Dewey McG wrote:Can anyone code one for Empty4? I have the Zorro version:

var smoothF(int period) { return 2./(period+1); }

var LowPass(var *Data,int Period)
{
var* LP = series(*Data,3);
var a = smoothF(Period);
var a2 = a*a;
return LP[0] = (a-0.25*a2)*Data[0]
+ 0.5*a2*Data[1]
- (a-0.75*a2)*Data[2]
+ 2*(1.-a)*LP[1]
- (1.-a)*(1.-a)*LP[2];
}


As a complete beginner I don't have a clue how to convert this into one for Empty4.

   double a = 2.0/(Per+1.0);
   double a2 = a*a;

   for(i=limit; i>=0; i--) {


      LP[i] = (a-0.25*a2)*Close[i]
               + 0.5*a2*Close[i+1]
               - (a-0.75*a2)*Close[i+2]
               + 2*(1.0-a)*LP[i+1]
               - (1.0-a)*(1.0-a)*LP[i+2];
   }   

gaheitman wrote:

Dewey McG wrote:Can anyone code one for Empty4? I have the Zorro version:

var smoothF(int period) { return 2./(period+1); }

var LowPass(var *Data,int Period)
{
var* LP = series(*Data,3);
var a = smoothF(Period);
var a2 = a*a;
return LP[0] = (a-0.25*a2)*Data[0]
+ 0.5*a2*Data[1]
- (a-0.75*a2)*Data[2]
+ 2*(1.-a)*LP[1]
- (1.-a)*(1.-a)*LP[2];
}


As a complete beginner I don't have a clue how to convert this into one for Empty4.

I'm not sure what the lowpass should look like, but I believe this is a faithful representation of the formula you use above. I'm sure Gary will give it a once over, right Gary?

The pertinent loop:

Code: Select all

   double a = 2.0/(Per+1.0);
   double a2 = a*a;

   for(i=limit; i>=0; i--) {


      LP[i] = (a-0.25*a2)*Close[i]
               + 0.5*a2*Close[i+1]
               - (a-0.75*a2)*Close[i+2]
               + 2*(1.0-a)*LP[i+1]
               - (1.0-a)*(1.0-a)*LP[i+2];
   }   

George

// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
double ITrend(double price[],double array[],int per,int bar)
{
   double alfa = 2.0/(per+1);
   if(bar > 7)
   double it = (alfa - alfa*alfa/4)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+
   2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2];
   else
   it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4;

dietcoke wrote:

gaheitman wrote:
I'm not sure what the lowpass should look like, but I believe this is a faithful representation of the formula you use above. I'm sure Gary will give it a once over, right Gary?

The pertinent loop:

Code: Select all

   double a = 2.0/(Per+1.0);
   double a2 = a*a;

   for(i=limit; i>=0; i--) {


      LP[i] = (a-0.25*a2)*Close[i]
               + 0.5*a2*Close[i+1]
               - (a-0.75*a2)*Close[i+2]
               + 2*(1.0-a)*LP[i+1]
               - (1.0-a)*(1.0-a)*LP[i+2];
   }   

George

I thought this looked a bit familiar:

See MA method 12 in allaverages

Code: Select all

// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
double ITrend(double price[],double array[],int per,int bar)
{
   double alfa = 2.0/(per+1);
   if(bar > 7)
   double it = (alfa - alfa*alfa/4)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+
   2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2];
   else
   it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4;

garyfritz wrote:That IS impressive!

But Dewey, understand that Empty4 indicators and EAs have very different execution models (one of the LOVELY things I just LOVE about the Empty4 definition...) Code that works in an indicator probably won't work in an EA, which I assume is what you want. The whole init() / start() / etc stuff is indicator-only. In this case I believe you could drop the ITrend() function from AllAverages into an EA, and as long as you pass it a working array to hold LP (in the array[] parameter) it should work OK.

George and DC, I've got some questions about the AA code. I'm looking at the 2.5 version.

The AA version passes in the array[] parameter to hold the history held in LP in the original. But the candle loop counts from zero (or small) to larger -- counting BACKWARDS in time. How does it reference the earlier elements of array[] if it hasn't calculated them yet??

Empty4 shifts candles -- and buffer arrays -- as each new candle arrives. I thought you were supposed to handle that with ArraySetAsSeries(), telling Empty4 that an array (like the one passed in as array[]) should shift along with the display buffer? This code doesn't do that. How/why does that work?

The candle loop is "for(y=mcnt_bars;y<mBars;y++)". But mcnt_bars is never initialized unless cnt_bars<0. Apparently it just assumes it will get auto-initalized to zero? Sloppy.

      aPrice[y] = iMA(NULL,TimeFrame,1,MA_Shift,0,Price,mBars-y-1);   

Dewey McG wrote:Thanks everyone. Here I am thinking this was a simple request and it is much more complicated.

In actual fact, I was planning on using it in an EA (or EA's) and being able to apply this to the bar highs or lows as in the Zorro code I posted under Zorro before.The relevant part is:



while(asset(loop("EUR/USD","AUD/USD","USD/CHF")))
{
var Period = optimize(5,3,15);
var EMA5H = LowPass(series(priceHigh()),3*Period);
var EMA5L = LowPass(series(priceLow()),3*Period);

Stop = (HH(2) - LL(2)) * optimize(1,0.5,5);

if(priceOpen() > EMA5H && priceClose() < EMA5H && priceLow() > EMA5L)
enterShort();
else if(priceOpen() < EMA5L && priceClose() > EMA5L && priceHigh() < EMA5H)
enterLong();
}
}

I was hoping I could program an EA if I had a lowPass filter to do the same.