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hello,
profess. programmers say that Vb is a little faster than Js
but I prefer Js because it looks like Cpp and plugin in Cpp are
faster
below an example that helped me when I began to study scripting
language
/* Hilbert Study */
/* Original vb-script version by Steve Wiser- slwiserr@xxxx */
/* j-script translation with no change to the AFL code */
/* File: Hilbert_Study_jse.afl */
EnableScript("jscript");
value1=((H+L)/2) - Ref(((H+L)/2),-6);
value2= Ref(value1,-3);
value3=0.75*(value1-Ref(value1,-6)) +
0.25*(Ref(value1,-2)-Ref(value1,-4));
/* Hilbert Study don't work value are zero , I suppose I must
initialize */
/* REMOVE EMPTY VALUES FROM INPUT ARRAYS */
/* Tomasz Janeczko */
Value1 = IIf( IsEmpty( Value1 ), Close, Value1 );
Value2 = IIf( IsEmpty( Value2 ), Close, Value2 );
Value3 = IIf( IsEmpty( Value3 ), Close, Value3 );
<%
Close = VBArray( AFL( "Close" ) ).toArray();
quad = VBArray( AFL( "Close" ) ).toArray();
inphase = VBArray( AFL( "Close" ) ).toArray();
value1 = VBArray( AFL("value1")).toArray();
value2 = VBArray( AFL("value2")).toArray();
value3 = VBArray( AFL("value3")).toArray();
Setup();
function Setup()
{
for (i = 1; i < Close.length; i++)
{
inphase[i] = 0.33 * value2[i] + (0.67 * inphase[i-1] ) ;
quad[i] = 0.20 * value3[i] + ( 0.8 * quad[i-1] );
}
}
AFL.Var("inphase") = inphase;
AFL.Var("quad") = quad;
%>
p1= atan( abs(quad+Ref(quad,-1) ) / abs(inphase+Ref(inphase,-1) ) )
* 360 /3.1416;
phase = IIf(inphase<0 AND quad>0, 180-p1,
IIf(inphase<0 AND quad<0, 180+p1,
IIf(inphase>0 AND quad<0, 360-p1,p1)));
dp = IIf(Ref(phase,-1)<90 AND phase>270,
360+Ref(phase,-1)-phase,Ref(phase,-1)-phase);
dp2 = IIf(dp < 1, 1,IIf(dp > 60, 60, dp));
Graph1 = dp2;
HilbertCyclePeriod1a = dp2;
value = dp2;
HCycleCount1a=
IIf(Sum(value,6)>=360 AND Sum(value,5)<360 ,6,0) +
IIf(Sum(value,7)>=360 AND Sum(value,6)<360 ,7,0) +
IIf(Sum(value,8)>=360 AND Sum(value,7)<360 ,8,0) +
IIf(Sum(value,9)>=360 AND Sum(value,8)<360 ,9,0) +
IIf(Sum(value,10)>=360 AND Sum(value,9)<360 ,10,0) +
IIf(Sum(value,11)>=360 AND Sum(value,10)<360 ,11,0) +
IIf(Sum(value,12)>=360 AND Sum(value,11)<360 ,12,0) +
IIf(Sum(value,13)>=360 AND Sum(value,12)<360 ,13,0) +
IIf(Sum(value,14)>=360 AND Sum(value,13)<360 ,14,0) +
IIf(Sum(value,15)>=360 AND Sum(value,14)<360 ,15,0);
HCycleCount2a =
IIf(Sum(value,16)>=360 AND Sum(value,15)<360 ,16,0) +
IIf(Sum(value,17)>=360 AND Sum(value,16)<360 ,17,0) +
IIf(Sum(value,18)>=360 AND Sum(value,17)<360 ,18,0) +
IIf(Sum(value,19)>=360 AND Sum(value,18)<360 ,19,0) +
IIf(Sum(value,20)>=360 AND Sum(value,19)<360 ,20,0) +
IIf(Sum(value,21)>=360 AND Sum(value,20)<360 ,21,0) +
IIf(Sum(value,22)>=360 AND Sum(value,21)<360 ,22,0) +
IIf(Sum(value,23)>=360 AND Sum(value,22)<360 ,23,0) +
IIf(Sum(value,24)>=360 AND Sum(value,23)<360 ,24,0) +
IIf(Sum(value,25)>=360 AND Sum(value,24)<360 ,25,0);
HCyclecount3a =
IIf(Sum(value,26)>=360 AND Sum(value,25)<360 ,26,0) +
IIf(Sum(value,27)>=360 AND Sum(value,26)<360 ,27,0) +
IIf(Sum(value,28)>=360 AND Sum(value,27)<360 ,28,0) +
IIf(Sum(value,29)>=360 AND Sum(value,28)<360 ,29,0) +
IIf(Sum(value,30)>=360 AND Sum(value,29)<360 ,30,0) +
IIf(Sum(value,31)>=360 AND Sum(value,30)<360 ,31,0) +
IIf(Sum(value,32)>=360 AND Sum(value,31)<360 ,32,0) +
IIf(Sum(value,33)>=360 AND Sum(value,32)<360 ,33,0) +
IIf(Sum(value,34)>=360 AND Sum(value,33)<360 ,34,0) +
IIf(Sum(value,35)>=360 AND Sum(value,34)<360 ,35,0);
c1= HCycleCount1a + HCycleCount2a + HCycleCount3a;
/*
graph0 = HCycleCount1a;
graph1 = HCyclecount2a;
Graph2 = HCyclecount3a;
Graph0Style=Graph1Style=Graph2Style=5;
*/
<%
c1 = VBArray( AFL( "c1" ) ).toArray();
c2 = VBArray( AFL( "c1" ) ).toArray();
c3 = VBArray( AFL( "c1" ) ).toArray();
for (i = 1; i < c1.length; i++)
{
if (c1[i] == 0)
{ c2[i] = c2[i-1]; }
else
{c2[i] = c1[i];}
c3[i] = 0.25*c2[i] + 0.75*c3[i-1];
}
// AFL.Var("quad") = c1;
AFL.Var("c1") = c1;
// I don't see quad used in code below. so
// replaced with c1 - gs
%>
GraphXSpace = 1;
/* playing a little here with moving averages, the Hilbert curve
using Amibroker seems A lot more lagged than the one
produced using Metastock. I do not understand this
difference but using a moving average produces a curve
that is closer to Metastocks results than the one that I
produced as an interpetation. */
fast = 2/(2+1);
slow = 2/(30+1);
dir=abs(Close-Ref(Close,-5));
vol=Sum(abs(Close-Ref(Close,-1)),5);
ER=dir/vol;
sc =( ER*(fast-slow)+slow)^2;
Graph0 = c1;
Graph1 = AMA( c1, sc );
Graph2 = EMA(c1,9);
Graph0Style=Graph1Style=Graph2Style=4;
/* Squelch here is used as 15 instead of 20 on the site */
Squelch = 15;
var1 = Graph2;
Buy = IIf(var1 < Squelch , 0 , 1);
Sell = IIf( var1 < Squelch , 1, 0 );
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
/* Exploration code */
/* filter is setup so that you can test any particular date and
see the followup performance. Just make sure that that
date is at least 3 * first days in the past from the current
date, otherwise the future references will produce the
wrong information or no information useful */
Filter = Buy==1;
first=1;
/* First is the number of days for each ROC interval for reviewing
performance */
NumColumns = 7;
Column0 = C;
Column0Format = 1.2;
Column0Name = "Close";
Column1 = Ref(C, 1+first);
Column1Name = "Close+i ";
Column1Format = 1.2;
Column2 = Ref(C,1+first*2);
Column2Name = "Close+i*2 ";
Column2Format = 1.2;
Column3 = Ref(C,1+first*3);
Column3Name = "Close+i*3 ";
Column3Format = 1.2;
Column4= Ref(C,first*1+1) - C;
Column4Name="ROC+i";
Column4Format = 1.2;
Column5= Ref(C,first*2+1) - C;
Column5Name="ROC+2i";
Column5Format = 1.2;
Column6= Ref(C,first*3+1) - C;
Column6Name="ROC+3i";
Column6Format = 1.2;
/* End of Exploration Code. */
> Hi members
> i have just purchased a very basic book to try to learn Jscript .
> what is the difference between using jscript or VB when writing
> formulas for AMI.
> Is one faster than the other.
> if i needed a loop do i need to create the whole formula in
Jscript
> or can i combine AFL with jscript, and only use jscript where
needed.
> there may be good examples in the AMI library but would
probably
> need a short walk through in how afl interacts with J script.
> thanks, pete.
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