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Thanks
again for all your help...
<FONT face=Tahoma
size=2>-----Original Message-----From: Anthony Faragasso
[mailto:ajf1111@xxxx]Sent: Friday, July 12, 2002 7:54
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
MAMA & FAMA indicators...Nurudin,I do not
know the .DLL version, sorry.AnthonyNurudin 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@xxxx]>
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 isan
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>
>>
>>
>
Yahoo! Groups
Sponsor>
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Click here to find your contact lenses!>
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subject to the Yahoo! Terms> of
Service.>>>>>
Your use of Yahoo! Groups is subject to the Yahoo! Terms
of>
Service.>>>
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Sponsor
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