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Thanks Cris & Razvan,
When I tried to Scan/Explore I got following message:
Line 18, Column 11:
DTR=pi/180;
SWcount=0;SWGate=0;Jcount=0;SWCycle=0;Cycle=0;I1=0;Q1=0;InstPeriod=0;
D
eltaPhase
----------^
Error 23.
Syntax error
Kindly help me as I am new to AFL.
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "MPLM (Intel EPSD) Razvan Andrei"
<ra@xxxx> wrote:
> Thanks, Cris, for your help.
> Razvan
> -----Mesaj original-----
> De la: Christoper [mailto:turkey@x...]
> 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
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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