/***************************************Provided By : eSignal (c) Copyright 2006Description: Modeling The Market = Building Trading Strategies by John F. EhlersVersion 1.0 06/05/2006Notes:* Aug 2006 Issue of Stocks and Commodities Magazine* Study requires version 8.0.0 or higher.Formula Parameters: Defaults:ITL Length 20CC Length 20***************************************/function preMain() { setPriceStudy(true); setStudyTitle("Modeling The Market "); setCursorLabelName("Model", 0); setShowTitleParameters(false); setDefaultBarFgColor(Color.blue, 0); setDefaultBarThickness(2, 0); var fp1 = new FunctionParameter("nLength_ITL", FunctionParameter.NUMBER); fp1.setName("ITL Length"); fp1.setLowerLimit(0); fp1.setDefault(20); var fp2 = new FunctionParameter("nLength_CC", FunctionParameter.NUMBER); fp2.setName("CyclicC Length"); fp2.setLowerLimit(0); fp2.setDefault(20);}var bVersion = null;var bInit = false;var nAlpha = null;var xHL2 = null;var xHP = null;var nHP_1 = null;var nHP_0 = null;var xSMA = null;var xSlope = null;function main(nLength_ITL, nLength_CC) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { //nAlpha = (1 - Math.sin(360/nLength)) / Math.cos(360/nLength); /*************************************************************** Math.sin and Math.cos in JavaScript are represented in Radians, TradeStations returns degrees. To convert Math.sin(360/n) to Radians, replace 360 with (2*Math.PI). Or to convert Degrees to Radians => (Number * Math.PI) / 180 ***************************************************************/ nAlpha = (1 - Math.sin((2*Math.PI)/nLength_CC)) / Math.cos((2*Math.PI)/nLength_CC); xHL2 = hl2(); xSMA = sma(nLength_ITL, hl2()); xSlope = efsInternal("calcSlope", xHL2, nLength_ITL); xHP = efsInternal("calcHP", xHL2, nAlpha); bInit = true; } var nSmoothHP = null; var nSmoothSlope = null; var ITrend = null; var Model = null; if (xHP.getValue(-3) == null || xHL2.getValue(-1) == null) return; nSmoothHP = (xHP.getValue(0) + (2*xHP.getValue(-1)) + (2*xHP.getValue(-2)) + xHP.getValue(-3)) /6; if (xSlope.getValue(-3) == null) return; nSmoothSlope = (xSlope.getValue(0) + (2* xSlope.getValue(-1)) + (2* xSlope.getValue(-2)) + xSlope.getValue(-3)) / 6; ITrend = xSMA.getValue(0) + (.5 * nSmoothSlope); Model = ITrend + nSmoothHP; return Model;}function calcHP(x, a) { if (nHP_1 == null) { nHP_1 = 0; return; } else if (getBarState() == BARSTATE_NEWBAR) { nHP_1 = nHP_0; } nHP_0 = (.5 * (1 + a) * (x.getValue(0) - x.getValue(-1)) + (a * nHP_1) ); return nHP_0;}function calcSlope(x, n) { if (x.getValue(-(n-1)) == null) return; return (x.getValue(0) - x.getValue(-(n-1)) );}function verify() { var b = false; if (getBuildNumber() < 750) { drawTextAbsolute(5, 35, "This study requires version 8.0.0 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;}/***************************************Provided By : eSignal (c) Copyright 2006Description: Modeling The Market = Building Trading Strategies by John F. EhlersVersion 1.0 06/05/2006Notes:* Aug 2006 Issue of Stocks and Commodities Magazine* Study requires version 8.0.0 or higher.Formula Parameters: Defaults:Length 20***************************************/function preMain() { setStudyTitle("Cyclic Component "); setCursorLabelName("CC", 0); setShowTitleParameters(false); setDefaultBarFgColor(Color.khaki, 0); setDefaultBarThickness(2, 0); var fp1 = new FunctionParameter("nLength", FunctionParameter.NUMBER); fp1.setName("Length"); fp1.setLowerLimit(0); fp1.setDefault(20);}var bVersion = null;var bInit = false;var nAlpha = null;var xHL2 = null;var xHP = null;var nHP_1 = null;var nHP_0 = null;function main(nLength) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { nAlpha = (1 - Math.sin((2*Math.PI)/nLength)) / Math.cos((2*Math.PI)/nLength); xHL2 = hl2(); xHP = efsInternal("calcHP", xHL2, nAlpha); bInit = true; } var nSmoothHP = null; if (xHP.getValue(-3) == null || xHL2.getValue(-1) == null) return; nSmoothHP = (xHP.getValue(0) + (2*xHP.getValue(-1)) + (2*xHP.getValue(-2)) + xHP.getValue(-3)) /6; return nSmoothHP;}function calcHP(x, a) { if (nHP_1 == null) { nHP_1 = 0; return; } else if (getBarState() == BARSTATE_NEWBAR) { nHP_1 = nHP_0; } nHP_0 = (.5 * (1 + a) * (x.getValue(0) - x.getValue(-1)) + (a * nHP_1) ); return nHP_0;}function verify() { var b = false; if (getBuildNumber() < 750) { drawTextAbsolute(5, 35, "This study requires version 8.0.0 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;}/***************************************Provided By : eSignal (c) Copyright 2006Description: Modeling The Market = Building Trading Strategies by John F. EhlersVersion 1.0 06/05/2006Notes:* Aug 2006 Issue of Stocks and Commodities Magazine* Study requires version 8.0.0 or higher.Formula Parameters: Defaults:Length 20***************************************/function preMain() { setPriceStudy(true); setStudyTitle("Instantaneous Trend Line "); setCursorLabelName("ITL", 0); setShowTitleParameters(false); setDefaultBarFgColor(Color.maroon, 0); setDefaultBarThickness(2, 0); var fp1 = new FunctionParameter("nLength", FunctionParameter.NUMBER); fp1.setName("Length"); fp1.setLowerLimit(0); fp1.setDefault(20);}var bVersion = null;var bInit = false;var xHL2 = null;var xSMA = null;var xSlope = null;function main(nLength) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { xHL2 = hl2(); xSMA = sma(nLength, hl2()); xSlope = efsInternal("calcSlope", xHL2, nLength); bInit = true; } var nSmoothSlope = null; var ITrend = null; if (xSlope.getValue(-3) == null) return; nSmoothSlope = (xSlope.getValue(0) + (2* xSlope.getValue(-1)) + (2* xSlope.getValue(-2)) + xSlope.getValue(-3)) / 6; ITrend = xSMA.getValue(0) + (.5 * nSmoothSlope); return ITrend;}function calcSlope(x, n) { if (x.getValue(-(n-1)) == null) return; return (x.getValue(0) - x.getValue(-(n-1)) );}function verify() { var b = false; if (getBuildNumber() < 750) { drawTextAbsolute(5, 35, "This study requires version 8.0.0 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;} |
