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3 things about the code
if (Im[i] != 0 AND Re[i] != 0)
Period[i]=(360/atan(Im[i]/Re[i]));
else if (Period[i]>(1.5*(Period[i-1]))) Period[i]=(1.5*
(Period[i-1]));
else if (Period[i]<(.67*Period[i-1]))
Period[i]=(.67*(Period[i-1]));
else if (Period[i]<6) Period[i]=6;
else if (Period[i]>50) Period[i]=50;
Period=.2*Period[i]+(.8*Period[i-1]);
You are using else if for the first Period check and period is not
calculated if the first condition if (Im[i] != 0 AND Re[i] != 0) is
not true, so it is only ever using the initiated value of period from before
the loop
Also your last Period calculation is missing the array identifier so period
is not always passed to outside the loop except for the last value of the
array
Try this
if (Im[i] != 0 AND Re[i] != 0)
Period[i]=(360/atan(Im[i]/Re[i]));
if (Period[i]>(1.5*(Period[i-1]))) Period[i]=(1.5*
(Period[i-1]));
else if (Period[i]<(.67*Period[i-1]))
Period[i]=(.67*(Period[i-1]));
else if (Period[i]<6) Period[i]=6;
else if (Period[i]>50) Period[i]=50;
Period[i] =.2*Period[i]+(.8*Period[i-1]);
The 3rd is that you calculation for Re and Im should be inside the loop as
you are trying to reference a periovus value of the variables in their own
calcualtions, this also occurs for a few other variables. You have to
remember that tradestation is based on looping for its basic coding method.
This is different to AB whihch calculates each variable for each bar, TS
calculates each bar for each variable
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 23/12/06, jeffro861 <jhend746@xxxxxxxxxxxxx> wrote:
>
> I got this from tradestation code as seen in the algorithm, but
> apparently it thinks Period[i]<6. Does anybody have any clues?
> TIA
>
>
> _SECTION_BEGIN("Ehler's Dominant Cycle1");
> //derived from
> http://www.mesasoftware.com/Seminars/TAG22RocketScience.ppt#294,12,Cy
> cle Period Code (cont)
>
> SetBarsRequired(200,0);
> P=(H+L)/2;
>
> {Period=0; jI=0;jQ=0;I1=0;I2=0;Q2=0;Q1=0; X1=0;X2=0;Y1=0;Re=0;Im=0;
> }
> //Smooth with less than one lag
> Smoother=(4*P+3*Ref(P,-1) +2*Ref(P,-2) +4*Ref(P,-3))/10;
>
> //detrend with linear phase
> Detrender=(.25*Smoother+.75*Ref(Smoother,-2) -.75*Ref(Smoother,-4)-
> .25*Ref(Smoother,-6))*(.046*Ref(period,-1)+.332);
>
> //Compute InPhase and Quadrature components
> jI=.25*I1+.75*Ref(I1,-2) -.75*Ref(I1,-4)-.25*Ref(I1,-6);
> jQ=.25*Q1+.75*Ref(Q1,-2) -.75*Ref(Q1,-4)-.25*Ref(Q1,-6);
>
> //Phasor addition to equalize amplitude due to quadrature
> calculations (and 3 bar averaging)
> I2=I1-jQ;
> Q2=Q1+jI;
>
> //Smoothe the I and Q components before applying the discriminator
> I2=.15*I2+.85*Ref(I2,-1);
> Q2=.15*Q2+.85*Ref(Q2,-1);
>
> //Homodyne Discriminator
> //Complex Conjugate Multiply
> X1=I2*Ref(I2,-1);
> X2=I2*Ref(Q2,-1);
> Y1=Q2*Ref(Q2,-1);
> Y2=Q2*Ref(I2,-1);
> Re=X1+Y1;
> Im=X2-Y2;
> //Smooth to remove undesired cross products
> Re=.2*Re+.8*Ref(Re,-1);
> Im=.2*Im+.8*Ref(Im,-1);
> //Compute cycle period
> for(i=1;i<BarCount;i++)
> {
> if (Im[i] != 0 AND Re[i] != 0)
> Period[i]=(360/atan(Im[i]/Re[i]));
> else if (Period[i]>(1.5*(Period[i-1])))
> Period[i]=(1.5*(Period[i-1]));
> else if (Period[i]<(.67*Period[i-1]))
> Period[i]=(.67*(Period[i-1]));
> else if (Period[i]<6)
> Period[i]=6;
> else if (Period[i]>50)
> Period[i]=50;
> Period=.2*Period[i]+(.8*Period[i-1]);
> }
> Plot(Period,"CyclePeriod",colorRed,styleLine);
> _SECTION_END();
>
>
>
> Please note that this group is for discussion between users only.
>
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>
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