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Try:
//Ehlers ITrend
(Cybernetic Analysis for Stocks and Futures
p.24)
<FONT color=#0000ff
size=2>SetBarsRequired<FONT color=#0000ff
size=2>(1000000,1000000);
Y=(H<FONT
size=2>+L)/2;
<FONT
size=2>//Price
alpha=Param<FONT
size=2>("alpha",0.07,0.01<FONT
size=2>,1,0.01<FONT
size=1>);
Smooth=0<FONT
size=2>;ITrend=0;Trigger=0<FONT
size=2>;
for<FONT
color=#0000ff size=2>(i=2;i<BarCount;i++)<FONT
size=1>
{
<FONT
size=2>ITrend[i]=(alpha-alpha*alpha/4)*Y[i]+0.5<FONT
size=2>*alpha*alpha*Y[i-1<FONT
size=2>]-(alpha-0.75*alpha*alpha)*Y[i-2<FONT
size=2>]+2*(1<FONT
size=2>-alpha)*ITrend[i-1]-(1<FONT
size=2>-alpha)*(1<FONT
size=2>-alpha)*ITrend[i-2<FONT color=#0000ff
size=2>];
if<FONT
size=2>(i<7)
ITrend[i]=(Y[i]+2*Y[i-1<FONT
size=2>]+Y[i-2<FONT
size=2>])/4<FONT color=#0000ff
size=2>;
<FONT
color=#0000ff>Trigger[i]=2<FONT color=#0000ff
size=2>*Itrend[i]-ITrend[i-2<FONT color=#0000ff
size=2>];
}
Clr=<FONT
color=#0000ff><FONT
size=2>IIf(Trigger>Y,colorGreen,IIf(Trigger<Y,colorRed,colorYellow));<FONT
size=1>
Plot<FONT
color=#0000ff size=2>(ITrend, "ITrend",1,8);<FONT
size=1>
Plot<FONT
color=#0000ff size=2>(Trigger, "Trigger",Clr,8);<FONT
size=1>
Plot<FONT
color=#0000ff size=2>(Y,"Prices",2,8);<FONT
size=1>
<FONT color=#0000ff
size=2>GraphXSpace<FONT color=#0000ff
size=2>=5;
<FONT color=#0000ff
size=2>Title="
\\c03Ehlers ITrend (Cyber) \\c01ITrend \\c00Trigger \\c-1alpha "+alpha+"
";
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=bmwmcrider@xxxxxxxxxxxxx
href="">bmwmcrider
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 30, 2004 6:00
AM
Subject: [amibroker] X-lation of Ehler's
EasyLanguage code int afl
Hello,I just started reading Ehler's Cybernetic
Analysis For Stocks And Futures. On page 24 he presents an
indicator, ITrend, in EasyLanguage script as
follows: Inputs:
Price((H+L)/2),
Alpha(.07);
Vars:
Smooth(0),
ITrend(0),
Trigger(0);
ITrend = (alpha -
alpha*alpha/4)*Price
+ .5*alpha*alpha*Price[1] -
(alpha
- .75*alpha*alpha)*Price[2] +
2
*(1 - alpha)*ITrend[1] - (1 -
alpha)
*(1- alpha)*ITrend[2]; If currentbar < 7 then ITrend
= (Price +
2*Price[1]
+ Price[2])/4; Trigger = 2*ITrend -
ITrend[2]; Plot1(ITrend,
"ITrend"); Plot2(Trigger, "Trig");
I am not knowledgeable on EasyLanguage script. Anxious to see his
code in operation I attempted a literal translation of the above into
afl script as follows: price =
(H+L)/2; alpha = .07; iTrend =
0; iTrend = IIf(BarIndex()<7,(price +
2*Ref(price,-1) +
Ref(price,-2))/4, ((alpha - alpha*alpha/4) *
price + .5*alpha*alpha*Ref(price,-1)
-
(alpha - .75*alpha*alpha)*Ref(price,-2) +
2*(1 -alpha)*Ref(iTrend,-1)
-
(1 - alpha)*(1 - alpha)*Ref(iTrend,-2))); trigger =
2*iTrend - Ref(iTrend,-2);
Plot(iTrend,"iTrend",colorGreen,styleLine);
Plot(trigger,"Trigger", colorRed,styleLine); Upon
placing the above in IB and plotting the results I got a set of bizarre
looking traces. I expected a set of traces similar to, say, moving
averages.If anyone out there knowledgeable on EasyLanguage could look
at my implementation of Ehler's script and point out any errors that I
might have made I would be
grateful.MikeSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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