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[amibroker] help required for include#


  • Date: Wed, 10 Mar 2010 11:37:42 +0530
  • From: Ash <patelashvin@xxxxxxxxx>
  • Subject: [amibroker] help required for include#

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Hi,

Below is the code to find dominant cycle using jhon ehler's formula's. Now I want to create a new afl and use this cycle period to calculate other indicator like rsi or cci or other ..

Can anybody help me becaus when i write afl like this :

#include <Ehlers Dominant Cycle Period>

Med = (H+L)/2;
RSI(CyclePeriod(Med, .07));

It's give error. "Argument #1 has incorrect type (the function expects different argument type here)"

Can anybody help me on this..


=========================================================================================
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;
}
===============================================================================================
Ashvin Patel



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