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3 / 5 (Votes 3)

oscillator, amibroker

Submitted by janet0211 almost 15 years ago

Submitted by tuanstock1 almost 11 years ago

Submitted by dljtrader over 14 years ago

Submitted by genkumag over 13 years ago

Submitted by klimpek over 14 years ago

Submitted by reb almost 15 years ago

Indicator

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SetBarsRequired( 1000000, 1000000 );
price = ( H + L ) / 2;
alpha = Param( "alpha", 0.07, 0.01, 1, 0.01 );
 
pi = 4 * atan( 1 ); //have a piece...
RTD = 180 / pi; //radians to degrees
DTR = 1 / RTD; //degrees to radians
SWcount = 0;
SWGate = 0;
Jcount = 0;
SWCycle = 0;
I1 = 0;
Q1 = 0;
InstPeriod = 0;
DeltaPhase = 0;
MedianDelta = 0;
DC = 0;
Value1 = 0;
DCPeriod = 0;
RealPart = 0;
ImagPart = 0;
DCPhase = 0;
MedianDelta = 0;
Cycle = 0;
RealPart = 0;
ImagPart = 0;
// Sine wave generator-----------------------------------------------------------
freq = Param( "Freq", 15, 6, 50, 1 );
SWcycle = sin( Cum( 1 ) * ( 360 * DTR ) / freq ) + 2;
Price = IIf( Param( "Prices or test", 1, 1, 2, 1 ) == 1, Price, SWCycle ); //Select sinewave test pattern or real prices
//End Sine wave generator--------------------------------------------------------
 
for ( i = 36;i < BarCount;i++ )//37
{
    Smooth[i] = ( price[i] + 2 * price[i-1] + 2 * price[i-2] + price[i-3] ) / 6;
    Cycle[i] = ( ( 1 - 0.5 * alpha[i] ) ^ 2 ) * ( Smooth[i] - 2 * Smooth[i-1] + Smooth[i-2] ) + 2 * ( 1 - alpha[i] ) * Cycle[i-1] - ( ( 1 - alpha[i] ) ^ 2 ) * Cycle[i-2];
 
//Hilbert Transform}
    Q1[i] = ( 0.0962 * Cycle[i] + 0.5769 * Cycle[i-2] - 0.5769 * Cycle[i-4] - 0.0962 * Cycle[i-6] ) * ( 0.5 + 0.08 * InstPeriod[i-1] );
    I1[i] = Cycle[i-3];
 
    if ( Q1[i] != 0 AND Q1[i-1] != 0 )
        DeltaPhase[i] = ( I1[i] / Q1[i] - I1[i-1] / Q1[i-1] ) / ( 1 + I1[i] * I1[i-1] / ( Q1[i] * Q1[i-1] ) );
 
    if ( DeltaPhase[i] < 0.1 )
        DeltaPhase[i] = 0.1;
 
    if ( DeltaPhase[i] > 1.1 )
        DeltaPhase[i] = 1.1;
 
    MedianDelta = Median( DeltaPhase , 5 );
 
//zzz[i]=Mediandelta[i]; OK
//zzz=Mediandelta[i]; NOT OK
    if ( MedianDelta[i] == 0 )
        DC[i] = 15;
    else
        DC[i] = 2 * pi / MedianDelta[i] + 0.5;//DC[i] is OK
 
    InstPeriod[i] = 0.33 * DC[i] + 0.67 * InstPeriod[i-1];
 
    Value1[i] = 0.15 * InstPeriod[i] + 0.85 * Value1[i-1];
 
//Compute Dominant Cycle Phase
    DCPeriod[i] = int( Value1[i] );
 
    for ( count = 0; count < DCPeriod[i] - 1; Count++ )//DCPeriod-1
    {
        RealPart[i] = RealPart[i] + sin( DTR * ( 360 * count / DCPeriod[i] ) ) * Cycle[i-count];
        ImagPart[i] = ImagPart[i] + cos( DTR * ( 360 * count / DCPeriod[i] ) ) * Cycle[i-count];
    }
 
// Code to prevent TS arctan > infinity
    if ( abs( ImagPart[i] ) > 0.000001 )
        DCPhase[i] = atan( RealPart[i] / ImagPart[i] );
 
    if ( abs( ImagPart[i] ) <= 0.000001 )
        DCPhase[i] = ( pi / 2 ) * sign( RealPart[i] );
 
    DCPhase[i] = DCPhase[i] + ( pi / 2 );//90
 
    if ( ImagPart[i] < 0 )
        DCPhase[i] = DCPhase[i] + pi;// add 180
 
    if ( DCPhase[i] > ( 7*pi / 4 ) )
        DCPhase[i] = DCPhase[i] - ( 2 * pi );// sub 360
}
 
Sine = sin( DCPhase );
 
LeadSine = sin( DCPhase + ( pi / 4 ) );
A1 = Cross( sine, Leadsine );
A2 = Cross( Leadsine, sine );
GraphXSpace = 5;
Plot( Sine, "Sine", colorRed, 1 );
Plot( LeadSine, "LeadSine", colorGreen, 1 );
//Plot(price,"",colorYellow,24|styleNoLabel);Plot(price,"Price",colorBlue,1|styleNoLabel);
//Plot(A1 OR A2,"Grn-Trough Red-Peak",IIf(A1,colorRed,IIf(A2,colorGreen,Null)),2|styleOwnScale|styleNoLabel);
//Plot(cycle,"cycle",3,1);
//Plot(smooth,"smooth",0,1);
//Plot(test,"dcp",2,8);Plot(test1,"dcp1",1,8);
//Plot(dcperiod,"DCPeriod",0,1);Plot(Count,"count",1,1);
//Plot(DC,"DC",2,1);
//Plot(realpart,"RP",0,1);Plot(imagpart,"IP",1,1);
//Plot(alpha,"alpha",2,1);

1. cnbondre

over 14 years ago

Hi,
Thanks for sharing this afl.
For those more interested in Hilbert Sine Wave,
here is the link

http://emini-watch.com/products/hilbert-sine-wave/

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Hilbert Sine Wave for Amibroker (AFL)
yyttyy2010
over 14 years ago
Amibroker (AFL)

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