicators to form an oscillator. Buy when the signal crosses under the lead and vice versa. Signal and lead are centered at zero. Trigger is the vigor computation lagged by the triggerLag indicator.
http://www.mesasoftware.com/Seminars/Trend%20Modes%20and%20Cycle%20Modes.pdf