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Rãspuns: [amibroker] Re: Ehler's formulas coded in AFL



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Watch for wrapped lines... that line should read:
...
DeltaPhase=0;MedianDelta=0;DC=0;Value1=0;
...

I would suggest you read the first few chapters of a C Language 
programming book.  AFL resembles programming, and you will have many 
troubles ahead if you don't have that background.

--- In amibroker@xxxxxxxxxxxxxxx, "sgoswami_41" <sgoswami_41@xxxx> 
wrote:
> 
> 
> 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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> > 
> > 
> > 
> > 
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> > 
> > 
> > [Non-text portions of this message have been removed]





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