/*********************************Provided By: eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2009. All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only and may be modified and saved under a new file name. eSignal is not responsible for the functionality once modified. eSignal reserves the right to modify and overwrite this EFS file with each new release.Description: Trend Factor Version: 1.0 06/15/2009 Formula Parameters: Default: Length 10 Source of Price Close Notes:**********************************/var fpArray = new Array();var bInit = false;function preMain(){ setPriceStudy(false); setShowCursorLabel(true); setShowTitleParameters(false); setStudyTitle("Trend Factor"); setCursorLabelName("Trend Factor", 0); setDefaultBarFgColor(Color.black, 0); setPlotType(PLOTTYPE_HISTOGRAM, 0); setDefaultBarThickness(2, 0); var x = 0; fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER); with(fpArray[x++]) { setLowerLimit(1); setDefault(10); } fpArray[x] = new FunctionParameter("sPrice", FunctionParameter.STRING); with(fpArray[x++]){ setName("Source of Price"); addOption("open"); addOption("high"); addOption("low"); addOption("close"); addOption("hl2"); addOption("hlc3"); addOption("ohlc4"); setDefault("close"); } }var xTF = null;function main(Length, sPrice) {var nBarState = getBarState();var nTF = 0; if (nBarState == BARSTATE_ALLBARS) { if(Length == null) Length = 10; if(sPrice == null) sPrice = "close"; } if (bInit == false) { addBand(0, PS_SOLID, 1, Color.black, "Zero"); xTF = efsInternal("Calc_TF", Length, sPrice); bInit = true; } nTF = xTF.getValue(0); if (nTF == null) return; if (nTF > 0) setBarFgColor(Color.green, 0); if (nTF < 0) setBarFgColor(Color.red, 0); return nTF;}var bSecondInit = false;var xPriceV = null;function Calc_TF(Length, sPrice) {var nRes = 0;var nRef = ref(-1);var nTF = 0; if (bSecondInit == false) { xPriceV = efsInternal("Calc_PriceV", Length, sPrice); bSecondInit = true; } if (xPriceV.getValue(-1) == null) return; nTF =0.5 * Math.log((1 + xPriceV.getValue(0))/(1 - xPriceV.getValue(0))) + 0.5 * nRef; return nTF;}var bThirdInit = false;var xHH = null;var xLL = null;var xPrice = null;function Calc_PriceV(Length, sPrice) {var nRes = 0;var nRef = ref(-1);var nValue = 0; if (bThirdInit == false) { xHH = upperDonchian(Length); xLL = lowerDonchian(Length); xPrice = eval(sPrice)(); bThirdInit = true; } if (xPrice.getValue(-2) == null) return; nValue=0.33 * 2 * ((xPrice.getValue(0) - xLL.getValue(0)) / (xHH.getValue(0) - xLL.getValue(0)) - 0.5) + 0.67 * nRef; nRes= Math.min(Math.max(nValue, -0.999), 0.999); return nRes;} |
