Corona_Chart_Swing_Position.efs, Market_Mode_Indicator.efs, SwamiCharts_Market_Mode.efs
File Name: Corona_Chart_Swing_Position.efs, Market_Mode_Indicator.efs, SwamiCharts_Market_Mode.efs
Description:
Setting Strategies With SwamiCharts by John Ehlers and Ric Way
Formula Parameters:
Corona_Chart_Swing_Position.efs
- View Line: true
Market_Mode_Indicator.efs
- Length: 20
- Delta: 0.5
- Fraction: 0.1
- Price: hl2
SwamiCharts_Market_Mode.efs
- Fastest Period: 12
- Lowest Period: 48
- Delta: 0.5
- Fraction: 0.1
- Price: hl2
- Line Thickness: 5
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
Corona_Chart_Swing_Position.efs
Market_Mode_Indicator.efs
SwamiCharts_Market_Mode.efs
SwamiCharts_Market_Mode.efs
EFS Code:
Corona_Chart_Swing_Position.efs
/*********************************
Provided By:
eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2012. 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:
Setting Strategies With SwamiCharts
Version: 1.00 13/02/2012
Notes:
The swing position indicator shows the phasing of
the data within the dominant cycle. A value of -5 means the
cycle is at its valley. A value of +5 means the cycle is at its
peak. In a pure cycle the Swing Position will trace out the
shape of a sine wave.
The related article is copyrighted material. If you are not
a subscriber of Stocks & Commodities, please visit www.traders.com.
Formula Parameters: Default:
View Line True
**********************************/
var fpArray = new Array();
var bInit = false;
var bVersion = null;
function preMain() {
setPriceStudy(false);
setShowCursorLabel(false);
setShowTitleParameters( false );
setStudyTitle("Corona Chart Swing Position");
setDefaultBarThickness(3, 50);
var x=0;
fpArray[x] = new FunctionParameter("ViewLine", FunctionParameter.BOOLEAN);
with(fpArray[x++]){
setName("View Line");
setDefault(true);
}
}
var nLineR = 180;
var nLineG = 255;
var nLineB = 210;
var nFuzzR = 0;
var nFuzzG = 172;
var nFuzzB = 64;
var xPrice = null;
var nRef_Global = 0;
var ndelta = 0.1;
var ngamma = 0;
var nalpha = 0;
var nbeta = 0;
var nN = 0;
var nPeriod = 0;
var nMaxAmpl = 0;
var nNum = 0;
var nDenom = 0;
var nDC = 0;
var nDomCyc = 0;
var nColor1 = 0;
var nColor2 = 0;
var nColor3 = 0;
var nalpha1 = 0;
var xHP = null;
var nSmoothHP = 0;
var nSmoothHP1 = 0;
var ngamma2 = 0;
var nalpha2 = 0;
var nbeta2 = 0;
var ndelta2 = 0.1;
var nBP2 = 0;
var nBP2_1 = 0;
var nBP2_2 = 0;
var nQ2 = 0;
var nHL = 0;
var nLL = 0;
var ncount = 0;
var nWidth = 0;
var nCalc_HP_Ref = 0;
var xResultArray = new Array(51);
var aI = new Array(61);
var aOldI = new Array(61);
var aOlderI = new Array(61);
var aQ = new Array(61);
var aOldQ = new Array(61);
var aOlderQ = new Array(61);
var aReal = new Array(61);
var aOldReal = new Array(61);
var aOlderReal = new Array(61);
var aImag = new Array(61);
var aOldImag = new Array(61);
var aOlderImag = new Array(61);
var aAmpl = new Array(61);
var aOldAmpl = new Array(61);
var aDB = new Array(61);
var aOldDB = new Array(61);
var aDC = new Array(61);
var aPsn = new Array(61);
var aRaster = new Array(51);
var aOldRaster = new Array(51);
var aLead60 = new Array(51);
function main(ViewLine) {
var nResCounter = 0;
var nState = getBarState();
var pi = 3.1415926;
var nCounter = 0;
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (nState == BARSTATE_ALLBARS) {
resetVars();
}
nalpha1 = (1 - (Math.sin(pi * (360 / 30) / 180)) / (Math.cos(pi * (360 / 30) / 180)));
if ( bInit == false ) {
bShowDC = ViewLine;
xPrice = hl2();
xHP = efsInternal("Calc_HP", xPrice, nalpha1);
bInit = true;
drawTextPixel( 10, 10,"J Corona Chart Swing Position", Color.black, null, Text.RELATIVETOLEFT | Text.RELATIVETOTOP, "Name" ,10, -10 );
}
if (getCurrentBarCount() < 5) return;
if (nState == BARSTATE_NEWBAR) {
nSmoothHP1 = nSmoothHP;
aDC.pop();
aDC.unshift(nDC);
aLead60.pop();
aLead60.unshift(0.5 * nBP2 + 0.866 * nQ2);
aPsn.pop();
aPsn.unshift((aLead60[0] - nLL) / (nHL - nLL));
nBP2_2 = nBP2_1;
nBP2_1 = nBP2;
for (nN = 12; nN <= 60; nN++) {
aOlderI[nN] = aOldI[nN];
aOldI[nN] = aI[nN];
aOlderQ[nN] = aOldQ[nN];
aOldQ[nN] = aQ[nN];
aOlderReal[nN] = aOldReal[nN];
aOldReal[nN] = aReal[nN];
aOlderImag[nN] = aOldImag[nN];
aOldImag[nN] = aImag[nN];
aOldAmpl[nN] = aAmpl[nN];
aOldDB[nN] = aDB[nN];
}
}
nSmoothHP = 0
if (xPrice.getValue(-1) != null) nSmoothHP = xPrice.getValue(0) - xPrice.getValue(-1);
if (xHP.getValue(-5) != null) {
nSmoothHP = (xHP.getValue(0) + 2 * xHP.getValue(-1) + 3 * xHP.getValue(-2) + 3 * xHP.getValue(-3) + 2 * xHP.getValue(-4) + xHP.getValue(-5)) / 12;
}
ndelta = (-0.015) * getCurrentBarCount() + 0.5;
if (ndelta < 0.1) ndelta = 0.1;
if (getCurrentBarCount() > 12) {
for (nN = 12; nN <= 60; nN++) {
nbeta = Math.cos(pi * (720 / nN) / 180);
ngamma = 1 / Math.cos(pi * (1440 * ndelta / nN) / 180);
nalpha = ngamma - Math.sqrt(ngamma * ngamma - 1);
aQ[nN] = (0.5 * nN / 6.28318) * (nSmoothHP - nSmoothHP1);
aI[nN] = nSmoothHP;
aReal[nN] = 0.5 * (1 - nalpha) * (aI[nN] - aOlderI[nN]) + nbeta * (1 + nalpha) * aOldReal[nN] - nalpha * aOlderReal[nN];
aImag[nN] = 0.5 * (1 - nalpha) * (aQ[nN] - aOlderQ[nN]) + nbeta * (1 + nalpha) * aOldImag[nN] - nalpha * aOlderImag[nN];
aAmpl[nN] = (aReal[nN] * aReal[nN] + aImag[nN] * aImag[nN]);
}
}
nMaxAmpl = aAmpl[12];
for (nN = 12; nN <= 60; nN++) {
if (aAmpl[nN] > nMaxAmpl) nMaxAmpl = aAmpl[nN];
}
for (nN = 12; nN <= 60; nN++) {
if (nMaxAmpl != 0 && (aAmpl[nN] / nMaxAmpl) > 0)
aDB[nN] = (-10) * Math.log(0.01 / (1 - 0.99 * aAmpl[nN] / nMaxAmpl)) / Math.log(10);
aDB[nN] = 0.33 * aDB[nN] + 0.67 * aOldDB[nN];
if (aDB[nN] > 20) aDB[nN] = 20;
}
nNum = 0;
nDenom = 0;
for (nN = 12; nN <= 60; nN++) {
if (aDB[nN] <= 6) {
nNum = nNum + nN * (20 - aDB[nN]);
nDenom = nDenom + (20 - aDB[nN]);
}
if (nDenom != 0) {
nDC = 0.5 * nNum / nDenom;
aDC[0] = nDC;
}
}
nDomCyc = Median(aDC, 5);
if (nDomCyc < 6) nDomCyc = 6;
nbeta2 = Math.cos(pi * (360 / nDomCyc) / 180);
ngamma2 = 1 / Math.cos(pi * (720 * ndelta2 / nDomCyc) / 180);
nalpha2 = ngamma2 - Math.sqrt(ngamma2 * ngamma2 - 1);
nBP2 = 0.5 * (1 - nalpha2) * (xPrice.getValue(0) - xPrice.getValue(-1)) + nbeta2 * (1 + nalpha2) * nBP2_1 - nalpha2 * nBP2_2;
nQ2 = (nDomCyc / 6.28318)*(nBP2 - nBP2_1);
aLead60[0] = 0.5 * nBP2 + 0.866 * nQ2;
nHL = aLead60[0];
nLL = aLead60[0];
for (ncount = 0; ncount < 51; ncount++) {
if (aLead60[ncount] > nHL) nHL =aLead60[ncount];
if (aLead60[ncount] < nLL) nLL = aLead60[ncount];
}
aPsn[0] = (aLead60[0] - nLL) / (nHL - nLL);
nHL = aPsn[0];
nLL = aPsn[0];
for (ncount = 0; ncount < 21; ncount++) {
if (aPsn[ncount] > nHL) nHL = aPsn[ncount];
if (aPsn[ncount] < nLL) nLL = aPsn[ncount];
}
if (nHL - nLL > 0.85) { nWidth = 0.01 } else { nWidth = 0.15 * (nHL - nLL);}
for (nN = 1; nN < 51; nN++) {
aRaster[nN] = 20;
if (nN < Math.round(50 * aPsn[0])) aRaster[nN] = 0.5 * (Math.pow(((20 * aPsn[0] - 0.4 * nN) / nWidth), 0.95) + 0.5 * aOldRaster[nN]);
if (nN > Math.round(50 * aPsn[0])) aRaster[nN] = 0.5 * (Math.pow((((-20) * aPsn[0] + 0.4 * nN) / nWidth), 0.95) + 0.5 * aOldRaster[nN]);
if (nN == Math.round(50 * aPsn[0])) aRaster[nN] = 0.5 * aOldRaster[nN];
if (aRaster[nN] < 0) aRaster[nN] = 0;
if (aRaster[nN] > 20) aRaster[nN] = 20;
if (nHL - nLL > 0.8) aRaster[nN] = 20;
aOldRaster[nN] = aRaster[nN];
}
for (nN = 1; nN < 51; nN++) {
if (aRaster[nN] <= 10) {
nColor1 = Math.round(nLineR + aRaster[nN] * (nFuzzR - nLineR) / 10);
nColor2 = Math.round(nLineG + aRaster[nN] * (nFuzzG - nLineG) / 10);
nColor3 = Math.round(nLineB + aRaster[nN] * (nFuzzB - nLineB) / 10);
}
if (aRaster[nN] > 10) {
nColor1 = Math.round(nFuzzR * (2 - aRaster[nN] / 10));
nColor2 = Math.round(nFuzzG * (2 - aRaster[nN] / 10));
nColor3 = Math.round(nFuzzB * (2 - aRaster[nN] / 10));
}
xResultArray[nResCounter++] = 0.2 * nN - 5;
setBarFgColor(Color.RGB(nColor1, nColor2, nColor3), nResCounter-1);
setPlotType(PLOTTYPE_LINE, nResCounter-1);
setBarThickness(5, nResCounter-1);
}
if (bShowDC == true) {
xResultArray[nResCounter++] = (10 * aPsn[0] - 5);
setBarFgColor(Color.RGB(nLineR, nLineG, nLineB), nResCounter-1);
}
return xResultArray;
}
function resetVars() {
nRef_Global = 0;
ndelta = 0.1;
ngamma = 0;
nalpha = 0;
nbeta = 0;
nN = 0;
nPeriod = 0;
nMaxAmpl = 0;
nNum = 0;
nDenom = 0;
nDC = 0;
nDomCyc = 0;
nColor1 = 0;
nColor2 = 0;
nColor3 = 0;
nalpha1 = 0;
nSmoothHP = 0;
nSmoothHP1 = 0;
ngamma2 = 0;
nalpha2 = 0;
nbeta2 = 0;
ndelta2 = 0.1;
nBP2 = 0;
nBP2_1 = 0;
nBP2_2 = 0;
nQ2 = 0;
nHL = 0;
nLL = 0;
ncount = 0;
nWidth = 0;
nCalc_HP_Ref = 0;
for (var i = 0; i < 61; i++) {
if (i < 51) xResultArray[i] = null;
aI[i] = 0;
aOldI[i] = 0;
aOlderI[i] = 0;
aQ[i] = 0;
aOldQ[i] = 0;
aOlderQ[i] = 0;
aReal[i] = 0;
aOldReal[i] = 0;
aOlderReal[i] = 0;
aImag[i] = 0;
aOldImag[i] = 0;
aOlderImag[i] = 0;
aAmpl[i] = 0;
aOldAmpl[i] = 0;
aDB[i] = 0;
aOldDB[i] = 0;
aDC[i] = 0;
aPsn[i] = 0;
}
for (var i = 0; i < 51; i++) {
aRaster[i] = 0;
aOldRaster[i] = 0;
aLead60[i] = 0;
}
return;
}
// calcHP globals
var nPrevHP = null;
var nCurrHP = null;
function Calc_HP(x, nAlpha1) {
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 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;
}
Market_Mode_Indicator.efs
/*********************************
Provided By:
eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2012. 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:
Setting Strategies With SwamiCharts
Version: 1.00 13/02/2012
Formula Parameters: Default:
Length 20
Delta 0.5
Fraction 0.1
Price hl2
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("Market Mode Indicator");
setCursorLabelName("Mean", 0);
setDefaultBarFgColor(Color.red, 0);
setPlotType(PLOTTYPE_LINE, 0);
setDefaultBarThickness(2, 0);
setCursorLabelName("Peak", 1);
setDefaultBarFgColor(Color.blue, 1);
setPlotType(PLOTTYPE_LINE, 1);
setDefaultBarThickness(2, 1);
setCursorLabelName("Valley", 2);
setDefaultBarFgColor(Color.blue, 2);
setPlotType(PLOTTYPE_LINE, 2);
setDefaultBarThickness(2, 2);
var x=0;
fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Length");
setLowerLimit(1);
setDefault(20);
}
fpArray[x] = new FunctionParameter("Delta", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Delta");
setLowerLimit(0.00001);
setDefault(0.5);
}
fpArray[x] = new FunctionParameter("Fraction", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Fraction");
setLowerLimit(0.00001);
setDefault(0.1);
}
fpArray[x] = new FunctionParameter("Price", FunctionParameter.STRING);
with(fpArray[x++]){
setName("Price Source");
addOption("open");
addOption("high");
addOption("low");
addOption("close");
addOption("hl2");
addOption("hlc3");
addOption("ohlc4");
setDefault("hl2");
}
}
var xEmpiricalModeDecomposition_Mean = null;
var xEmpiricalModeDecomposition_Peak = null;
var xEmpiricalModeDecomposition_Valley = null;
function main(Length, Delta, Fraction, Price) {
var nBarState = getBarState();
var nEmpiricalModeDecomposition_Mean = 0;
var nEmpiricalModeDecomposition_Peak = 0;
var nEmpiricalModeDecomposition_Valley = 0;
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (nBarState == BARSTATE_ALLBARS) {
if (Length == null) Length = 20;
if (Delta == null) Delta = 0.5;
if (Fraction == null) Fraction = 0.1;
if (Price == null) Price = "hl2";
}
if (bInit == false) {
xEmpiricalModeDecomposition_Mean = efsInternal("Calc_EmpiricalModeDecomposition", Length, Delta, Fraction, Price);
xEmpiricalModeDecomposition_Peak = getSeries(xEmpiricalModeDecomposition_Mean, 1);
xEmpiricalModeDecomposition_Valley = getSeries(xEmpiricalModeDecomposition_Mean, 2);
bInit = true;
}
nEmpiricalModeDecomposition_Mean = xEmpiricalModeDecomposition_Mean.getValue(0);
nEmpiricalModeDecomposition_Peak = xEmpiricalModeDecomposition_Peak.getValue(0);
nEmpiricalModeDecomposition_Valley = xEmpiricalModeDecomposition_Valley.getValue(0);
if (nEmpiricalModeDecomposition_Mean == null ||
nEmpiricalModeDecomposition_Peak == null ||
nEmpiricalModeDecomposition_Valley == null) return;
return new Array(nEmpiricalModeDecomposition_Mean, nEmpiricalModeDecomposition_Peak, nEmpiricalModeDecomposition_Valley);
}
var bSecondInit = false;
var xMean = null;
var xAvrPeak = null;
var xAvrValley = null;
function Calc_EmpiricalModeDecomposition(Length, Delta, Fraction, Price) {
var nMean = 0;
var nAvrPeak = 0;
var nAvrValley = 0;
if (bSecondInit == false) {
xMean = efsInternal("Calc_Mean_Peak_Valley", Length, Delta, Price);
xAvrPeak = sma(50, getSeries(xMean, 1));
xAvrValley = sma(50, getSeries(xMean, 2));
bSecondInit = true;
}
nMean = xMean.getValue(0);
nAvrPeak = xAvrPeak.getValue(0);
nAvrValley = xAvrValley.getValue(0);
if (nMean == null || nAvrPeak == null || nAvrValley == null) return;
nAvrPeak = Fraction * nAvrPeak;
nAvrValley = Fraction * nAvrValley;
return new Array(nMean, nAvrPeak, nAvrValley);
}
var bMPVInit = false;
var nPeak = 0;
var nValley = 0;
function Calc_Mean_Peak_Valley(Length, Delta, Price) {
var nMean = 0;
var BP = 0;
var BP1 = 0;
var BP2 = 0;
if (bMPVInit == false) {
xBandpassFilter = efsInternal("Calc_BandpassFilter", Length, Delta, Price);
xMean = sma(2 * Length, xBandpassFilter);
bMPVInit = true;
}
nMean = xMean.getValue(0);
BP = xBandpassFilter.getValue(0);
BP1 = xBandpassFilter.getValue(-1);
BP2 = xBandpassFilter.getValue(-2);
if (BP1 > BP && BP1 > BP2) {
nPeak = BP1;
}
if (BP1 < BP && BP1 < BP2) {
nValley = BP1;
}
return new Array(nMean, nPeak, nValley);
}
var bThirdInit = false;
var xPrice = null;
function Calc_BandpassFilter(Length, Delta, Price) {
var gamma = 0;
var alpha = 0;
var beta = 0;
var BP = 0;
var BP1 = ref(-1);
var BP2 = ref(-2);
if (bThirdInit == false) {
xPrice = eval(Price)();
bThirdInit = true;
}
if (xPrice.getValue(-2) == null) return;
beta = Math.cos(Math.PI * (360 / Length) / 180);
gamma = 1 / Math.cos(Math.PI * (720 * Delta / Length) / 180);
alpha = gamma - Math.sqrt(gamma * gamma - 1);
BP = 0.5 * (1 - alpha) * (xPrice.getValue(0) - xPrice.getValue(-2)) + beta * (1 + alpha) * BP1 - alpha * BP2;
return BP;
}
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;
}
SwamiCharts_Market_Mode.efs
/*********************************
Provided By:
eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2012. 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:
Setting Strategies With SwamiCharts
Version: 1.00 13/02/2012
Formula Parameters: Default:
Fastest Period 12
Lowest Period 48
Delta 0.5
Fraction 0.1
Price hl2
Line Thickness 5
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()
{
setStudyTitle("Swami Market Mode");
setShowCursorLabel(false);
setPriceStudy(false);
setShowTitleParameters(false);
setComputeOnClose(true);
var x=0;
fpArray[x] = new FunctionParameter("gFastPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Fastest Period");
setLowerLimit(1);
setUpperLimit(20);
setDefault(12);
}
fpArray[x] = new FunctionParameter("gSlowPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Lowest Period");
setLowerLimit(40);
setUpperLimit(100);
setDefault(48);
}
fpArray[x] = new FunctionParameter("gDelta", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Delta");
setLowerLimit(0.00001);
setDefault(0.5);
}
fpArray[x] = new FunctionParameter("gFraction", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Fraction");
setLowerLimit(0.00001);
setDefault(0.1);
}
fpArray[x] = new FunctionParameter("gPrice", FunctionParameter.STRING);
with(fpArray[x++]){
setName("Price Source");
addOption("open");
addOption("high");
addOption("low");
addOption("close");
addOption("hl2");
addOption("hlc3");
addOption("ohlc4");
setDefault("hl2");
}
fpArray[x] = new FunctionParameter("gLineThickness", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Line Thickness");
setLowerLimit(1);
setUpperLimit(20);
setDefault(5);
}
}
var resArray = null;
var xMeanArray = null;
function main(gFastPeriod, gSlowPeriod, gDelta, gFraction, gPrice, gLineThickness) {
var nBarState = getBarState();
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (!bInit)
{
resArray = new Array();
xMeanArray = new Array();
for (var i = gFastPeriod; i <= gSlowPeriod; i++)
{
resArray.push(i);
var xBandpassFilter = efsInternal("Calc_BandpassFilter", i, gDelta, gPrice);
var xMean = sma(2 * i, xBandpassFilter);
xMeanArray.push(xMean);
setDefaultBarThickness(gLineThickness, i - gFastPeriod);
}
bInit = true;
}
for (var i = 0; i <= gSlowPeriod - gFastPeriod; i++)
{
var nMean = xMeanArray[i].getValue(0);
if (nMean == null)
return;
var colorR = 255;
var colorG = 255;
var colorB = 0;
if (nMean > 0)
{
if (nMean <= 1)
colorR = Math.floor(-255 * nMean + 255);
else
colorR = 0;
}
else
{
if (nMean >= -1)
colorG = Math.floor(255 * nMean + 255);
else
colorG = 0;
}
setBarFgColor(Color.RGB(colorR, colorG, colorB), i);
}
return resArray;
}
var bSecondInit = false;
var xPrice = null;
function Calc_BandpassFilter(Length, gDelta, gPrice) {
var gamma = 0;
var alpha = 0;
var beta = 0;
var BP = 0;
var BP1 = ref(-1);
var BP2 = ref(-2);
if (!bSecondInit)
{
xPrice = eval(gPrice)();
bSecondInit = true;
}
if (xPrice.getValue(-2) == null) return;
beta = Math.cos(Math.PI * (360 / Length) / 180);
gamma = 1 / Math.cos(Math.PI * (720 * gDelta / Length) / 180);
alpha = gamma - Math.sqrt(gamma * gamma - 1);
BP = 0.5 * (1 - alpha) * (xPrice.getValue(0) - xPrice.getValue(-2)) + beta * (1 + alpha) * BP1 - alpha * BP2;
return BP;
}
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;
}