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It give me the result of one stock and then it craps out and gives me
this error message:
{ sine = sin( (Cum(1)-pkOffset+Periods/4)/Periods * 6.283185 ); }
if ( LastValue( ValueWhen(BCpk OR BCtr,BCtr,1) ) ) //RECENT
ANCHOR POINT IS A TROUGH
{ sine = sin( (Cum(1)-trOffset+Periods*3/4)/Periods *
6.283185 ); }
return sine*
------------^
Error 29.
Variable 'sine' used without having been initialized.
-- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> Works for me. See if taking out setbarsrequred() helps.
> ----- Original Message -----
> From: jeffro861
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, September 26, 2007 1:00 AM
> Subject: [amibroker] please help
>
>
>
>
> I keep getting error message with the following exploration.
>
> TIA
>
>
>
> SetBarsRequired(0,350);
>
> function TriMA(array,periods)
>
> {
>
> pds = (periods+1)/2;
>
> pds = IIf(frac(pds)==0, pds, pds+1);
>
> return MA( MA(array,pds), pds);
>
> }
>
> function CycleHighlighter(Periods,Price)
>
> {
>
> P1 = int(Periods*1.5); //due to lag characteristics of Tri MA
>
> P1 = IIf(frac(P1/2)==0,P1+1,P1);
>
> P2 = int(p1/2);
>
> P2 = IIf(frac(P2/2)==0,P2+1,P2);
>
> MA1 = TriMA(Price,P1);
>
> MA2 = TriMA(Price,P2);
>
> PC1 = (P1-1)/2; //Centre MAs
>
> PC2 = (P2-1)/2;
>
> CMA1 = Ref(MA1,PC1);
>
> CMA2 = Ref(MA2,PC2);
>
> Cyhi = CMA2-CMA1;
>
> global Revcount;
>
> global end;
>
> Revcount = LastValue( BarIndex() ) - BarIndex();
>
> end = revcount<PC1;
>
> return IIf(end, ValueWhen(revcount==PC1,Cyhi,1), Cyhi);
>
> }
>
> function AnchoredSine
(BaseCycle,LookbackCycles,Method,Periods) //input should be a cycle
function from the cycle highlighter
>
> {
>
> global BCpk;
>
> global BCtr;
>
> global BCStart;
>
> global sineamplitude;
>
> //define "best fit" window from BC peaks and troughs over # of
lookbackcycles
>
> BCpk = HHVBars(Basecycle,5)==2 AND BaseCycle<Ref(Basecycle,-1)
AND end==0;
>
> BCtr = LLVBars(Basecycle,5)==2 AND BaseCycle>Ref(Basecycle,-1)
AND end==0;
>
> BCStart = IIf(ValueWhen(BCpk OR BCtr,BCpk,1), ValueWhen
(BCpk,BarIndex(),1+Lookbackcycles), ValueWhen(BCtr,BarIndex
(),1+Lookbackcycles) ) ;
>
> BCStart = BarIndex()==LastValue( ValueWhen(end==0,BCStart,1) );
>
>
> //derive *recent* average wavelength of Base Cycle (over # of
lookbackcycles) from peaks and troughs
>
> BCpkpds = LastValue( ValueWhen(BCpk,BarIndex(),1) - ValueWhen
(BCpk,BarIndex(),1+LookbackCycles) ) / LookbackCycles;
>
> BCtrpds = LastValue( ValueWhen(BCtr,BarIndex(),1) - ValueWhen
(BCtr,BarIndex(),1+LookbackCycles) ) / LookbackCycles;
>
> BCpds = (BCpkpds+BCtrpds)/2;
>
>
> Periods = IIf(Method==0, Periods, BCpds);
>
> //now determine suitable amplitude from StDev of Base Cycle
during "best fit" window
>
> sineamplitude = LastValue( StDev( BaseCycle, LastValue(BarsSince
(BCStart)) ) *1.5);
>
>
> //now determine where sine wave is anchored to BaseCycle
>
> //i.e., most recent of a BaseCycle Peak or Trough
>
> pkOffset = LastValue( ValueWhen(BCpk,BarIndex(),1) )-2;
>
> trOffset = LastValue( ValueWhen(BCtr,BarIndex(),1) )-2;
>
> //Offset = (pkOffset+trOffset)/2;
>
> if ( LastValue( ValueWhen(BCpk OR BCtr,BCpk,1) ) ) //RECENT
ANCHOR POINT IS A PEAK
>
> { sine = sin( (Cum(1)-pkOffset+Periods/4)/Periods * 6.283185 ); }
>
> if ( LastValue( ValueWhen(BCpk OR BCtr,BCtr,1) ) ) //RECENT
ANCHOR POINT IS A TROUGH
>
> { sine = sin( (Cum(1)-trOffset+Periods*3/4)/Periods *
6.283185 ); }
>
> return sine*sineamplitude;
>
> }
>
> //----------------------------------------------------------------
------------------//
>
> Price = IIf(ParamToggle("Price Field", "Mid Price | Close", 0)
==0, (H+L)/2 , C);
>
> MincycNo = 5;
>
> MinWL = 20;
>
> MaxWL = 250;
>
> Method = ParamToggle("Sine Wavelength", "As Base Cycle | Best
Fit", 0);
>
> Method2 = ParamToggle("Correlate Sine to:", "Price | Cycle
Highlighter", 0);
>
> RefCor = 0;
>
> for (Cyc=5; Cyc>=MincycNo; Cyc--)
>
> for ( pds=MaxWL; pds>=MinWL; pds=pds-2)
>
> {
>
> LoopCycle = CycleHighlighter(Pds,Price);
>
> Loopsine = AnchoredSine(LoopCycle,Cyc,Method,Pds);
>
>
> //define peaks/troughs in reference anchored sine
>
> Sinepk = HHVBars(Loopsine,5)==2 AND Loopsine<Ref(Loopsine,-1);
>
> Sinetr = LLVBars(Loopsine,5)==2 AND Loopsine>Ref(Loopsine,-1);
>
>
> //Find difference between Reference Sine and Base Cycle start
points over entire length of "lookback" cycles
>
> SineStart = IIf(ValueWhen(BCpk OR BCtr,BCpk,1), ValueWhen
(Sinepk,BarIndex(),1+Cyc), ValueWhen(Sinetr,BarIndex(),1+Cyc) ) ;
>
> SineStart = BarIndex()==LastValue( ValueWhen
(end==0,SineStart,1) );
>
>
> //Correlation between Sine and base Cycle over "lookback" window
>
> LookbackBars = LastValue( Max(BarsSince(BCStart),BarsSince
(sineStart))-BarsSince(end==0) );
>
> //CorSineBC = LastValue( ValueWhen(end==0,Correlation
(Price,LoopSine,Lookbackbars),1) );
>
> CorSinePr = LastValue( ValueWhen(end==0,Correlation
(Price,Loopsine,Lookbackbars),1) );
>
> CorSineBC = LastValue( ValueWhen(end==0,Correlation
(LoopCycle,LoopSine,Lookbackbars),1) );
>
> //Correlation between Sine and Price in "end" period
>
> EndBars = LastValue( BarsSince(end==0) );
>
> CorEnd = LastValue( Correlation(Price,LoopSine,EndBars) );
>
> CorPr = ( (CorSinePr*Lookbackbars)+(CorEnd*Endbars) ) /
(Lookbackbars+Endbars);
>
> CorCycHi = ( (CorSineBC*Lookbackbars)+(CorEnd*Endbars) ) /
(Lookbackbars+Endbars);
>
> Cor = IIf(Method2==0,CorPr,CorCycHi);
>
> if ( Cor>RefCor AND LastValue(IsTrue(Loopsine)) )
>
> { Cycle = LoopCycle;
>
> Refsine = Loopsine;
>
> Endplot = End;
>
> CycPds = pds;
>
> CycNo = Cyc;
>
> RefCor = Cor;
>
> RefCorSineBC = CorSineBC;
>
> RefCorEnd = CorEnd;
>
> BCst = BCStart;
>
> Sst = sinestart;
>
> SineWavelength = LastValue( ValueWhen(sinepk OR sinetr,BarIndex
(),1) - ValueWhen(sinepk OR sinetr,BarIndex(),3) );
>
> NextPk = Max( 0, sinewavelength - LastValue(BarsSince(sinepk)) -
2 );
>
> NextTr = Max( 0, sinewavelength - LastValue(BarsSince(sinetr)) -
2 );
>
> sinamp = IIf(LastValue(ValueWhen(BCpk OR BCtr,BCpk,1)),
sineamplitude, -sineamplitude); }
>
> }
>
> //----------------------------------------------------------------
---------------//
>
> //Predicted date & time of next peak or trough (for title)
>
> Bars = IIf(Nextpk<Nexttr,nextPk,nextTr);
>
> Type = WriteIf(Nextpk<NextTr,"peak","trough");
>
> Title = EncodeColor(colorDarkGreen) + "SELF-ADJUSTING Cycle
Highlighter\n" + EncodeColor(colorGrey50) + "Base Cycle Wavelength
= "
>
> + EncodeColor(colorBlue) + NumToStr(CycPds,1.0) + " bars\n" +
EncodeColor(colorGrey50)
>
> + "Sine Wavelength = " + NumToStr(SineWavelength,1.0) + "bars\n"
>
> + "correlated " + EncodeColor(colorBlue) + "over " + WriteVal
(CycNo,1.0) + WriteIf(CycNo>1," base cycles"," base cycle") +
EncodeColor(colorGrey50)
>
> + "\nprojected next: " + EncodeColor(colorDarkRed) + Type + "
in " + NumToStr(Bars,1.0) + WriteIf(Bars>1," bars"," bar") +
EncodeColor(colorGrey50)
>
> + "\ncorrelation = " + EncodeColor(colorGreen) + NumToStr
(RefcorSineBC,1.2) + EncodeColor(colorRed) + " (" + NumToStr
(RefCorEnd,1.2) + ")";
>
> Plot(Refsine,"",colorRed,styleNoLabel);
>
> Plot( 0, "", colorLightGrey, styleNoLabel);
>
> Plot(BCst*sinamp,"",colorGreen,styleNoLabel);
>
> Plot(SSt*sinamp,"",colorRed,styleNoLabel);
>
> Plotcolour = IIf(endplot, colorLightGrey, ParamColor
("Colour",colorGreen) );
>
> Plot( Cycle, "", Plotcolour, ParamStyle("Style",styleThick) |
styleNoLabel );
>
> Filter=RefcorSineBC>.7 AND RefCorEnd>.7;
>
> AddColumn(SineWavelength,"WaveLength");
>
> AddColumn(CycPds,"Cyclelength");
>
> AddColumn( RefcorSineBC, "highlighter+sine" );
>
> AddColumn( RefCorEnd, "price_sin" );
>
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