|
PureBytes Links
Trading Reference Links
|
Clyde,
Thanks for posting that. Whew, It will take
me a couple of hours to figure it out.
I appreciate it...
It would really bulk up the ensign to have such a
functional tool in there...
I am going to ask Arrington if he could write such
a thing and stuff it in there tool box. One of the reasons
Omega's TS is so successful is the amount of code
sharing that goes on. There is actually none of that with
Ensign users, that I know of, It might change
since they are now using a YahooClubs format with audio for
tech support and teaching. I noticed that
traders were hanging out near the close, BSing..
Don Thompson
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Clyde Lee
To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";
title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, June 29, 2001 11:12
PM
Subject: Re: [RT] Re: MY Realtime +
Adaptive Stochastic FUNCTION
Don,
TAS&C magazine has published a number
of articles by John Ehlers and his
associates dealing with the HilbertPeriod
concept.
I would suggest that you familarize
yourself with this information.
The following is a direct copy of the
original "hilbertperiod" function.
Clyde
{ ----------------------------------------------------------
HilbertPeriod (Function) by John Ehlers (7/22/00)
This is the Hilbert Cycle Period Function used by the Hilbert
Channel Breakout System. It must be named "HilbertPeriod".
---------------------------------------------------------- }
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 averaging)}
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;
-- Roger Darley
John F. Ehlers
- - - - - - - - - - - - - - - - - - - -
- - - - - - - -Clyde Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - -
- - - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Don
Thompson
To: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";
title=realtraders@xxxxxxxxxxxxxxx>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, June 29, 2001 19:06
Subject: Re: [RT] Re: MY Realtime +
Adaptive Stochastic FUNCTION
Maybe someone,, Bob or Clyde can explain what the
Hilbert function is.. ???I know it is not a mispelling of Dilbert..
cough. cough..Michael, Howard Arrington has a stochastic posted on
the website. I bet itwouldn't be too hard to get something worked
out.Don Thompson----- Original Message -----From:
"Michael Ferguson" <<A
href="mailto:wl7bdn@xxxxxxxxxxxxx";>wl7bdn@xxxxxxxxxxxxx>To:
<realtraders@xxxxxxxxxxxxxxx>Sent: Friday, June 29, 2001 5:41
PMSubject: Re: [RT] Re: MY Realtime + Adaptive Stochastic
FUNCTION> Are there any ensign programmers around who can
adapt this one?>> Thanks,>>>
Michael:
WL7BDN@xxxxxxxxxxxxx>>>> Adaptive Stochastic
FUNCTION>>>>> To unsubscribe from this
group, send an email to:>
realtraders-unsubscribe@xxxxxxxxxxxxxxx>>>> Your
use of Yahoo! Groups is subject to <A
href="http://docs.yahoo.com/info/terms/";>http://docs.yahoo.com/info/terms/>>To
unsubscribe from this group, send an email
to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
To unsubscribe from this group, send an email
to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|