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Cubic Splines for Amibroker (AFL)

Rating:
4 / 5 (Votes 2)
Tags:
amibroker

This indicator is written by E.M.Pottasch for the 64bit and 32bit versions of Amibroker. If you are running the 64bit version of Amibroker you need to place SplineGroup64.dll into the C:\Program Files\Amibroker\Plugin directory to get it to work. If you are running the 32bit version of Amibroker you need to place SplineGroup32.dll into the C:\Program Files (x86)\Amibroker\Plugin directory to get it to work. The indicator should be used as follows. You click on a spot on the chart. The indicator will then calculate the cubic splines up to the bar you selected and project the computed splines after the selected bar. If the price chart follows a predictable pattern you can use the splines as a guide for where the price may be in the future.

You can check out his site here

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Indicator / Formula

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/*
© AFL code by E.M.Pottasch, 11/2017

Example of extended spline

DLL programming using:
Cubic Spline http://kluge.in-chemnitz.de/opensource/spline/
*/

rightstrength = Param( "Right Strength", 5, 2, 50, 1 );
leftstrength = Param( "Left Strength", 5, 2, 50, 1 );
fact = Param( "Chart Time Frame Factor", 1, 1, 10, 1 );

bi = BarIndex();
fvb = FirstVisibleValue( bi );
lvb = LastVisibleValue( bi );

rightStrength = rightStrength * fact;
leftStrength = leftStrength * fact;

pk = H == HHV( H, leftstrength ) AND Ref( HHV( H, rightstrength ), rightstrength ) < H;
tr = L == LLV( L, leftstrength ) AND Ref( LLV( L, rightstrength ), rightstrength ) > L;

SetChartOptions( 0, chartShowDates );
SetChartBkColor( ColorRGB( 0, 0, 0 ) );
Plot( Close, "Price", colorDefault, styleCandle, Null, Null, 0, 0, 1 );
PlotShapes( shapeSmallCircle*tr, ColorRGB( 0, 250, 0 ), 0, L, -10 );
PlotShapes( shapeSmallCircle*pk, ColorRGB( 250, 0, 0 ), 0, H, 10 );

dn = DateTime();
sd = SelectedValue( dn );
start = dn == sd;
stidx = LastValue( ValueWhen( start, BarIndex() ) );

// Spline calculations
top = extendtop = xarr = yarr = Null;
cnt = 0;

for( i = fvb; i <= stidx; i++ )
{
    if( pk[i] )
    {
        xarr[cnt] = bi[i];
        yarr[cnt] = H[i];
        cnt = cnt + 1;
    }
}

for( i = fvb; i <= stidx; i++ )
{
    if( cnt > 0 )
        top[i] = empSpline( xarr, yarr, cnt, i );
}

for( i = stidx + 1; i <= lvb; i++ )
{
    if( cnt > 0 )
        extendtop[i] = empSpline( xarr, yarr, cnt, i );
}

Plot( top, "", colorRed, styleLine | styleNoRescale, Null, Null, 0, 0, 1 );
Plot( extendtop, "", ColorRGB( 0, 255, 255 ), styleLine | styleNoRescale, Null, Null, 0, 0, 2 );

bot = extendbot = xarr = yarr = Null;
cnt = 0;

for( i = fvb; i <= stidx; i++ )
{
    if( tr[i] )
    {
        xarr[cnt] = bi[i];
        yarr[cnt] = L[i];
        cnt = cnt + 1;
    }
}

for( i = fvb; i <= stidx; i++ )
{
    if( cnt > 0 )
        bot[i] = empSpline( xarr, yarr, cnt, i );
}

for( i = stidx + 1; i <= lvb; i++ )
{
    if( cnt > 0 )
        extendbot[i] = empSpline( xarr, yarr, cnt, i );
}

Plot( bot, "", colorGreen, styleLine | styleNoRescale, Null, Null, 0, 0, 1 );
Plot( extendbot, "", ColorRGB( 255, 0, 255 ), styleLine | styleNoRescale, Null, Null, 0, 0, 2 );
Plot( bi == stidx, "", colorDarkBlue, styleHistogram | styleOwnScale | styleNoLabel | styleNoRescale, 0, 1, 0, -2, 10 );

6 comments

1. mdsayeem

error in
Ln:53, Col:27 :Error 32,Syntax error unexpected
Ln:59, Col:33 :Error 32,Syntax error unexpected

Ln:81, Col:27 :Error 32,Syntax error unexpected
Ln:87, Col:33 :Error 32,Syntax error unexpected

2. administrator

You havn’t installed the plugin correctly.

3. hmsanil

I have put the dll file inside the plugin folder (C:\Program Files (x86)\AmiBroker\Plugins)

Even after that i am getting the error

Error 30,sytax error, empspline is undefined

4. administrator

Looks like you have 32bit version of Amibroker. You need to put SplineGroup32.dll in your plugin directory. If it still doesn’t work then the plugin is not loading. Most likely because your version of Amibroker is too old.

5. hmsanil

Thanks for your reply @administrator

I have put SplineGroup32.dll only in plugin folder.

I also felt that my amibroker version is giving this problem. I will update my amibroker version and will let you know.

Thank you very much

6. utnqbao

What’s your Amibroker’s version? Does your code work with version 6.00.2?

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