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Ara,
I made a few changes, but without a copy of TS to test it
against, I'm really just guessing here.
I included my latest version with histogram lines plotted
against the prices to show where Sine crossed LeadSine. The resulting Sine and
LeadSine appear much smoother without random spikes than previous versions,
but don't show characteristic horizontal lines during trends. Frankly, a random
number generator would work as well.
If I could come up with an efficient way to code MEDIAN for
use within a loop, I wouldn't have to use the AB version. That's why the formula
runs so slowly.
I have his book on order. Any ideas where I could find a copy
of TS 2000i ? TS wants $200 a month for v8 and I don't really need
v8.
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ara Kaloustian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Ami-Main
Sent: Saturday, April 03, 2004 9:23
AM
Subject: [amibroker] AFL - John Ehlers
Trade Station Code - Attn Corey
Corey,
I ran your initial code ....
First, for test mode should be using price =
SWCycle. Your statement Price = SWGen was initially correct, but modified code
so I can test in burst mode of just a few cycles ... so pls change your copy
...
Also, the filtering is pretty hefty, so the
useful range is 8 to 10 periods at low end to about 40+ at upper
end...
The screen shot has three lines:
Brown line: Test input - 25 period sine
wave
Red Line : detected cycle period. - Has way
too much ripple. Should be pretty much of a straight line.
Blue Line : Detected Phase. - Should be a
sawtooth pattern. This is where I had problems also.
For what it's worth, I attached my AFL code.
So, there is some trickiness to this
translation...
Sorry can not take too mre time now ... have to
deal with taxes...
Ara
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