APE.efs/***************************************Provided By : eSignal (c) Copyright 2006Description: The Average Peak Excursion - by Chris YoungVersion 1.0 02/06/2006Notes:* Apr 2006 Issue of Stocks and Commodities Magazine* Study requires version 7.9.1 or higher.Formula Parameters: Defaults:n-Day Avg Peak Excursion 20***************************************/function preMain() { setStudyTitle("Average Peak Excursion"); setCursorLabelName("1-Day APE", 0); setCursorLabelName("Peak", 1); setCursorLabelName("APE", 2); setDefaultBarThickness(2, 0); setDefaultBarThickness(3, 1); setDefaultBarThickness(2, 2); setPlotType(PLOTTYPE_LINE, 0); setPlotType(PLOTTYPE_HISTOGRAM, 1); setDefaultBarFgColor(Color.navy, 0); setDefaultBarFgColor(Color.red, 1); setDefaultBarFgColor(Color.green, 2); var fp1 = new FunctionParameter("nDayAPE", FunctionParameter.NUMBER); fp1.setName("n-Day Avg Peak Excursion"); fp1.setLowerLimit(1); fp1.setDefault(20);}var bVersion = null;var bInit = false;var xAPE = null; // APE seriesvar xAPEMA = null;var xA0 = null; // 1-Day Peak seriesfunction main(nDayAPE) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (bInit == false) { xAPE = efsInternal("calcPeak", nDayAPE); xAPEMA = sma(nDayAPE,xAPE); xA0 = efsInternal("calcPeak", 1); xA0MA = sma(nDayAPE,xA0); setCursorLabelName(nDayAPE + "-Day Peak", 1); setCursorLabelName(nDayAPE + "-Day APE", 2); bInit = true; } return new Array(xA0MA.getValue(0), xAPE.getValue(0), xAPEMA.getValue(0));}var xHighest = null;var xLowest = null;function calcPeak(nDay) { if(xHighest==null) xHighest = highest(nDay, high()); if(xLowest==null) xLowest = lowest(nDay, low()); var nO = open(-nDay+1); if (nO == null) return null; var nH = Math.abs((xHighest.getValue(0) - nO) / nO)*100; var nL = Math.abs((xLowest.getValue(0) - nO) / nO)*100; return Math.max(nH, nL);}function verify() { var b = false; if (getBuildNumber() < 730) { drawTextAbsolute(5, 35, "This study requires version 7.9.1 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;}APE_alpha.efs/***************************************Provided By : eSignal (c) Copyright 2006Description: The Average Peak Excursion Alpha - by Chris YoungVersion 1.0 02/06/2006Notes:* Apr 2006 Issue of Stocks and Commodities Magazine* This study must reside in the same folder as APE.efs. Or add the path information to APE.efs within the efsExternal() functions if APE.efs is to be located in another folder.* Study requires version 7.9.1 or higher.Formula Parameters: Defaults:n-Day Avg Peak Excursion 20***************************************/function preMain() { setStudyTitle("Average Peak Excursion Alpha"); setCursorLabelName("APE Alpha", 0); setDefaultBarThickness(2, 0); var fp1 = new FunctionParameter("nDayAPE", FunctionParameter.NUMBER); fp1.setName("n-Day Avg Peak Excursion"); fp1.setLowerLimit(1); fp1.setDefault(20);}var bVersion = null;var bInit = false;var xAPE_n = null;function main(nDayAPE) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; var nAlpha = null; if (bInit == false) { if (xAPE_n == null) xAPE_n = efsExternal("APE.efs", nDayAPE); bInit = true; } var nAPE1 = getSeries(xAPE_n, 0); var nAPEn = getSeries(xAPE_n, 2); if (nAPEn == null || nAPE1 == null) return; nAlpha = Math.log( (nAPEn/nAPE1) ) / Math.log(nDayAPE); return nAlpha;}/***** Support Functions *****/function verify() { var b = false; if (getBuildNumber() < 730) { drawTextAbsolute(5, 35, "This study requires version 7.9.1 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;} |
