/*********************************Provided By: eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2010. 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: Smoothing The Bollinger %b Version: 1.00 03/11/2010Formula Parameters: Default: %b Period 18 Tema Average 8 Standard Deviation High 1.6 Standard Deviation Low 1.6 Standard Deviation Period 63 Notes: The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.**********************************/var fpArray = new Array();var bInit = false;var bVersion = null;function preMain() { setPriceStudy(false); setShowCursorLabel(true); setShowTitleParameters(false); setStudyTitle("Smoothing The Bollinger %b"); setCursorLabelName("SVE BB%b", 0); setDefaultBarFgColor(Color.blue, 0); setPlotType(PLOTTYPE_LINE, 0); setDefaultBarThickness(2, 0); setCursorLabelName("UP Level", 1); setDefaultBarFgColor(Color.red, 1); setPlotType(PLOTTYPE_LINE, 1); setDefaultBarThickness(1, 1); setCursorLabelName("Down Level", 2); setDefaultBarFgColor(Color.red, 2); setPlotType(PLOTTYPE_LINE, 2); setDefaultBarThickness(1, 2); var x=0; fpArray[x] = new FunctionParameter("Period", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("%b Period"); setLowerLimit(1); setUpperLimit(100); setDefault(18); } fpArray[x] = new FunctionParameter("TeAv", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Tema Average"); setLowerLimit(1); setUpperLimit(30); setDefault(8); } fpArray[x] = new FunctionParameter("afwh", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Standard Deviation High"); setLowerLimit(0.1); setUpperLimit(5); setDefault(1.6); } fpArray[x] = new FunctionParameter("afwl", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Standard Deviation Low"); setLowerLimit(0.1); setUpperLimit(5); setDefault(1.6); } fpArray[x] = new FunctionParameter("afwper", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Standard Deviation Period"); setLowerLimit(1); setUpperLimit(200); setDefault(63); } }var xSVE_BB = null;var xStdev_SVE_BB = null;function main(Period, TeAv, afwh, afwl, afwper) {var nBarState = getBarState();var nSVE_BB = 0;var nStdev_SVE_BB = 0;var nHLevel = 0;var nLLevel = 0; if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (nBarState == BARSTATE_ALLBARS) { if (Period == null) Period = 18; if (TeAv == null) TeAv = 8; if (afwh == null) afwh = 1.6; if (afwl == null) afwl = 1.6; if (afwper == null) afwper = 63; } if (!bInit) { addBand(50, PS_SOLID, 1, Color.blue, "Middle Line"); xSVE_BB = efsInternal("Calc_SVE_BB", Period, TeAv); xStdev_SVE_BB = efsInternal("StdDev", xSVE_BB, afwper); bInit = true; } nSVE_BB = xSVE_BB.getValue(0); nStdev_SVE_BB = xStdev_SVE_BB.getValue(0); if (nSVE_BB == null || nStdev_SVE_BB == null) return; nHLevel = 50 + afwh * nStdev_SVE_BB; nLLevel = 50 - afwl * nStdev_SVE_BB;; return new Array(nSVE_BB, nHLevel, nLLevel);}var bSecondInit = false;var xOHLC4 = null;var xhaClose = null;var xhaC = null;var xTMA1 = null;var xTMA2 = null;var xDiff = null;var xZlHA = null;var xTemaZlHA = null;var xStdevTemaZlHA = null;var xWMATemaZlHA = null;function Calc_SVE_BB(Period, TeAv) {var nTemaZlHA = 0;var nStdevTemaZlHA = 0;var nWMATemaZlHA = 0;var nRes = 0; if (bSecondInit == false) { xOHLC4 = ohlc4(); xhaOpen = efsInternal("Calc_haOpen", xOHLC4); xhaC = efsInternal("Calc_haC", xOHLC4, xhaOpen); xTMA1 = efsInternal("TEMA", xhaC, TeAv); xTMA2 = efsInternal("TEMA", xTMA1, TeAv); xDiff = efsInternal("Calc_Diff", xTMA1, xTMA2); xZlHA = efsInternal("Calc_ZlHA", xTMA1, xDiff); xTemaZlHA = efsInternal("TEMA", xZlHA, TeAv); xStdevTemaZlHA = efsInternal("StdDev", xTemaZlHA, Period); xWMATemaZlHA = wma(Period, xTemaZlHA); bSecondInit = true; } nTemaZlHA = xTemaZlHA.getValue(0); nStdevTemaZlHA = xStdevTemaZlHA.getValue(0); nWMATemaZlHA = xWMATemaZlHA.getValue(0); nRes = (nTemaZlHA + 2 * nStdevTemaZlHA - nWMATemaZlHA) / (4 * nStdevTemaZlHA) * 100; if (nRes == null) return; return nRes;}var xEMA1 = null;var xEMA2 = null;var xEMA3 = null;var bInitTEMA = false; function TEMA(xPrice, Length) {var nTEMA = 0; if ( bInitTEMA == false ) { xEMA1 = ema(Length, xPrice); xEMA2 = ema(Length, xEMA1); xEMA3 = ema(Length, xEMA2); bInitTEMA = true; } if (xEMA1.getValue(0) == null || xEMA2.getValue(0) == null || xEMA3.getValue(0) == null) return; nTEMA = 3 * xEMA1.getValue(0) - 3 * xEMA2.getValue(0) + xEMA3.getValue(0); return nTEMA;}function Calc_haOpen(xOHLC4) {var nRes1 = 0;var nRef = ref(-1); if (nRef == null) nRef = 1; nRes1 = (nRef + xOHLC4.getValue(-1)) / 2 ; if (nRes1 == null) return; return nRes1;}function Calc_haC(xOHLC4, xhaOpen) {var nRes2 = 0; nRes2 = (xOHLC4.getValue(0) + xhaOpen.getValue(0) + Math.max(high(0), xhaOpen.getValue(0)) + Math.min(low(0), xhaOpen.getValue(0))) / 4; if (nRes2 == null) return; return nRes2;}function Calc_Diff(xTMA1, xTMA2) {var nRes = 0; nRes = xTMA1.getValue(0) - xTMA2.getValue(0); if (nRes == null) return; return nRes;}function Calc_ZlHA(xTMA1, xDiff) {var nRes = 0; nRes = xTMA1.getValue(0) + xDiff.getValue(0); if (nRes == null) return; return nRes;}function StdDev(DataArray, Period) { var sum = 0; var avg = 0; var nRes = 0; for (var barsBack = Period-1; barsBack >= 0; barsBack--) { sum += DataArray.getValue(-barsBack); } avg = sum / Period; sum = 0; for (var barsBack = Period - 1; barsBack >= 0; barsBack--) { sum += (DataArray.getValue(-barsBack) - avg) * (DataArray.getValue(-barsBack) - avg); } nRes = Math.sqrt(sum / Period); return nRes; }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;} |
