[amibroker] Re: functions to take an array as a parameter

["jeffro861" <jeffro861@xxxxxxxxx>]

I'm still getting a blank in the chart.

thanks,
Jeff H.

// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. 
Wiley. 2004. 
// Chapter 9, p. 107. Code on p. 111.

function CyclePeriod(array, alpha)
// Figure 9.4 on p. 111
{
  smooth = (array + 2*Ref(array, -1) + 2*Ref(array, -2) + Ref(array, -
3))/6;

//  for(i = 0; i < 7; i++) cycle[i]=array[i]; // Initialize early 
values and as array

  for(i = 0; i < 6; i++) 
  {
     InstPeriod[i] = 0; // Initialize early values and as array
     DeltaPhase[i] = 0;
     cycle[i]=0;
     Period[i]=0;
  }

  for(i = 6; i < BarCount; i++)
  {
     cycle[i] = (1 - .5*alpha)*(1 - .5*alpha)*(smooth[i] - 2*smooth[i-
1] + smooth[i-2]) +
                2*(1 - alpha)*cycle[i-1] - (1 - alpha)*(1 - alpha)
*cycle[i-2];
     Q1[i] = (.0962*cycle[i] + .5769*cycle[i-2] -.5769*cycle[i-4] -
 .0962*cycle[i-6])*(.5 + .08*InstPeriod[i-1]);
     I1[i] = cycle[i-3];

     if(Q1[i] != 0 AND Q1[i-1] != 0) 
        DeltaPhase[i] = (I1[i]/Q1[i] - I1[i-1]/Q1[i-1])/(1 + I1[i]*I1
[i-1]/(Q1[i]*Q1[i-1]));
     if(DeltaPhase[i] < 0.1) DeltaPhase[i] = 0.1;
     if(DeltaPhase[i] > 1.1) DeltaPhase[i] = 1.1;

     //----- Speed up the median calculation by placing it inline

     mlen = 5;
     for(k = mlen - 1; k >= 0; k--) {temparray[k] = DeltaPhase[i + k -
 (mlen - 1)];}

     temp=0;
     for(k = mlen - 1; k > 0; k--)
     {for (j = mlen - 1; j > 0; j--)
       {if (temparray[j-1] > temparray[j])
         {
           temp = temparray[j-1];
           temparray[j-1] = temparray[j];
           temparray[j] = temp;
         }
       }
     }
     MedianDelta[i] = temparray[mlen - 1 - (mlen / 2)];

     //----- End median calculation

     if(MedianDelta[i] == 0) DC[i] = 15; 
     else DC[i] = 6.28318/MedianDelta[i] + .5;

     InstPeriod[i] = .33*DC[i] + .67*InstPeriod[i-1];
     Period[i] = .15*InstPeriod[i] + .85*Period[i-1];
  }
  return Period;
}

Med = (H+L)/2;

// CyclePeriod
CP = (CyclePeriod(Med, .07))/2;


#include_once <varPeriodRSI.afl>
Plot(Varperiodrsi(C,Cp),"CyclePeriod", colorRed, styleLine);
_SECTION_END();




--- In amibroker@xxxxxxxxxxxxxxx, "bilbo0211" <bilbod@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jeffro861" <jeffro861@> wrote:
> >
> > Thanks for the response!  This seems like it would work but when 
I 
> > try and plot this function it doesn't show anything, but at least 
I'm 
> > not getting an error message.  Does anybody have any idea why?
> 
> #include_once <varPeriodRSI.afl>
> 
> Plot(varPeriodRSI(C,14),"",colorRed);
> 
> period=IIf(C>O,5,25);
> 
> Plot(varPeriodRSI((H+L)/2,period),"",colorBlue);
> 
> The above code works for me, show the code you are using.
> 
> Bill
>




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