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//-----8<--------------------------------------------
function twitch(price,initLength)
// alex-- ARMA(2) "twitch" jan31,2006
{
length = x = u = u1 = u1_2 = u_2 =0;
y=y1=y2=Cum(0);
if ( initLength < 2 ) length = 2; else length = initlength;
x =(1- cos(360/Length))/0.414213562;
u =-x + sqrt(x*x+2*x);
u1 = 1.0-u;
u1_2 =u1*u1;
u_2 =u*u;
y1 =price;
y2 =y1;
for ( i = 1; i < BarCount; i++ )
{
y[i] = u_2* price[i]+2*u1*y1[i]-u1_2*y2[i];
y2[i]=y1[i];
y1[i]=y[i];
}
return y;
}
tw = twitch(C,3);
Plot(tw,"twitch",1,1);
Plot(C,"c",1,64);
//---------8<--------------------------------------------------
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
>
> I am trying to convert a function called Twitcher from TradeStation
> EasyLanguage. Twitcher concept was published in last month's
FUTURES
> Magazine. Code is from a user's group.
>
> QUESTION: Does the following code for y refer to the next bar and
next 2
> bars or previous bars?
>
> Y = u_2* price+2*u1*y1-u1_2*y2;
> y2 = y1;
> y1 = y;
>
> Here's the entire EasyLanguage code (for the twitcher function)
>
> EASYLANGUAGE FUNCTION:
> Inputs: price(NumericSeries), initLength(NumericSimple);
> variables: length(0), x(0), y(0), y1(0), y2(0), u(0), u1(0), u1_2
(0),
> u_2(0);
>
> If initLength <2 then length = 2 else length = initlength;
> if CurrentBar = 1 then begin
> x=(1- cosine(360/Length))/0.414213562;
> u=-x + squareroot(x*x+2*x);
> u1= 1.0-u;
> u1_2=u1*u1;
> u_2=u*u;
> y1=price;
> y2=y1;
> end;
> y=u_2* price+2*u1*y1-u1_2*y2;
> y2=y1;
> y1=y;
>
> TWITCH=Y
> --
> Terry
>
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