ChRSpectrum.efs, DCTunedBypassFilter.efs
File Name: ChRSpectrum.efs, DCTunedBypassFilter.efs
Description:
These studies are based on the March 2008 article, Measuring CyclePeriods, by John F. Ehlers.
Formula Parameters:
ChRSpectrum.efs
- Show Dominant Cycle: false
- Dominant Cycle Color: blue
- Dominant Cycle Size: 2
DCTunedBypassFilter.efs
- Sine Color: red
- Cosine Color: cyan
- Sine Thickness: 2
- Cosine Thickness: 2
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
ChRSpectrum.efs
DCTunedBypassFilter.efs
EFS Code:
ChRSpectrum.efs
/***************************************
Provided By : eSignal (c) Copyright 2008
Description: Measuring Cycle Periods
by John Ehlers
Version 1.0 1/04/2008
Notes:
* March 2008 Issue of Stocks and Commodities Magazine
* Study requires version 8.0 or later.
Formula Parameters: Default:
Show Dominant Cycle false
Dominant Cycle Color blue
Dominant Cycle Size 2
*****************************************************************/
function preMain() {
setStudyTitle("Channelized Receiver Spectrum ");
setShowCursorLabel(false);
setShowTitleParameters(false);
// Dominant Cycle properties
setPlotType(PLOTTYPE_CIRCLE, 51);
setDefaultBarBgColor(Color.black, 0);
var fp1 = new FunctionParameter("bShowDC", FunctionParameter.BOOLEAN);
fp1.setName("Show Dominant Cycle");
fp1.setDefault(false);
var fp2 = new FunctionParameter("nDC_color", FunctionParameter.COLOR);
fp2.setName("Dominant Cycle Color");
fp2.setDefault(Color.blue);
var fp3 = new FunctionParameter("nDC_thick", FunctionParameter.NUMBER);
fp3.setName("Dominant Cycle Size");
fp3.setLowerLimit(1);
fp3.setDefault(2);
}
// Global Variables
var bVersion = null; // Version flag
var bInit = false; // Initialization flag
var xPrice = null;
var xHP = null;
var xCleanData = null;
var aDB = new Array(51);
var aReturn = new Array(52); // return array
var nDelta = 0.1;
var nBeta = 0;
var nGamma = 0;
var nAlpha = 0;
var nMaxAmpl = 0;
var nNum = 0;
var nDenom = 0;
var nDC = 0;
var nDomCyc = 0;
var aDC = new Array(10);
var aQ = new Array(51);
var aI = new Array(51);
var aReal = new Array(51);
var aOlderI = new Array(51);
var aOldReal = new Array(51);
var aOlderReal = new Array(51);
var aImag = new Array(51);
var aOldQ = new Array(51);
var aOlderQ = new Array(51);
var aOldImag = new Array(51);
var aOlderImag = new Array(51);
var aAmpl = new Array(51);
var aOldI = new Array(51);
var aOldAmpl = new Array(51);
for (var j = 0; j < 51; j++) {
aQ[j] = 0;
aI[j] = 0;
aReal[j] = 0;
aOlderI[j] = 0;
aOldReal[j] = 0;
aOlderReal[j] = 0;
aImag[j] = 0;
aOldQ[j] = 0;
aOlderQ[j] = 0;
aOldImag[j] = 0;
aOlderImag[j] = 0;
aAmpl[j] = 0;
aOldI[j] = 0;
aOldAmpl[j] = 0;
}
function main(bShowDC, nDC_color, nDC_thick) {
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
var nPeriod = 0;
var n = 0;
var nMaxPwr = 0;
var nNum = 0;
var nDenom = 0;
var nDominantCycle = 0;
var Color1 = null;
var Color2 = null;
var nState = getBarState();
//Initialization
if (bInit == false) {
drawTextPixel(0, 0, " ", null,
Color.lightgrey, Text.RELATIVETOTOP|Text.RELATIVETOLEFT, null, 12, "bkg");
setDefaultBarFgColor(nDC_color, 51);
setDefaultBarThickness(nDC_thick, 51);
xPrice = hl2();
xHP = efsInternal("calcHP", xPrice);
xCleanData = efsInternal("calcCleanData", xHP, xPrice); // Smooth HP
bInit = true;
}
if (nState == BARSTATE_NEWBAR) {
aDC.pop();
aDC.unshift(nDC);
}
if (nState == BARSTATE_NEWBAR) {
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
aOlderI[nPeriod] = aOldI[nPeriod];
aOldI[nPeriod] = aI[nPeriod];
aOlderQ[nPeriod] = aOldQ[nPeriod];
aOldQ[nPeriod] = aQ[nPeriod];
aOlderReal[nPeriod] = aOldReal[nPeriod];
aOldReal[nPeriod] = aReal[nPeriod];
aOlderImag[nPeriod] = aOldImag[nPeriod];
aOldImag[nPeriod] = aImag[nPeriod];
aOldAmpl[nPeriod] = aAmpl[nPeriod];
}
}
var nHP = xHP.getValue(0);
var nCleanData = xCleanData.getValue(-50);
if (nHP == null || nCleanData == null) return;
nDelta = -.015 * getCurrentBarCount() + .5;
if (nDelta < .15 ) {
nDelta = .15;
}
if (getCurrentBarCount() > 6 ) {
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
nBeta = Math.cos((2*Math.PI)/nPeriod);
nGamma = 1 / Math.cos((((2*Math.PI)+(2*Math.PI)) * nDelta) / nPeriod);
nAlpha = nGamma - Math.sqrt(nGamma*nGamma - 1);
aQ[nPeriod] = (nPeriod / 6.283185)*(xCleanData.getValue(0) - xCleanData.getValue(-1));
aI[nPeriod] = xCleanData.getValue(0);
aReal[nPeriod] = .5*(1 - nAlpha)*(aI[nPeriod] - aOlderI[nPeriod]) + nBeta*(1 + nAlpha)*aOldReal[nPeriod] - nAlpha*aOlderReal[nPeriod];
aImag[nPeriod] = .5*(1 - nAlpha)*(aQ[nPeriod] - aOlderQ[nPeriod]) + nBeta*(1 + nAlpha)*aOldImag[nPeriod] - nAlpha*aOlderImag[nPeriod];
aAmpl[nPeriod] = (aReal[nPeriod]*aReal[nPeriod] + aImag[nPeriod]*aImag[nPeriod]);
}
}
nMaxAmpl = aAmpl[10];
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (aAmpl[nPeriod] > nMaxAmpl) {
nMaxAmpl = aAmpl[nPeriod];
}
}
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (nMaxAmpl != 0 && (aAmpl[nPeriod] / nMaxAmpl) > 0 ) {
aDB[nPeriod] = -10 * Math.log(.01 / (1 - .99*aAmpl[nPeriod] / nMaxAmpl)) / Math.log(10);
}
if (aDB[nPeriod] > 20 ) {
aDB[nPeriod] = 20;
}
}
nNum = 0;
nDemon = 0;
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (aDB[nPeriod] <= 3 ) {
nNum = nNum + nPeriod*(20 - aDB[nPeriod]);
nDenom = nDenom + (20 - aDB[nPeriod]);
}
if (nDenom != 0 ) {
nDC = nNum / nDenom;
aDC[0] = nDC;
}
}
nDomCyc = Median(aDC, 10);
if (bShowDC == true) {
aReturn[51] = nDomCyc;
}
//Plot the Spectrum as a Heatmap
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (aDB[nPeriod] <= 10) {
Color1 = 255;
Color2 = Math.round(255*(1 - aDB[nPeriod]/10));
}
if (aDB[nPeriod] > 10) {
Color1 = Math.round(255*(2 - aDB[nPeriod]/10));
Color2 = 0;
}
aReturn[nPeriod] = nPeriod;
setDefaultBarFgColor(Color.RGB(Color1 , Color2, 0), nPeriod);
setDefaultBarThickness(4, nPeriod);
}
// aReturn[51] // contains the Dominant Cycle value
return aReturn;
}
// calcHP globals
var nPrevHP = null;
var nCurrHP = null;
function calcHP(x) {
var nAlpha1 = (1 - Math.sin((2*Math.PI)/40)) / Math.cos((2*Math.PI)/40);
var nHP = null;
if (getCurrentBarCount() <= 5 ) {
nCurrHP = x.getValue(0);
return nCurrHP;
} else {
if (x.getValue(-1) == null) return null;
if (getBarState() == BARSTATE_NEWBAR) nPrevHP = nCurrHP;
nCurrHP = ( 0.5*(1 + nAlpha1)*(x.getValue(0) - x.getValue(-1)) + nAlpha1*nPrevHP );
return nCurrHP;
}
}
function calcCleanData(x, xP) { //SmoothHP
if (getCurrentBarCount() == 1 ) {
return 0;
} else if (getCurrentBarCount() <= 7 ) {
return xP.getValue(0) - xP.getValue(-1);
} else {
return ( x.getValue(0) +
2*x.getValue(-1) +
3*x.getValue(-2) +
3*x.getValue(-3) +
2*x.getValue(-4) +
x.getValue(-5) ) / 12;
}
}
function Median(myArray, Length) {
var aArray = new Array(Length);
var nMedian = null;
for (var i = 0; i < Length; i++) {
aArray[i] = myArray[i];
}
aArray = aArray.sort(compareNumbers);
nMedian = aArray[Math.round((Length-1)/2)];
return nMedian;
}
function compareNumbers(a, b) {
return a - b
}
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;
}
DCTunedBypassFilter.efs
/***************************************
Provided By : eSignal (c) Copyright 2008
Description: Measuring Cycle Periods
by John Ehlers
Version 1.0 1/04/2008
Notes:
* March 2008 Issue of Stocks and Commodities Magazine
* Study requires version 8.0 or later.
Formula Parameters: Default:
Sine Color red
Cosine Color cyan
Sine Thickness 2
Cosine Thickness 2
*****************************************************************/
function preMain() {
setStudyTitle("Dominant Cycle Tuned Bypass Filter ");
setShowTitleParameters(false);
setCursorLabelName("Sine", 0);
setCursorLabelName("Cosine", 1);
var fp1 = new FunctionParameter("nS_color", FunctionParameter.COLOR);
fp1.setName("Sine Color");
fp1.setDefault(Color.red);
var fp2 = new FunctionParameter("nC_color", FunctionParameter.COLOR);
fp2.setName("Cosine Color");
fp2.setDefault(Color.cyan);
var fp3 = new FunctionParameter("nS_thick", FunctionParameter.NUMBER);
fp3.setName("Sine Thickness");
fp3.setLowerLimit(1);
fp3.setDefault(2);
var fp4 = new FunctionParameter("nC_thick", FunctionParameter.NUMBER);
fp4.setName("Cosine Thickness");
fp4.setLowerLimit(1);
fp4.setDefault(2);
}
// Global Variables
var bVersion = null; // Version flag
var bInit = false; // Initialization flag
var xPrice = null;
var xHP = null;
var xCleanData = null;
var aDB = new Array(51);
var nDelta = 0.1;
var nBeta = 0;
var nGamma = 0;
var nAlpha = 0;
var nMaxAmpl = 0;
var nNum = 0;
var nDenom = 0;
var nDC = 0;
var nDomCyc = 0;
var nValue1 = null;
var nValue1_1 = null;
var nValue1_2 = null;
var nValue2 = null;
var aDC = new Array(10);
var aQ = new Array(51);
var aI = new Array(51);
var aReal = new Array(51);
var aOlderI = new Array(51);
var aOldReal = new Array(51);
var aOlderReal = new Array(51);
var aImag = new Array(51);
var aOldQ = new Array(51);
var aOlderQ = new Array(51);
var aOldImag = new Array(51);
var aOlderImag = new Array(51);
var aAmpl = new Array(51);
var aOldI = new Array(51);
var aOldAmpl = new Array(51);
for (var j = 0; j < 51; j++) {
aQ[j] = 0;
aI[j] = 0;
aReal[j] = 0;
aOlderI[j] = 0;
aOldReal[j] = 0;
aOlderReal[j] = 0;
aImag[j] = 0;
aOldQ[j] = 0;
aOlderQ[j] = 0;
aOldImag[j] = 0;
aOlderImag[j] = 0;
aAmpl[j] = 0;
aOldI[j] = 0;
aOldAmpl[j] = 0;
}
function main(nS_color, nC_color, nS_thick, nC_thick) {
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
var nPeriod = 0;
var n = 0;
var nMaxPwr = 0;
var nNum = 0;
var nDenom = 0;
var nDominantCycle = 0;
var Color1 = null;
var Color2 = null;
var nState = getBarState();
//Initialization
if (bInit == false) {
setDefaultBarFgColor(nS_color, 0);
setDefaultBarFgColor(nC_color, 1);
setDefaultBarThickness(nS_thick, 0);
setDefaultBarThickness(nC_thick, 1);
xPrice = hl2();
xHP = efsInternal("calcHP", xPrice);
xCleanData = efsInternal("calcCleanData", xHP, xPrice); // Smooth HP
bInit = true;
}
if (nState == BARSTATE_NEWBAR) {
aDC.pop();
aDC.unshift(nDC);
nValue1_2 = nValue1_1;
nValue1_1 = nValue1;
}
if (nState == BARSTATE_NEWBAR) {
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
aOlderI[nPeriod] = aOldI[nPeriod];
aOldI[nPeriod] = aI[nPeriod];
aOlderQ[nPeriod] = aOldQ[nPeriod];
aOldQ[nPeriod] = aQ[nPeriod];
aOlderReal[nPeriod] = aOldReal[nPeriod];
aOldReal[nPeriod] = aReal[nPeriod];
aOlderImag[nPeriod] = aOldImag[nPeriod];
aOldImag[nPeriod] = aImag[nPeriod];
aOldAmpl[nPeriod] = aAmpl[nPeriod];
}
}
var nHP = xHP.getValue(0);
var nCleanData = xCleanData.getValue(-50);
if (nHP == null || nCleanData == null) return;
nDelta = -.015 * getCurrentBarCount() + .5;
if (nDelta < .15 ) {
nDelta = .15;
}
if (getCurrentBarCount() > 6 ) {
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
nBeta = Math.cos((2*Math.PI)/nPeriod);
nGamma = 1 / Math.cos((((2*Math.PI)+(2*Math.PI)) * nDelta) / nPeriod);
nAlpha = nGamma - Math.sqrt(nGamma*nGamma - 1);
aQ[nPeriod] = (nPeriod / 6.283185)*(xCleanData.getValue(0) - xCleanData.getValue(-1));
aI[nPeriod] = xCleanData.getValue(0);
aReal[nPeriod] = .5*(1 - nAlpha)*(aI[nPeriod] - aOlderI[nPeriod]) + nBeta*(1 + nAlpha)*aOldReal[nPeriod] - nAlpha*aOlderReal[nPeriod];
aImag[nPeriod] = .5*(1 - nAlpha)*(aQ[nPeriod] - aOlderQ[nPeriod]) + nBeta*(1 + nAlpha)*aOldImag[nPeriod] - nAlpha*aOlderImag[nPeriod];
aAmpl[nPeriod] = (aReal[nPeriod]*aReal[nPeriod] + aImag[nPeriod]*aImag[nPeriod]);
}
}
nMaxAmpl = aAmpl[10];
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (aAmpl[nPeriod] > nMaxAmpl) {
nMaxAmpl = aAmpl[nPeriod];
}
}
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (nMaxAmpl != 0 && (aAmpl[nPeriod] / nMaxAmpl) > 0 ) {
aDB[nPeriod] = -10 * Math.log(.01 / (1 - .99*aAmpl[nPeriod] / nMaxAmpl)) / Math.log(10);
}
if (aDB[nPeriod] > 20 ) {
aDB[nPeriod] = 20;
}
}
nNum = 0;
nDemon = 0;
nPeriod = 8;
for (nPeriod = 8; nPeriod <= 50; nPeriod++) {
if (aDB[nPeriod] <= 3 ) {
nNum = nNum + nPeriod*(20 - aDB[nPeriod]);
nDenom = nDenom + (20 - aDB[nPeriod]);
}
if (nDenom != 0 ) {
nDC = nNum / nDenom;
aDC[0] = nDC;
}
}
nDomCyc = Median(aDC, 10);
if (nDomCyc < 8 ) {
nDomCyc = 20;
}
nBeta = Math.cos((2*Math.PI)/nDomCyc);
nGamma = 1 / Math.cos((((2*Math.PI)+(2*Math.PI)) * nDelta) / nDomCyc);
nAlpha = nGamma - Math.sqrt(nGamma*nGamma - 1);
nValue1 = .5*(1 - nAlpha)*(xCleanData.getValue(0) - xCleanData.getValue(-1)) +
nBeta*(1 + nAlpha)*nValue1_1 - nAlpha*nValue1_2;
nValue2 = (nDomCyc / 6.28)*(nValue1 - nValue1_1);
return new Array(nValue1, nValue2);
}
// calcHP globals
var nPrevHP = null;
var nCurrHP = null;
function calcHP(x) {
var nAlpha1 = (1 - Math.sin((2*Math.PI)/40)) / Math.cos((2*Math.PI)/40);
var nHP = null;
if (getCurrentBarCount() <= 5 ) {
nCurrHP = x.getValue(0);
return nCurrHP;
} else {
if (x.getValue(-1) == null) return null;
if (getBarState() == BARSTATE_NEWBAR) nPrevHP = nCurrHP;
nCurrHP = ( 0.5*(1 + nAlpha1)*(x.getValue(0) - x.getValue(-1)) + nAlpha1*nPrevHP );
return nCurrHP;
}
}
function calcCleanData(x, xP) { //SmoothHP
if (getCurrentBarCount() == 1 ) {
return 0;
} else if (getCurrentBarCount() <= 7 ) {
return xP.getValue(0) - xP.getValue(-1);
} else {
return ( x.getValue(0) +
2*x.getValue(-1) +
3*x.getValue(-2) +
3*x.getValue(-3) +
2*x.getValue(-4) +
x.getValue(-5) ) / 12;
}
}
function Median(myArray, Length) {
var aArray = new Array(Length);
var nMedian = null;
for (var i = 0; i < Length; i++) {
aArray[i] = myArray[i];
}
aArray = aArray.sort(compareNumbers);
nMedian = aArray[Math.round((Length-1)/2)];
return nMedian;
}
function compareNumbers(a, b) {
return a - b
}
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;
}