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Hello,
because of quick AFL on, you must add before the dll
setbarsrequired
ex:
SetBarsRequired(10000,10000);
price = (H + L) / 2;
Plot(sbDC(price),"DC",4,1);
and it must be fine
stephane
Turkey wrote:
> 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:
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