Re: [amibroker] Re: How to code a Adaptive StDev()

[Rakesh Sahgal <rakeshsahgal@xxxxxxxxx>]

With reference to the calculation of the cycle length has the following Easy language code been ported to AFL?

If so can someone plase guide me to it?


Bet Regards


Rakesh

==========
EL Code for calculating current cycle length using Hilbert period
==========

Inputs:  Price(numeric);
 
Vars: Smoother(0),Detrender(0),I1(0),Q1(0),jI(0), jQ(0),I2(0),Q2(0),X1(0),X2(0),Y1(0),Y2(0),Re(0),Im(0),Period(0);
 
If CurrentBar>5 then begin
   Smoother=(4*Price+3*Price[1]+2*Price[2]+Price[3])/10;
   Detrender=(.25*Smoother+.75*Smoother[2]-.75*Smoother[4]-.25*Smoother[6])*(.046*Period[1]+.332);
 
{Compute InPhase and Quadrature components}
  Q1=(.25*Detrender+.75*Detrender[2]-.75*Detrender[4]-.25*Detrender[6])*(.046*Period[1]+.332);
  I1=Detrender[3];
 
{advance the phase of I1 and Q1 by 90 degrees}
 jI=.25*I1+.75*I1[2]-.75*I1[4]-.25*I1[6];
jQ=.25*Q1+.75*Q1[2]-.75*Q1[4]-.25*Q1[6];
 
{Phasor addition to equalize amplitude due to quadrature calculations (and 3 bar average)}
I2=I1-jQ;
Q2=Q1+jI;
 
{Smooth the I and Q components before applying the discriminator}
I2=.15*I2+.85*I2[1];
Q2=.15*Q2+.85*Q2[1];
 
{Homodyne Discriminator}
{Complex Conjugate Multiply}
X1=I2*I2[1];
X2=I2*Q2[1];
Y1=Q2*Q2[1];
Y2=Q2*I2[1];
Re=X1+Y1;
Im=X2-Y2;
 
{Smooth to remove undesired cross products}
Re=.2*Re+.8*Re[1];
Im=.2*Im+.8*Im[1];
 
{Compute Cycle Period}
If Im<>0 and Re<>0 then Period = 360/ArcTangent(Im/Re);
If Period>1.5*Period[1] then Period = 1.5*Period[1];
If Period<.67*Period[1] then Period=.67*Period[1];
If Period<.6 then Period = 6;
If Period>50 then Period=50;
Period=.2*Period+.8*Period[1];
 
{End Core Code}
HilbertPeriod=Period;
end;


==========

On Tue, Jun 16, 2009 at 6:30 AM, Herman <psytek@xxxxxxxx> wrote:

Functions using the AmiBroker BB or StDev() work fine. My original works fine to.

herman

Monday, June 15, 2009, 4:39:28 PM, you wrote:

> Herman,

> Are you seeing the same problem with each of the other approaches (including your original)?

> Mike

> --- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxx> wrote:

>> Herman - I only check the board sporadically and don't see attachments.  But I've duplicated what I think you are seeing on real-time data that I have, and need a little while before I can look at it.  At first blush, it looks to be related to single precision and small changes at small time intervals.  We'll either find a workaround, or I'll post something that I had planned to in a while anyway that addresses the general case problem of implementing variable periods for any function.

>> -- BruceR

> ------------------------------------

> **** IMPORTANT PLEASE READ ****

> This group is for the discussion between users only.

> This is *NOT* technical support channel.

> TO GET TECHNICAL SUPPORT send an e-mail directly to 

> SUPPORT {at} amibroker.com

> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at

> http://www.amibroker.com/feedback/

> (submissions sent via other channels won't be considered)

> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:

> http://www.amibroker.com/devlog/

> 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/

__._,_.___

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___