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However, if you use the last bar than a positve ref-value refers to the
last bar.
Regards
Thomas
www.tradingbasis.com
Thomas Z wrote:
Hi,
Believe the manual, it is correct.
:-)
you can check it with this simple formula. Select all quotes in AA.
Filter = Cum(1)==LastValue(Cum(1))-14;
AddColumn(Ref(C,-14),"c-14");
AddColumn(C,"Close");
AddColumn(Ref(C,14),"C+14");
Regards
Thomas
www.tradingbasis.com
mmqp wrote:
Help file say +N is future and -N is the past. I wrote a short AFL to
experiment this and it seems that N is opposite to what help file
says. Please help to explain the reason.
Please change "delay" in parameter window to change N.
AFL codes starts:
SetBarsRequired(200, 0);
// Ehlers ITrend
// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures.
Wiley. 2004.
// Chapter 3, p. 21. Code on p. 24.
#include "c:/program files/Amibroker/formulas/Include/EhlersInclude.afl"
#include "c:/program files/Amibroker/formulas/Include/CommonInclude.afl"
function ITrend(array, alpha)
{
// initialize early array values and declare as array
//it = array;
//it = (array[2] - 2*array[1] + array[0])/4; This initialization
takes a long time to converge.
for ( i=0; i < 7; i++ ) {
if ( i < 2 )
it[i] = 0;
else
it = (array[i] + 2*array[i-1] + array[i-2])/4;
}
for(i = 7; i < BarCount; i++) {
it[i] = (alpha - alpha*alpha/4)*array[i]
+ .5*alpha*alpha*array[i-1] - (alpha -
.75*alpha*alpha)*array[i-2]
+ 2*(1 - alpha)*it[i-1] - (1 - alpha)*(1 - alpha)*it[i-2];
}
return it;
}
function ITrendTrigger(array)
{
trigger = 2*array - Ref(array, -2);
return trigger;
}
delay = Param ("delay", 0, -5, 5, 1);
Med = (H+L)/2;
// Instantaneous Trend
Plot(Med, "", colorBlack, styleLine);
trend = ITrend(Med, .07);
trendTrig = ITrendTrigger(trend);
Buy = Cross(trendTrig,trend);
Sell = Cross(trend,trendTrig);
Buy1 = Cross(trendTrig,trend);
Sell1 = Cross(trend,trendTrig);
BS_location = trendTrig;
Plot(trend, "Ehlers ITrend", colorBlue, styleLine + styleThick);
Plot(trendTrig, "Ehlers Trigger", colorRed, styleLine);
PlotShapes( shapeUpArrow * Buy + shapeDownArrow * Sell, IIf( Buy,
colorGreen, colorRed ), 0);
PlotShapes( shapeUpArrow * Ref(Buy1,delay) + shapeDownArrow *
Ref(Sell1,delay), IIf( Ref(Buy1,delay), colorBrown, colorBlue ), 0);
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