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ACK! I knew that... I have it in my other AFL code, but I don't know
why I didn't include it again.
Thanks,
Stephane
--- In amibroker@xxxxxxxxxxxxxxx, "s.carrasset" <s.carrasset@xxxx>
wrote:
> 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@x...]
> > 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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