iwali
9 posts
msg #88351
- Ignore iwali |
2/17/2010 3:21:16 PM
Can someone please transform this to a filter query?
Inputs: Price((H+L)/2),
alpha(.07);
Vars: Smooth(0),
Cycle(0),
ICycle(0);
Smooth = (Price + 2*Price[1] + 2*Price[2] + Price[3])/6;
Cycle = (1 - .5*alpha)*(1 - .5*alpha)*(Smooth - 2*Smooth[1] + Smooth[2]) + 2*(1 -
alpha)*Cycle[1] - (1 – alpha)*(1 - alpha)*Cycle[2];
If currentbar < 7 then Cycle = (Price - 2*Price[1] + Price[2]) / 4;
ICycle = (ExpValue(2*Cycle) - 1) / (ExpValue(2*Cycle) + 1);
Plot1(ICycle, "Cycle");
Plot2(0.5, "Sell Ref");
Plot3(-0.5, "Buy Ref");
Thanks
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