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Stephane,
I'm having trouble with the Dominant Cycle function. Basically if I use
your example in the help file:
price = (H + L) / 2;
Plot(sbDC(price),"DC",4,1);
I observe two issues:
(a) I'm getting real wacky results. Negative numbers, really low numbers
(0.45) And when I slide the horizontal bar backwards or forwards during
time, sbDC doesn't seem to 'refresh'. The graph "freeezes" while all other
charts move through time normally. I've tried this for many different
symbols, and after checking data. However sometimes...
(b) If I click on different days, sbDC seems to "recalculate" and refresh,
sometimes to (i) what I would consider correct values or (ii) to another
wacky state.
This happens with the exact example above. I'm using EOD data, with data
from 1/1/200o through today. With a few hundred symbols.
Help will be appreciated.
Thanks,
Chris
-----Original Message-----
From: s.carrasset [mailto:s.carrasset@xxxxxxxxxxx]
Sent: Thursday, September 30, 2004 6:03 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Ehlers.dll
yes,
you can use only indicators.dll and remove ehlers.dll of plugin folder, as
all the codes of ehlers written by stefan sbondorovith if i remember
correctly his name is included in indicators.dll for the source code, it is
written in c++ and it is a translation of EL code of tradestation
for ex the sinewave is below but you can't use directly in amibroker, but
only in a compiler via a plugin
stephane
AmiVar sbSine( int NumArgs, AmiVar *ArgsTable ) {
int i, j,count;
int nSize = gSite.GetArraySize();
AmiVar SineWave = gSite.AllocArrayResult();
AmiVar LeadSine = gSite.AllocArrayResult();
AmiVar DCPhase = gSite.AllocArrayResult();
double Qmult = 0.338;
double Imult = 0.635;
double* InPhase = new double[nSize];
double* Phase = new double[nSize];
double* DeltaPhase = new double[nSize];
double* InstPeriod = new double[nSize];
double* Period = new double[nSize];
double* Quadrature = new double[nSize];
double* Value3 = new double[nSize];
double* Value5 = new double[nSize];
float *Price = ArgsTable[ 0 ].array;
j = SkipEmptyValues( nSize, Price, SineWave.array );
for(i = j; i < 50; i++)
{
InPhase[i] = 0.0;
Phase[i] = 0.0;
DeltaPhase[i] = 0.0;
InstPeriod[i] = 0.0;
Period[i] = 0;
Quadrature[i] = 0.0;
Value3[i] = 0.0;
Value5[i] = 0.0;
SineWave.array[i] = LeadSine.array[i]= EMPTY_VAL;
}
for( i = j + 6; i < nSize; i++ )
{
// Detrend Price
Value3[i] = Price[i] - Price[i-7];
// Compute Inphase and Quadrature
InPhase[i] = 1.25 * (Value3[i-4] - Imult * Value3[i-2]) + Imult
* InPhase[i-3];
Quadrature[i] = Value3[i-2] - Qmult * Value3[i] + Qmult *
Quadrature[i-2];
//Use ArcTangent to compute the current phase
if( dabs(InPhase[i] +InPhase[i-1]) > 0)
Phase[i] = ArcTangent( dabs((Quadrature[i]+Quadrature[i-1])
/ (InPhase[i]+InPhase[i-1])) );
//Resolve the ArcTangent ambiguity
if( (InPhase[i] < 0 ) && (Quadrature[i] > 0))
Phase[i] = 180 - Phase[i];
if( (InPhase[i] < 0) && (Quadrature[i] < 0))
Phase[i] = 180 + Phase[i];
if( (InPhase[i] > 0) && (Quadrature[i] < 0))
Phase[i] = 360 - Phase[i];
//Compute a differential phase, resolve phase wraparound, and
limit delta phase errors
DeltaPhase[i] = Phase[i-1] - Phase[i];
if( (Phase[i-1] < 90) && (Phase[i] > 270))
DeltaPhase[i] = 360 + Phase[i-1] - Phase[i];
if( (DeltaPhase[i] < 1))
DeltaPhase[i] = 1;
if( DeltaPhase[i] > 60)
DeltaPhase[i] = 60;
}
for( i = j + 50; i < nSize; i++ )
{
//Sum DeltaPhases to reach 360 degrees. The sum is the
instantaneous period.
double Value4 = 0.0;
InstPeriod[i] = 0.0;
for( count = 0; count < 50; count++)
{
Value4 = Value4 + DeltaPhase[i-count];
if( (Value4 > 360.0) && (InstPeriod[i] == 0.0))
InstPeriod[i] = (double)count;
}
//Resolve Instantaneous Period errors and smooth}
if( InstPeriod[i] == 0.0)
InstPeriod[i] = InstPeriod[i-1];
Value5[i] = 0.25 * InstPeriod[i] + 0.75 * Period[i-1];
//Compute Dominant Cycle Phase, Sine of the Phase Angle and
Leadsine}
Period[i] = floor(Value5[i]);
double RealPart = 0.0;
double ImagPart = 0.0;
for( count = 0; count < Period[i]; count++) {
RealPart = RealPart + Sine( 360 * count / Period[i] ) *
Price[i-count];
ImagPart = ImagPart + Cosine( 360 * count / Period[i]) *
Price[i-count];
}
if( dabs(ImagPart) > 0.001)
DCPhase.array[i] = (float)ArcTangent( RealPart / ImagPart );
if( dabs(ImagPart) <= 0.001)
{
int Sign;
if( RealPart < 0)
Sign = -1;
else
Sign = 1;
DCPhase.array[i] = (float) (90 * Sign);
}
DCPhase.array[i] = DCPhase.array[i] + 90;
if( ImagPart < 0 )
DCPhase.array[i] = DCPhase.array[i] + 180;
if( DCPhase.array[i] > 315)
DCPhase.array[i] = DCPhase.array[i] - 360;
SineWave.array[ i ] = (float)(Sine( DCPhase.array[i] ));
LeadSine.array[i] = (float)(Sine( DCPhase.array[i] + 45 ));
}
delete [] InPhase;
delete [] Phase;
delete [] DeltaPhase;
delete [] InstPeriod;
delete [] Period;
delete [] Quadrature;
delete [] Value3;
delete [] Value5;
gSite.SetVariable( "sbDCPhase", DCPhase );
gSite.SetVariable( "sbLeadSine", LeadSine );
return SineWave;
}
for ex
> Stephane,
>
> Thanks much for you reply, especially since the author is no longer
> here. I will make sure that my code contains the SetbarsRequired
> line and test.
>
> So can i assume that I can get rid of Ehlers.dll and utilize your
> Indicators.dll instead?
>
> In addition, would you be willing to share the source code? Want to
> get tips on translating easylanguage to afl.
>
> Chris
>
> --- In amibroker@xxxxxxxxxxxxxxx, "s.carrasset" <s.carrasset@xxxx>
> wrote:
> > the man who has written the dll is not still active , but he gave
> me its
> > sorce code and I have included it in indicators dll.
> > I am remembering I have modified some code because of crash.
> > so you must load indicators.dll and perhaps add
> > SetBarsRequired(10000,10000); at the begin of the code like
> > SetBarsRequired(10000,10000);
> >
> > Plot(sbDC(scMp()),"CGO",colorRed,1);
> >
> > stephane
> >
> >
> >
> > Christoper wrote:
> >
> > > Hi,
> > >
> > > Is the author for Ehlers.dll still around? I'm having some
> trouble
> > > with it, Amibroker is crashing every once in a while when I'm
> running
> > > a scan.
> > >
> > > Can I get the formula for "Dominant Cycle"?
> > >
> > > Thanks,
> > > Chris
> > >
> > >
> > >
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
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