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Nurudin,
I do not know the .DLL version, sorry.
Anthony
Nurudin Kaba wrote:
> Thanks Anthony...that was really Quick!!! The DLL version mentioned
> in the code...where can this be found?Thanks again for your help.
>
> -----Original Message-----
> From: Anthony Faragasso [mailto:ajf1111@x...]
> Sent: Friday, July 12, 2002 7:04 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] MAMA & FAMA indicators...
>
> /* MESA Adaptive Moving Averages:
> ** MAMA and FAMA
> **
> ** From Stocks & Commodities 7/2001
> **
> ** AFL implementation by Tomasz Janeczko, October 2001
> **
> ** For faster operation please check DLL version
> **/
>
> EnableScript("VBScript");
>
> FastLimit=0.5;
> SlowLimit=0.05;
>
> Price = (H+L)/2;
>
> Smooth = ( 4 * Price + 3 * Ref( Price,-1) + 2 *
> Ref(Price,-2) +
> Ref(Price,-3))/10;
>
> <%
>
> Price = AFL("Price")
> Smooth = AFL("Smooth")
> nSize = UBound( Smooth )
>
> ' every Other Variable is an array Of the same size as
> smooth
> ' so just make A copy (quick init)
>
> Detrender = Smooth
> II2 = Smooth
> Q2 = Smooth
> Re = Smooth
> Im = Smooth
> I1 = Smooth
> Q1 = Smooth
> jl = Smooth
> jQ = Smooth
> Phase = Smooth
> DeltaPhase = Smooth
> Period = Smooth
>
> PI = 3.1415926
>
> For i = 0 To nSize
> If i < 6 then
> ' init previous values to avoid problems
> ' with exp. averaging of uninitialized values
> ' later
> DeltaPhase( i ) = 0
> II2( i ) = 1.0
> Q2( i ) = 1.0
> Re( i ) = 0
> Im( i ) = 0
>
> Period( i ) = 6
> Else
> factor = 0.075 * Period( i - 1 ) + 0.54
>
> Detrender( i ) = ( ( 0.0962 *Smooth( i ) + 0.5769 *
> Smooth( i - 2 ) _
>
> - 0.5769 * Smooth( i - 4) - 0.0962 *
> Smooth( i - 6
> ) ) * factor )
>
>
> Q1( i ) = ( ( 0.0962 *Detrender( i ) + 0.5769 *
> Detrender( i - 2 ) _
> - 0.5769 * Detrender( i - 4) - 0.0962 *
> Detrender( i - 6 )
> ) * factor )
>
>
> I1( i ) = Detrender( i - 3 )
>
> jl( i ) = ( ( 0.0962 *I1( i ) + 0.5769 * I1( i - 2 ) _
> - 0.5769 * I1( i - 4) - 0.0962 * I1( i - 6 ) )
> * factor )
>
> jQ( i ) = ( ( 0.0962 *Q1( i ) + 0.5769 * Q1( i - 2 ) _
> - 0.5769 * Q1( i - 4) - 0.0962 * Q1( i - 6 ) )
> * factor )
>
> II2( i ) = I1( i ) - jQ( i )
> Q2( i ) = Q1( i ) + jl( i )
>
> II2( i ) = 0.2 * II2( i ) + 0.8 * II2( i - 1 )
>
> Q2( i ) = 0.2 * Q2( i ) + 0.8 * Q2( i - 1 )
>
> Re( i ) = II2( i ) * II2( i - 1 ) + Q2( i ) * Q2( i - 1 )
>
> Im( i ) = II2( i ) * Q2( i - 1 ) - Q2( i ) * II2( i - 1 )
>
> Re( i ) = 0.2 * Re( i ) + 0.8 * Re( i - 1 )
> Im( i ) = 0.2 * Im( i ) + 0.8 * Im( i - 1 )
>
> Period( i ) = Period( i - 1)
>
> if ( Im( i ) <> 0 ) AND ( Re( i ) <> 0 ) Then
> Period( i ) = (2 * PI) / atn( Im( i ) / Re( i ) )
> End If
>
> if( Period( i ) > 1.5 * Period( i - 1 ) ) Then Period( i
> ) = 1.5 *
> Period( i - 1 )
> if( Period( i ) < 0.67 * Period( i - 1 ) ) Then Period( i
> ) = 0.67 *
> Period( i - 1 )
>
> if( Period( i ) < 6 ) Then Period( i ) = 6
> if( Period( i ) > 50 ) Then Period( i ) = 50
>
> Period( i ) = 0.2 * Period( i ) + 0.8 * Period( i - 1 )
>
>
> if( I1( i ) <> 0 ) Then Phase( i ) = (180/PI) * atn( Q1(
> i )/ I1( i )
> )
>
> DeltaPhase( i ) = Phase( i - 1 ) - Phase( i )
>
> if( DeltaPhase( i ) < 1 ) Then DeltaPhase( i ) = 1
> End If
> Next
>
> AFL("DeltaPhase") = DeltaPhase
>
> %>
>
> DeltaPhase = DeltaPhase;
> alpha = FastLimit/DeltaPhase;
> alpha = Min( alpha, FastLimit ); // not more than fast limit
>
> alpha = Max( alpha, SlowLimit ); // not less than slow limit
>
> MAMA = AMA( Price, alpha );
> FAMA = AMA( MAMA, 0.5 * alpha );
>
> Graph0 = MAMA;
> Graph1 = FAMA;
> Graph2 = Close;
> Graph2Style = 64;
>
> nurudinkaba wrote:
>
> > Has anyone written AFL for above...and would be willing
> to share?
> >
> > Thanks
> >
> >
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