Re: [amibroker] AFL - John Ehlers Trade Station Code - Attn Corey

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Corey,
 
Here is picture of the code directly as is in the 
book. Notice how far advanced the Sine/LeadSine are ... that part of the 
filtering he is doing .... because he's considering anything over 20 periods 
pretty irrelevant for cycle work ..  I like the tight filtering ... and 
want to keep its benefits but 
 
I dont agree with him, ... and it is 
correctible once we get over this phase generation hurdle.
 
The display is for Period = 25.
Red    = Sinewave input (from SW 
Generator)
Yellow = Phase
Blue   = SineWave
Green = LeadSine.
 
The chart display is irrelevant. It's there just to 
display the bars.
 
The phase, as you see, is a nice sawtooth here as 
it should be. If you don't get that, then the Sine & Leadsine will certainly 
not work at all... so phase generation is primary issue.
 
I do not have any TS software... Am using friend,s 
copy of on line version just for test and development. Not sure if anyone I 
know has 2000i, but I'll look around.
 
I will get back to AB code later today ... or 
tomorrow... 
 
Ara
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Corey 
  Saxe 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, April 04, 2004 3:35 
PM
  Subject: Re: [amibroker] AFL - John 
  Ehlers Trade Station Code - Attn Corey
  
  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...
     
    AraSend 
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