|
PureBytes Links
Trading Reference Links
|
Johan, Terry
Appreciate your replies. Thanks for the codes.
regards
Karthik
--- In amibroker@xxxxxxxxxxxxxxx, "johsun" <joh.sun@xxx> wrote:
>
> Replace your IIR2 function with this code and it should be good for
> any array that starts with a series of empty values.
>
> Johan
>
>
> function IIR2( input, f0, f1, f2 )
> {
> result = Null;
>
> //first bar with a non empty value
> first_bar = LastValue( ValueWhen( ExRem( input, 0 ), BarIndex() ) );
>
> result[ first_bar ] = input[ first_bar ];
> result[ first_bar + 1 ] = input[ first_bar + 1 ];
>
> for( i = first_bar + 2; i < BarCount; i++ )
> {
> result[ i ] = f0 * input[ i ] +
> f1 * result[ i - 1 ] +
> f2 * result[ i - 2 ];
> }
>
> return result;
> }
>
>
>
>
>
>
>
>
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of karthikmarar
> > Sent: Sunday, September 03, 2006 03:55
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Gaussian Moving average
> >
> >
> >
> > Hi
> >
> >
> >
> > I made the folowing code for Gaussian Moving average. It works
> fine
> >
> > for close, high etc. But does not work if I want to use it on any
> >
> > indicator.
> >
> > For example when I substitute close with say ROC the output goes
> to
> >
> > zero. Can anybody explain where I am going wrong.
> >
> >
> >
> >
> >
> > SetBarsRequired(100000,0);
> >
> > PI = 3.1415926;
> >
> >
> >
> > function IIR2( input, f0, f1, f2 )
> >
> > {
> >
> > result[ 0 ] = input[ 0 ];
> >
> > result[ 1 ] = input[ 1 ];
> >
> >
> >
> > for( i = 2; i < BarCount; i++ )
> >
> > {
> >
> > result[ i ] = f0 * input[ i ] +
> >
> > f1 * result[ i - 1 ] +
> >
> > f2 * result[ i - 2 ];
> >
> > }
> >
> >
> >
> > return result;
> >
> > }
> >
> >
> >
> > function GSMA( input, Period )
> >
> > {
> >
> > N = 0;
> >
> > an = 2 * PI / Period;
> >
> > c0 = b0 = 1;
> >
> > c1 = b1 = b2 = a1 = a2 = gamma1 = 0;
> >
> > beta1 = 2.415 * ( 1- cos( an ) );
> >
> > alpha = -beta1 + sqrt( beta1 ^ 2 + 2 * beta1 );
> >
> > alpha1 = ( cos( an ) + sin( an ) - 1 )/cos( an );
> >
> > {
> >
> > fo = alpha ^ 2;
> >
> > f1 = 2 * ( 1- alpha ); f2 = -( 1 - alpha )*( 1 - alpha );
> >
> > }
> >
> >
> >
> >
> >
> > return IIR2( input, fo,f1,f2);
> >
> > }
> >
> > A=C;
> >
> > period=Param("period",13,1,40,1);
> >
> >
> >
> > //Plot( Close, "Price", colorBlack, styleCandle );
> >
> > Plot( GSMA( A,period), "GSMA", colorRed );
> >
> >
> >
> > regards
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> > http://groups.yahoo.com/group/amibroker/
> >
> >
> >
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
> > http://docs.yahoo.com/info/terms/
> >
>
|