Grey Dagger Moth (Acronicta psi) caterpillar

I was deed-heading my recently resurrected pink rose, which I've blipped recently, when I saw this caterpillar. Its colours and features looked stunning so I went to find my camera.

Luckily on my return it was still chomping away on the rose leaf. I do find caterpillars a bit tricky to shoot with a macro lens handheld and in the shade. I was particularly intrigued by the sort of 'horn' on its topside near its head (to the left as shown). I've no idea of what its purpose might be, other than suggesting threatening behaviour is possible.. 

When I searched online to try to identify it, I decided it might be the caterpillar of a Grey Dagger Moth (Acronicta psi), but I may well be wrong. It took a while to find a similar picture of one.

This website offers a lot of information about it and its life cycle with pictures!