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Ara,
My first attempt is included. Had to do 2 separate loops since
I couldn't come up with code for MEDIAN to use within FOR loop.
Give it a comparison with your version and the Tradestation
version and let me know what you think.
-CS
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Ara Kaloustian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 02, 2004 1:38
PM
Subject: Re: [amibroker] AFL - John
Ehlers Trade Station Code
Corey, this code is from new book that just came
out, Cybernetic Analysis for Stocks and Futures.
It's mostly same as prior books, but has some new
twists so there is value...
I noticed that he has reversed the formula
RealPart = Real Part + Cos(....) to RealPart = Real Part +
Sine(....) .. along with Imag Part and Phase = functions ... so the
answers are still the same .. frankly I think the publisher just made a typo
that no one caught.
The nice thing abouth this code is that the
filtering is quite tight ... so the quality of Sine / LeadSine should be
improved, but has a problem that the lower frequencies have a very large lead
time .... needs to be corrected... but I think it's important to maintain the
filtering parameters he has recommended... one thing at a time
Ara
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Attachment:
Ehlers Sinewave Ind (new).afl
Attachment:
Description: "Description: Binary data"
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