|
PureBytes Links
Trading Reference Links
|
#include_once <varPeriodRSI.afl>
#include_once <hilDominantPeriod.afl>
CP = (CyclePeriod((H+L)/2, .07))/2;
Plot(Varperiodrsi(C,Cp),"CyclePeriod", colorRed, styleLine);
The above code works for me.
I've been using this for a while without problems. I had to modify the
CyclePeriod function because the 1st 6 values are zero and that caused
a problem.
Below is my modified code.
Also, I have found period multipliers between .01 to 5 "work" under
different circumstances.
-----------
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];
}
//fix zero periods
for(i = 0; i < 6; i++)
{
Period[i]=Period[6];
}
return Period;
------------
--- In amibroker@xxxxxxxxxxxxxxx, "jeffro861" <jeffro861@xxx> wrote:
>
> 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@> 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
> >
>
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|