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Thanks Bill, I now have to figure out how to pluggin the DLL.
--- In amibroker@xxxxxxxxxxxxxxx, "Bill Schmidt" <wjschmidt@xxxx> wrote:
> There's an Ehler's sinewave indicator in "indicators.dll":
> http://www.amibroker.org/3rdparty/
>
> On Mon, 12 Sep 2005 20:40:09 -0400, Joe Landry <jelandry@xxxx>
> wrote:
>
> > Hello Corey Saxe - are you on line?
> >
> > Moni -
> > Corey wrote a version of it and let's see if he's still on the forum
> > and if you get his copy then you can compare your code with his.
> > It may well be in the AFL area in Amibroker or the AB Forum files
area.
> >
> > JOE
> >
> > ----- Original Message -----
> > From: mmqp
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday, September 12, 2005 11:57 AM
> > Subject: [amibroker] Ehler's SineWave Indicator Code check form AB
> > GURU please.
> >
> >
> > Hi,
> > Can any AB guru who is familiar with Ehler's work check to see
if the
> > following SineWave Indicator code is correct? TIA
> >
> > SetBarsRequired( 200, 0 );
> >
> > // Ehlers Sine Wave Indicator
> > // Cybernetic Analysis for Stocks and Futures
> > // Chapter 11, p. 154.
> > // Original code is at:
> >
> > function CyclePeriod(array, alpha)
> > // Figure 9.4 on p. 111
> > {
> > smooth = (array + 2*Ref(array, -1) + 2*Ref(array, -2) + Ref(array,
> > -3))/6; // Weighted Average
> >
> > // for(i = 0; i < 7; i++) cycle[i]=array[i]; // Initialize early
> > values and as array
> >
> > for(i = 0; i < 6; i++) {
> > InstPeriod[i] = 0; // Initialize early values and as array
> > DeltaPhase[i] = 0;
> > cycle[i]=0;
> > Period[i]=0;
> > }
> >
> > for(i = 6; i < BarCount; i++) {
> > cycle[i] = (1 - .5*alpha)*(1 - .5*alpha)*(smooth[i] -
> > 2*smooth[i-1] + smooth[i-2]) +
> > 2*(1 - alpha)*cycle[i-1] - (1 - alpha)*(1 -
> > alpha)*cycle[i-2];
> > Q1[i] = (.0962*cycle[i] + .5769*cycle[i-2] -.5769*cycle[i-4] -
> > .0962*cycle[i-6])*(.5 + .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;
> >
> > //----- Speed up the median calculation by placing it inline
> >
> > mlen = 5;
> > for(k = mlen - 1; k >= 0; k--) {temparray[k] = DeltaPhase[i
+ k -
> > (mlen - 1)];}
> >
> > temp=0;
> > for(k = mlen - 1; k > 0; k--) {
> > for (j = mlen - 1; j > 0; j--) {
> > if (temparray[j-1] > temparray[j]) {
> > temp = temparray[j-1];
> > temparray[j-1] = temparray[j];
> > temparray[j] = temp;
> > }
> > }
> > }
> > MedianDelta[i] = temparray[mlen - 1 - (mlen / 2)];
> >
> > //----- End median calculation
> >
> > if(MedianDelta[i] == 0) DC[i] = 15;
> > else DC[i] = 6.28318/MedianDelta[i] + .5;
> >
> > InstPeriod[i] = .33*DC[i] + .67*InstPeriod[i-1];
> > Period[i] = .15*InstPeriod[i] + .85*Period[i-1];
> > }
> > return Period;
> > }
> >
> > function CyberCycle( array, alpha )
> > {
> > smooth = ( array + 2 * Ref( array, -1 ) +
> > 2 * Ref( array, -2 ) + Ref( array, -3 ) ) / 6;
> > // init value
> > Cycle = ( array[ 2 ] - 2 * array[ 1 ] + array[ 0 ] )/4;
> > 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 ];
> > }
> > return Cycle;
> > }
> >
> > // compute cycle
> > Cycle = CyberCycle( (H+L)/2, 0.07 );
> >
> > // Compute Dominant Cycle.
> > dominantPeriod = CyclePeriod ( (H+L)/2, 0.07 );
> >
> > // Compute Dominant Cycle Phase.
> > DCPeriod = int ( LastValue(dominantPeriod) );
> > RealPart = 0;
> > ImagPart = 0;
> >
> > for ( Count = 0 ; Count < DCPeriod ; Count++ ) {
> > RealPart = RealPart + ( sin (360 * (Count/DCPeriod)) *
> > (Cycle[Count]));
> > ImagPart = ImagPart + ( cos (360 * (Count/DCPeriod)) *
> > (Cycle[Count]));
> > }
> >
> > if ( abs(ImagPart) > 0.001 ) { DCPhase = atan (RealPart/ImagPart); }
> > if ( abs(ImagPart) <= 0.001 ) { DCPhase = 90 * sign (RealPart); }
> >
> > DCPhase = DCPhase + 90;
> >
> > if ( ImagPart < 0 ) { DCPhase = DCPhase + 180; }
> > if ( DCPhase > 315 ) { DCPhase = DCPhase - 360; }
> >
> > Plot ( sin (DCPhase) , "Sine" , colorBlue , styleLine +
styleThick );
> > Plot ( sin (DCPhase + 45), "LeadSine", colorRed , styleLine +
> > styleThick );
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> >
> >
> >
> >
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