I tried several variations, but I'm not getting it. It
plots, but has a very odd reaction with different periods and does not emulate
the chart previously posted and attached again. If any Tradestation person
would like to have a look…
Here's the code I have so far (with notes).
//================= TWITCH 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
//From Fred:
Subject: [amibroker] Re:
EasyLanguage question
In the ela/d/s code ...
Y = u_2* price+2*u1*y1-u1_2*y2;
y2 = y1;
y1 = y;
The next time Y is calculated ( on the next bar ) Y2 will have the
value of Y from two bars ago ... Y1
will have the value of Y from
one bar ago ...
*/
function twitch (tprice, initLength)
{ /*
Code for this function coded by: BobR
Code from Futures magazine Jan 2006, P39
Adapted to Amibroker by TerryH on 1/31/2006
*/
length = Max( 2, initLength);
for (t = 1; t < BarCount;
t++)
{
x[t] = (1 - cos(360 / length)) / 0.414213562;
u[t] = -x[t] + sqrt(x[t]^2 + 2 * x[t]);
u1[t] = 1 - u[t];
//u1_2 = u1 * u1; //Substituted u1^2
//u_2 = u * u; //Substituted u^2
y1[t] = tprice[t-1];
y2[t] = y1[t-1];
}
for (t = 1; t < BarCount;
t++)
{
y[t] = u[t]^2 * tprice[t] + 2 * u1[t] * y1[t]
- u1[t]^2 * y2[t];
y2[t] = y1[t-1];
y1[t] = y[t-1];
}
return y;
}
//================= END FUNCTION ======================
Period = Param("Twitch Period",21,2,100,1,5); //number of bars to use in "average"
TwValue = twitch(C,period);
Plot(C,Name(),colorBlack,styleLine);
Plot(TwValue,"Twitch",colorRed);
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of
Terry
Sent: Tuesday, January 31, 2006 12:50
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: EasyLanguage question
Thanks Fred. That should let me make this thing work with a loop.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Fred
Sent: Tuesday, January 31, 2006 11:43
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: EasyLanguage question
In the ela/d/s code ...
Y = u_2* price+2*u1*y1-u1_2*y2;
y2 = y1;
y1 = y;
The next time Y is calculated ( on the next bar ) Y2 will have the
value of Y from two bars ago ... Y1 will have the value of Y from
one bar ago ...
--- 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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