/*********************************Provided By: eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2016. 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 responsiblefor the functionality once modified. eSignal reserves the right to modify and overwrite this EFS file with each new release.Description: The Super Passband Filter by John F. EhlersVersion: 1.00 05/05/2016Formula Parameters: Default:EMA Short Period 40EMA Long Period 60RMS Period 50Notes:The related article is copyrighted material. If you are not a subscriberof Stocks & Commodities, please visit www.traders.com.**********************************/var fpArray = new Array();function preMain(){ setPriceStudy(false); setCursorLabelName("SuperPB", 0); setDefaultBarFgColor(Color.RGB(0,148,255), 0); setCursorLabelName("+ RMS", 1); setDefaultBarFgColor(Color.RGB(255,155,0), 1); setCursorLabelName("- RMS", 2); setDefaultBarFgColor(Color.RGB(255,155,0), 2); var x=0; fpArray[x] = new FunctionParameter("EMAShort", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("EMA Short Period"); setLowerLimit(1); setDefault(40); } fpArray[x] = new FunctionParameter("EMALong", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("EMA Long Period"); setLowerLimit(1); setDefault(60); } fpArray[x] = new FunctionParameter("RMSPeriod", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("RMS Period"); setLowerLimit(1); setDefault(50); }}var bInit = false;var bVersion = null;var a1 = 0;var a2 = 0;var xClose = null;var xPB = null;var xRMS = null;function main(EMAShort, EMALong, RMSPeriod) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if(getBarState() == BARSTATE_ALLBARS){ bInit = false; } if (getCurrentBarCount() < EMALong) return; if (!bInit){ a1 = 5 / EMAShort; a2 = 5 / EMALong; xClose = close(); addBand(0, PS_DASH, 1, Color.RGB(96,96,96), 4); xPB = efsInternal("Calc_PassBand", xClose, a1, a2); xRMS = efsInternal("Calc_RMS",xPB, RMSPeriod); bInit = true; } if (xPB.getValue(0) == null || xRMS.getValue(0) == null) return; return [xPB.getValue(0), xRMS.getValue(0), (-xRMS.getValue(0))]; }function Calc_PassBand(Close, a1, a2){ var PB = null; var PB_1 = ref(-1); var PB_2 = ref(-2); PB = (a1 - a2) * Close.getValue(0) + (a2 * (1-a1) - a1 * (1 - a2)) * Close.getValue(-1) + ((1 - a1) + (1 - a2)) * PB_1 - (1 - a1)*(1 - a2) * PB_2; return PB;}function Calc_RMS(PB, Period){ var RMS = null; for (var i = 0; i < Period; i++){ RMS = RMS + PB.getValue(-i) * PB.getValue(-i); } RMS = Math.sqrt(RMS / Period); return RMS;}function verify(){ var b = false; if (getBuildNumber() < 779){ drawTextAbsolute(5, 35, "This study requires version 10.6 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;} |
