|
PureBytes Links
Trading Reference Links
|
Yes that's perfect. Lastvalue() was the key. Thank all of you for
your help!!!!
--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Greetings --
>
> See if this is what you want:
>
> ////////////////////////////////////////////////
>
> // from Ehlers, John F. Cybernetic Analysis for Stocks and Futures.
Wiley.
> 2004.
> // Chapter 9, p. 107. Code on p. 111.
>
> function varPeriodRSI( priceField, period )
> {
> Chg = priceField - Ref( priceField, -1 );
> pc = Max( Chg, 0 );
> nc = Max( -Chg, 0 );
>
> pa = AMA( pc, 1/period );
> na = AMA( nc, 1/period );
>
> return 100 * pa / ( pa + na );
> }
>
> SetBarsRequired(200, 0);
>
> // Ehlers Dominant Cycle Period
> // 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);
> //Plot(CP, "CyclePeriod", colorRed, styleLine);
> //
> Graph0BarColor=IIf(CP>Ref(CP,-1),colorGreen,colorBlue);//-----------
-----------------------------
>
>
> Med = (H+L)/2;
>
> // CyclePeriod
> CP = (CyclePeriod(Med, .07))/2;
>
>
> //#include_once <varPeriodRSI.afl>
>
> Vp = Varperiodrsi(C,LastValue(Cp));
> VpSm = DEMA(Vp,3);
>
> Buy = Cross(Vp,Vpsm);
> //Sell=Cross(vpsm,vp);
> Sell = BarsSince(Buy) >=5;
>
> Plot(C,"C",colorBlack,styleCandle);
> PlotShapes(Buy*shapeUpArrow+Sell*shapeDownArrow,
> IIf(Buy,colorGreen,colorRed));
>
>
>
> Plot(Vp,"VPRSI", colorRed, styleLine|styleLeftAxisScale);
> Plot(VpSm,"VPRSISM",colorGreen,styleLine|styleLeftAxisScale);
>
> _SECTION_END();
>
> /////////////////////////////////////////////
>
> Thanks,
> Howard
> www.quantitativetradingsystems.com
>
>
> On Jan 17, 2008 4:30 PM, 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 <amibroker%40yahoogroups.com>,
> > "bilbo0211" <bilbod@> wrote:
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> > "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/
|