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Re: [amibroker] IQFeed



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Corey,
 
I think it's coming along fine...
 
The phase does go negative because of the statement 
"if Phase > 345 then  = Phase = Phase -360". Actually Ehlers uses 
315, which would drive the phase more negative, but should have no effect on 
Sine and leadSine.
 
More important, the Sine / LeadSine IS 
crossing so far ahead of the input wave, that they seem to 
lag.
 
That's why I was doing the burst mode of testing, 
with just a few cycles in each burst of waves. In fact just looking at your last 
cycle, I would say the sine/leadsine cross is about 8 bars before the input wave 
peak!!!.
 
If you change the Period to 20, you will notice the 
8 bar advance will fade to about zero.
 
I used your code from before and my phase 
transition happens 3 bars before yours.... don't know if that's good or bad .... 
yet.... but progress is happening
 
 
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Corey 
  Saxe 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, April 05, 2004 1:33 
AM
  Subject: Re: [amibroker] AFL - John 
  Ehlers Trade Station Code - Attn Corey
  
  Okie Dokie, Ara...
   
  I'm getting closer.
  I changed the plotting colors to what you had in your 
  graph.
   
  The phase (yellow) comes out about perfect. Resets every 25 
  bars in a 25 bar cycle and shows a good sawtooth, but it falls into negative 
  numbers at troughs. Wheels seem to fall off in trying to 
  get sine (blue) and leadsine (green) to cross just prior to a peak and 
  trough.
   
  <IMG alt="" hspace=0 src="png00010.png" 
  align=baseline border=0>
   
  Will continue on this azmuth through the 
  swamp...
   
  -CS
  <BLOCKQUOTE dir=ltr 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    Ara Kaloustian 
    
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Sunday, April 04, 2004 5:38 
    PM
    Subject: Re: [amibroker] AFL - John 
    Ehlers Trade Station Code - Attn Corey
    
    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... 
     
    <FONT face=Arial 
size=2>Ara


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