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Thanks, Cris, for your help.
Razvan
-----Mesaj original-----
De la: Christoper [mailto:turkey@xxxxxxxxxxxxxxx]
Trimis: 26 octombrie 2004 23:12
Catre: amibroker@xxxxxxxxxxxxxxx
Subiect: [amibroker] Re: Ehler's formulas coded in AFL
Below is one I dug up from my library.
Later,
Chris
--------------------------------
/*
>From Ehlers book: Cybernetic Analysis for Stocks and Futures
*/
SetBarsRequired(1000000,1000000);
freq =Param("Freq",40,3,100,1);
price=((H+L)/2);
alpha=Param("alpha",0.07,0,1,0.001);
BurstLength = 2*freq;
pi=4*atan(1);
RTD=180/pi;
DTR=pi/180;
SWcount=0;SWGate=0;Jcount=0;SWCycle=0;Cycle=0;I1=0;Q1=0;InstPeriod=0;D
eltaPhase=0;MedianDelta=0;DC=0;Value1=0;
DCPeriod=0;RealPart=0;ImagPart=0;DCPhase=0;MedianDelta=0;Smooth=0;
GraphXSpace=5;
//{ Sine wave Test}
SWcycle = sin( Cum(1)*(360*DTR)/freq );
for (j=0;j<BarCount;j++)
{
Jcount[j] = j % burstLength[j];
if (SWcount[j]==1 AND Jcount[j] == 0) SWcount[j] = 0;
else
if (SWcount[j]==0 AND Jcount[j]== 0) SWcount[j] = 1;
if (SWcount[j] ==0) SWGate[j] = 1;
else
SWGate[j] = 0;
SWGate[j] = SWcount[j] % 2 ;
SWGen[j] = SWCycle[j];// * SWGate[j];
}
//Plot(SWGen,"",2,1);
//Select sinewave test pattern OR real prices
Price = IIf(Param("Prices or test",1,1,2,1)==1,Price,SWGen);
Smooth = (Price + 2*Ref(Price,-1) + 2*Ref(Price,-2) + Ref(Price,-
3))/6;
for(i=6;i<BarCount;i++)
{
Cycle[i] = (1-0.5*alpha)^2*(Smooth[i] - 2*Smooth[i-1] +
Smooth[i-2] + 2*(1-alpha)*Cycle[i-1] - (1-alpha)^2*Cycle[i-2]);
//if (i < 7) Cycle[i] = (Price[i] - 2*Price[i-1] + Price[i-
2])/4;
//Cycle[i] = Price[i];
//Hilbert Transform}
Q1[i] = (0.0962*Cycle[i] + 0.5769*Cycle[i-2] - 0.5769*Cycle[i-
4] - 0.0962*Cycle[i-6]) * (0.5 + 0.08*InstPeriod[i-1]);
I1[i] = Cycle[i-3];
if (Q1[i] != 0 AND Q1[i-1] != 0) DeltaPhase[i] = (I1[i]/Q1
[i] - I1[i-1]/Q1[i-1]) / (1 + I1[i]*I1[i-1]/(Q1[i]*Q1[i-1]));
if (DeltaPhase[i] < 0.1) DeltaPhase[i] = 0.1;
if (DeltaPhase[i] > 1.1) DeltaPhase[i] = 1.1;
}
MedianDelta = Median(DeltaPhase , 5);
//Plot(MedianDelta,"MedianDelta",2,8);
//Plot(DeltaPhase,"DeltaPhase",3,8);
//Plot(Q1,"Q1",4,8);Plot(I1,"I1",5,8);
//Plot(Cycle,"Cycle",5,8);
//Plot(Smooth,"Smooth",6,8);
for(i=50;i<BarCount;i++)
{
if (MedianDelta[i] == 0) DC[i]=15;
else
DC[i] = (6.28318/MedianDelta[i]) + 0.5;
InstPeriod[i] = 0.33*DC[i] + 0.67*InstPeriod[i-1];
Value1[i] = 0.15*InstPeriod[i] + 0.85*Value1[i-1];
//Plot(InstPeriod,"InstPeriod",2,8);
//Plot(Value1,"Value1",3,8);
//Plot(MedianDelta,"MedianDelta",4,8);
//Compute Dominant Cycle Phase
DCPeriod[i] = int(Value1[i]);
//RealPart[i] = 0; ImagPart[i] = 0;
for (Count1=0; Count1 < DCPeriod[i] ;Count1++)//DCPeriod-1
{
RealPart[i] = RealPart[i] + sin
(360*DTR*Count1/DCPeriod[i]) *Cycle[i-Count1];
ImagPart[i] = ImagPart[i] + cos
(360*DTR*Count1 / DCPeriod[i]) * (Cycle[i-Count1]);
}
if (abs(ImagPart[i]) > 0.001) DCPhase[i] = atan(RealPart
[i]/ImagPart[i])*RTD;
if (abs(ImagPart[i]) <= 0.001) DCPhase[i] = 90*sign(RealPart
[i]);
DCPhase[i] = DCPhase[i] + 90;
if (ImagPart[i] < 0) DCPhase[i] = DCPhase[i] + 180;
if (DCPhase[i] > 345) DCPhase[i] = DCPhase[i] - 360;
}
SineWave = sin(DCPhase*DTR);
LeadSine = sin((DCPhase+45)*DTR);
//Plot(DCPeriod,"DCPeriod",0,1);
Plot(SineWave,"SineWave",colorGreen,1);
Plot(LeadSine,"LeadSine",colorRed,1);
Title=" Ehlers Sinewave Indicator (Cybernetic Analysis for Stocks and
Futures) by cs \\c01Lead Sine "+LeadSine+"
\\c00Sine "+sineWave+" ";
Buy = Cross(Sinewave,LeadSine);
Sell = Cross(LeadSine, Sinewave);
--- In amibroker@xxxxxxxxxxxxxxx, "ra_randrei" <ra@xxxx> wrote:
>
>
> Hi,
> I am now evaluating AmiBroker, moving from MetaStock, so I am new
to
> AFL. I am looking for Ehler's formulas coded in AFL. Yes, I know
> that some are included in the indicators.dll, but I am not quite
> sure that the results are accurate. Beside, I will learn much more
> from seeing/trying AFL code than from just applying a function... I
> found a previous post about Instantaneous Trendline, very useful
> (Thanks Corey, AMA makes some sense for me now). I am looking now
> for Sinewave, MAMA/FAMA and mainly Market Mode Indicator. More
> details about Ehler's formulas can be found at:
> http://www.mesasoftware.com/seminars.htm
> also at:
> http://www.mesasoftware.com/OWorld2000RocketScience.ppt
> Sorry if you received this message twice...
> Thanks,
> Razvan
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