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Dimitri,
I have always some doubt about the usage of
lastvalue in afl code
lastvalue returns the array value of [barcount-1]
along all the bars, so somewhere I ask me if it looks in the
future?
the c++ code does not use lastvalue, of course the
sinusoid are differents , but I don't know which one is more
accurate
attached the two chart on DJI, white ( the dll),
blue the afl for the first // Fundamental period,
crude approximation
// Elementary Fourier analysis, by D. Tsokakis, May 2004<FONT
size=1>
t=Cum(<FONT
color=#ff00ff size=1>1)-<FONT color=#ff00ff
size=1>1;
C1=MA(<FONT
color=#0000ff size=1>RSI(<FONT color=#ff00ff
size=1>50),100<FONT
size=1>);
start=Cum(<FONT
color=#0000ff size=1>IsTrue(C1))==<FONT color=#ff00ff
size=1>1;
t1=ValueWhen<FONT
size=1>(start,t);
PlotShapes<FONT
color=#000000>(shapeDownTriangle*start,colorYellow);
C10=ValueWhen<FONT
size=1>(start,C1);Plot<FONT
size=1>(C1,"C1"<FONT
size=1>,colorBlack,8<FONT
size=1>);
GraphXSpace=2;
x = Cum(<FONT
color=#ff00ff size=1>1);
lastx = LastValue( x );
Daysback = LastValue<FONT
size=1>(Cum(<FONT
color=#0000ff size=1>IsTrue(C1)));
aa = LastValue(
LinRegIntercept( C1,
Daysback) );
bb = LastValue(
LinRegSlope( C1, Daysback
) );
yy = Aa + bb * ( x - (Lastx - DaysBack) );
yy=IIf( x >= (lastx
- Daysback), yy, -1e10
);
Plot( yy, <FONT color=#ff00ff
size=1>"yy", colorRed );
detrend=C1-yy;
new1=detrend;
Hor=LastValue<FONT
size=1>(Cum<FONT
size=1>(new1)/Cum<FONT
size=1>(IsTrue(C1)));
pi=4*<FONT
color=#0000ff size=1>atan(<FONT color=#ff00ff
size=1>1);n=12<FONT
size=1>;
// Fundamental period, crude approximation
error00=10000<FONT
size=1>;per01=0<FONT
size=1>;g01=0<FONT
size=1>;phi01=0<FONT
size=1>;stg0=0.5<FONT
size=1>;stp0=100<FONT
size=1>;
for(phi=<FONT color=#ff00ff
size=1>0;phi<<FONT color=#ff00ff
size=1>2*pi;phi=phi+pi/n)
{
for(g=<FONT color=#ff00ff
size=1>0.5;g<=<FONT color=#ff00ff
size=1>8;g=g+stg0)
{
for(per=<FONT color=#ff00ff
size=1>300;per<=<FONT color=#ff00ff
size=1>1000;per=per+stp0)
{f=1/per;
y=Hor+g*sin<FONT
size=1>(2<FONT
size=1>*pi*f*(t-t1)+phi);
error=LastValue<FONT
size=1>(Cum(<FONT
color=#0000ff size=1>abs(y-new1)));<FONT
color=#800000 size=1>
if(error<error00)
{error00=error;per01=per;g01=g;phi01=phi;}
}}}
f01=1/per01;
y01=Hor+g01*sin<FONT
size=1>(2<FONT
size=1>*pi*f01*(t-t1)+phi01);
Plot(y01+yy,<FONT color=#ff00ff
size=1>"y01",colorBlue,<FONT
color=#ff00ff size=1>1<FONT
color=#000000>|styleThick);
/*<FONT
color=#000000>
you can plot the dll for this first <FONT
face="Times New Roman" size=1>Elementary Fourier analysis with
sft=dtFFT(C1,detrend,t1);<FONT
color=#0000ff>
Plot(yy +sft,"sft",colorWhite,<FONT
color=#ff00ff>1|styleThick);
*/
<FONT color=#008000
size=1>
<FONT
size=1>
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