| | File Name: SWAK.efs
Description:
This formula is based on the January 2006 article, Swiss Army Knife, by John F. Ehlers.
Formula Parameters:
Price: HL/2 [Open, High, Low, Close, HL/2, HLC/3, OHLC/4]
Type: BP [EMA, SMA, Gauss, Butter, HP, 2PHP, BP, BS]
N: 0
Period: 20
Delta: .1 Notes:
The study plots the various indicators discussed the article depending on the indicator selected under the Type parameter in the Edit Studies option. The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
SWAK.efs
EFS Code:
/***************************************Provided By : eSignal (c) Copyright 2005Description: Swiss Army Knife - by John F. EhlersVersion 1.0 11/08/2005Notes:January 2006 Issue of Stocks and Commodities Magazine* Study requires version 7.9 or higher.Formula Parameters: Defaults:Price HL/2 [Open, High, Low, Close, HL/2, HLC/3, OHLC/4]Type BP [EMA, SMA, Gauss, Butter, HP, 2PHP, BP, BS]N 0Period 20Delta .1***************************************/function preMain() { setStudyTitle("SWAK "); //setShowTitleParameters(false); setCursorLabelName("Filt", 0); setDefaultBarThickness(2, 0); var fp1 = new FunctionParameter("sPrice", FunctionParameter.STRING); fp1.setName("Price"); fp1.addOption("Open"); fp1.addOption("High"); fp1.addOption("Low"); fp1.addOption("Close"); fp1.addOption("HL/2"); fp1.addOption("HLC/3"); fp1.addOption("OHLC/4"); fp1.setDefault("HL/2"); var fp2 = new FunctionParameter("sType", FunctionParameter.STRING); fp2.setName("Type"); fp2.addOption("EMA"); fp2.addOption("SMA"); fp2.addOption("Gauss"); fp2.addOption("Butter"); fp2.addOption("HP"); fp2.addOption("2PHP"); fp2.addOption("BP"); fp2.addOption("BS"); fp2.setDefault("BP"); var fp3 = new FunctionParameter("nN", FunctionParameter.NUMBER); fp3.setName("N"); fp3.setLowerLimit(0); fp3.setDefault(0); var fp4 = new FunctionParameter("nPeriod", FunctionParameter.NUMBER); fp4.setName("Period"); fp4.setLowerLimit(0); fp4.setDefault(20); var fp5 = new FunctionParameter("nDelta", FunctionParameter.NUMBER); fp5.setName("Delta"); fp5.setDefault(.1);}var bVersion = null;var nBarCount = 0;var bInit = false;var Filt = null;var Filt_0 = null;var Filt_1 = null;var Filt_2 = null;var xPrice = null;var c0 = 1;var c1 = 0;var b0 = 1;var b1 = 0;var b2 = 0;var a1 = 0;var a2 = 0;var alpha = 0;var beta1 = 0;var gamma1 = 0;var delta1 = .1function main(sPrice, sType, nN, nPeriod, nDelta) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { switch (sPrice) { case "Open" : xPrice = open(); break; case "High" : xPrice = high(); break; case "Low" : xPrice = low(); break; case "Close" : xPrice = close(); break; case "HL/2" : xPrice = hl2(); break; case "HLC/3" : xPrice = hlc3(); break; case "OHLC/4" : xPrice = ohlc4(); break; default: xPrice = hl2(); } delta1 = nDelta; bInit = true; } if (getCurrentBarCount() > nN) { Filt = efsInternal("calcFilt", sType, nPeriod, nN, getSeries(xPrice)); return Filt.getValue(0); } else { return; }}/***** Support Functions *****/function calcFilt(type, Period, N, Price) { if (getBarState() == BARSTATE_NEWBAR) { nBarCount++; Filt_2 = Filt_1; Filt_1 = Filt_0; } switch (type) { case "EMA" : if (nBarCount <= N) { Filt_0 = Price.getValue(0); return Filt_0; } alpha = (Math.cos((2*Math.PI)/Period) + Math.sin((2*Math.PI)/Period) - 1) / Math.cos((2*Math.PI)/Period); b0 = alpha; a1 = 1 - alpha; break; case "SMA" : if (nBarCount <= N) { Filt_0 = Price.getValue(0); return Filt_0; } if (N == 0) N = 1; c0 = 1; c1 = 1 / N; b0 = 1 / N; b1 = 0; b2 = 0; a1 = 1; a2 = 0; break; case "Gauss" : if (nBarCount <= N) { Filt_0 = Price.getValue(0); return Filt_0; } beta1 = 2.415*(1 - Math.cos((2*Math.PI) / Period)); alpha = -beta1 + Math.sqrt(beta1*beta1 + 2*beta1); c0 = alpha*alpha; a1 = 2*(1 - alpha); a2 = -(1 - alpha)*(1 - alpha); break; case "Butter" : if (nBarCount <= N) { Filt_0 = Price.getValue(0); return Filt_0; } beta1 = 2.415*(1 - Math.cos((2*Math.PI) / Period)); alpha = -beta1 + Math.sqrt(beta1*beta1 + 2*beta1); c0 = alpha*alpha / 4; b1 = 2; b2 = 1; break; case "HP" : if (nBarCount <= N) { Filt_0 = 0; return Filt_0; } alpha = (Math.cos((2*Math.PI)/Period) + Math.sin((2*Math.PI)/Period) - 1) / Math.cos((2*Math.PI)/Period); c0 = 1 - alpha / 2; b1 = -1; a1 = 1 - alpha; break; case "2PHP" : if (nBarCount <= N) { Filt_0 = 0; return Filt_0; } beta1 = 2.415*(1 - Math.cos((2*Math.PI) / Period)); alpha = -beta1 + Math.sqrt(beta1*beta1 + 2*beta1); c0 = (1 - alpha / 2)*(1 - alpha / 2); b1 = -2; b2 = 1; a1 = 2*(1 - alpha); a2 = -(1 - alpha)*(1 - alpha); break; case "BP" : if (nBarCount <= N+4) { Filt_0 = 0; return Filt_0; } beta1 = Math.cos((2*Math.PI) / Period); gamma1 = 1 / Math.cos((((2*Math.PI)+(2*Math.PI))*delta1) / Period); alpha = gamma1 - Math.sqrt(gamma1*gamma1 - 1); c0 = (1 - alpha) / 2; b2 = -1; a1 = beta1*(1 + alpha); a2 = -alpha; break; case "BS" : if (nBarCount <= N+4) { Filt_0 = 0; return Filt_0; } beta1 = Math.cos((2*Math.PI) / Period); gamma1 = 1 / Math.cos((((2*Math.PI)+(2*Math.PI))*delta1) / Period); alpha = gamma1 - Math.sqrt(gamma1*gamma1 - 1); c0 = (1 + alpha) / 2; b1 = -2*beta1; b2 = 1; a1 = beta1*(1 + alpha); a2 = -alpha; break; } Filt_0 = c0*(b0*Price.getValue(0) + b1*Price.getValue(-1) + b2*Price.getValue(-2)) + a1*Filt_1 + a2*Filt_2 - c1*Price.getValue(-N); return Filt_0;}function verify() { var b = false; if (getBuildNumber() < 700) { drawTextAbsolute(5, 35, "This study requires version 7.9 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;} |
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