[amibroker] Re: Empirical Mode Decomposition

["Mike" <sfclimbers@xxxxxxxxx>]

Ton,

The intent appears to be to split the BP[1] values into peaks and valleys such that the two averages can be calculated independent of the other.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" <ton.sieverding@xxx> wrote:
>
> Hi John. It's not that I cannot translate lines 29 thru 36 in AFL. My problem is that I do not understand the code :
> 
> 29. if BP[1] > BP and BP[1] > BP[2] then 
> 30. Peak = BP[1]
> 31. else if BP[1] < BP and BP[1] < BP[2] then 
> 32. Valley = BP[1] ;
> 
> What's the difference between Peak and Valley in the above code ? For me they always have the same value because whatever happens this value is BP[1] ...
> 
> BTW BP is an array and AFL handles this with the double if.( Iff( BP<Ref(BP,-1) etc. ) ...
> 
> Regards, Ton.
> 
> 
>   ----- Original Message ----- 
>   From: bbands 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Wednesday, March 03, 2010 5:01 PM
>   Subject: [amibroker] Re: Empirical Mode Decomposition
> 
> 
>     
>   I've included the TradeStation code below. It is lines 29 through 36 that I am having trouble realizing in AB.
> 
>   TIA,
> 
>   John
> 
>   1. Indicator: EmpiricalMode
>   2. inputs:
>   3. Price( 0.5 * ( High + Low ) ),
>   4. Period( 20 ),
>   5. Delta1( 0.5 ),
>   6. Fraction( 0.1 ) ;
> 
>   7. variables:
>   8. Beta1( 0 ),
>   9. Gamma1( 0 ),
>   10. Alpha( 0 ),
>   11. HalfAlphaDiff( 0 ),
>   12. Beta1OnePlusAlpha( 0 ),
>   13. BP( 0 ),
>   14. Trend( 0 ),
>   15. Peak( 0 ),
>   16. Valley( 0 ),
>   17. AvgPeak( 0 ),
>   18. FracAvgPeak( 0 ),
>   19. AvgValley( 0 ),
>   20. FracAvgValley( 0 ) ;
> 
>   21. Beta1 = Cosine( 360 / Period ) ;
>   22. Gamma1 = 1 / Cosine( 720 * Delta1 / Period ) ;
>   23. Alpha = Gamma1 - SquareRoot( Square( Gamma1 ) - 1 ) ;
>   24. HalfAlphaDiff = 0.5 * ( 1 - Alpha ) ;
>   25. Beta1OnePlusAlpha = Beta1 * ( 1 + Alpha ) ;
>   26. BP = HalfAlphaDiff * ( Price - Price[2] ) +
>   27. Beta1OnePlusAlpha * BP[1] - Alpha * BP[2] ;
>   28. Trend = Average( BP, 2 * Period ) ;
> 
>   29. if BP[1] > BP and BP[1] > BP[2] then 
>   30. Peak = BP[1]
>   31. else if BP[1] < BP and BP[1] < BP[2] then 
>   32. Valley = BP[1] ;
> 
>   33. AvgPeak = Average( Peak, 50 ) ;
>   34. FracAvgPeak = Fraction * AvgPeak ;
>   35. AvgValley = Average( Valley, 50 ) ;
>   36. FracAvgValley = Fraction * AvgValley ;
> 
>   37. Plot1( Trend, "Trend" ) ;
>   38. Plot2( FracAvgPeak, "AvgPeak" ) ;
>   39. Plot3( FracAvgValley, "AvgValley" ) ;
>




------------------------------------

**** 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:
    amibroker-digest@xxxxxxxxxxxxxxx 
    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/