/***************************************Provided By : eSignal (Copyright ) eSignal), a division of Interactive Data Corporation. 2007. 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: Entropic Analysis of Equity Prices by Ron McEwanVersion 1.0 6/11/2007Notes:* Code provided for Aug 2007 Issue of Stocks and Commodities Magazine based on McEwan's article from the Nov 2006 issue.* Study requires version 8.0 or later.Formula Parameters: Default:Period 30Color blueThickness 2***************************************/function preMain() { setStudyTitle("Entropy Indicator "); setShowTitleParameters(false); setCursorLabelName("Entropy", 0); addBand(0.5, PS_SOLID, 2, Color.red, "band"); var fp1 = new FunctionParameter("nP", FunctionParameter.NUMBER); fp1.setName("Periods"); fp1.setLowerLimit(1); fp1.setDefault(30); var fp2 = new FunctionParameter("cColor", FunctionParameter.COLOR); fp2.setName("Color"); fp2.setDefault(Color.blue); var fp3 = new FunctionParameter("nThick", FunctionParameter.NUMBER); fp3.setName("Thickness"); fp3.setLowerLimit(1); fp3.setDefault(2);}// Global Variablesvar bVersion = null; // Version flagvar bInit = false; // Initialization flagvar xLn = null;var xAvg = null;var xRms = null;var xP = null;function main(nP, cColor, nThick) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; //Initialization if (bInit == false) { setDefaultBarFgColor(cColor, 0); setDefaultBarThickness(nThick, 0); xLn = efsInternal("calcLn"); xAvg = sma(nP, xLn); xRms = efsInternal("calcRms", xLn, nP); xP = efsInternal("calcP", xAvg, xRms); bInit = true; } var n = xP.getValue(0); if (n == null) return; return n;}function calcLn() { var c0 = close(0); var c1 = close(-1); if (c1 == null) return; return Math.log(c0/c1);}function calcRms(x, n) { if (x.getValue(-n) == null) return; var nSumSQ = 0; for (var i = 0; i < n; i++) { nSumSQ += Math.pow(x.getValue(-i), 2); } var nRms = Math.pow((nSumSQ / n), 0.5); return nRms;}function calcP(_xAvg, _xRms) { var nAvg0 = _xAvg.getValue(0); var nRms0 = _xRms.getValue(0); if (nAvg0 == null || nRms0 == null) return; return ((nAvg0 / nRms0) + 1) / 2;}function verify() { var b = false; if (getBuildNumber() < 779) { drawTextAbsolute(5, 35, "This study requires version 8.0 or later.", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "error"); drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "upgrade"); return b; } else { b = true; } return b;} |
