tailieunhanh - Cutting-Edge DSP Technology to Improve Your Trading_6

Tham khảo tài liệu 'cutting-edge dsp technology to improve your trading_6', tài chính - ngân hàng, tài chính doanh nghiệp phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 154 CYBERNETIC ANALYSIS FOR STOCKS AND FUTURES Sinewave Indicator Inputs Price H L 2 alpha .07 Vars Smooth 0 Cycle 0 11 0 Ql 0 12 0 Q2 0 DeltaPhase O MedianDelta 0 MaxAmp 0 AmpFix 0 Re 0 Im 0 DC 0 alphal 0 InstPeriod O DCPeriod O count 0 Smoothcycle 0 RealPart 0 ImagPart 0 DCPhase 0 Smooth Price 2 Price l 2 Price 2 Price 3 6 Cycle 1 - .5 alpha l - .5 alpha Smooth - 2 Smooth l Smooth 2 2 1 - alpha Cycle 1 - 1 - alpha 1 - alpha Cycle 2 If currentbar 7 then Cycle Price - 2 Price l Price 2 4 Cycle Price QI 0962 Cycle . 5769 Cycle 2 - .5769 Cycle 4 - .0962 Cycle 6 .5 .08 InstPeriod l Il Cycle 3 If QI 0 and QI 1 0 then Deltaphase Il Ql - I1 1 Q1 1 1 11 11 1 Q1 Q1 1 FIGURE EasyLanguage Code to Compute the Sinewave Indicator The Sinewave Indicator 155 If Deltaphase then DeltaPhase If Deltaphase then Deltaphase MedianDelta Median DeltaPhase 5 If MedianDelta 0 then DC 15 else DC I MedianDelta .5 InstPeriod .33 DC .67 InstPeriod 1 Valuel .15 InstPeriod .85 Valuel 1 Compute Dominant Cycle Phase DCPeriod IntPortion Valuel RealPart 0 ImagPart 0 For count 0 To DCPeriod - 1 begin RealPart RealPart sine 360 count DCPeriod Cycle count ImagPart ImagPart Cosine 360 count DCPeriod Cycle count End If AbsValue ImagPart then DCPhase Arctangent RealPart ImagPart If AbsValue ImagPart then DCPhase 90 sign RealPart DCPhase DCPhase 90 If ImagPart 0 then DCPhase DCPhase 180 If DCPhase 315 then DCPhase DCPhase - 360 Plotl Sine DCPhase Sine Plot2 Sine DCPhase 45 Leadsine FIGURE Continued how the LeadSine crosses over the Sine immediately prior to each peak and valley in the price waveform. The LeadSine always crosses the Sine line before the turning point in the cycle giving advance indication of the cyclic turning point. The amount of advance warning relative to the length of the cycle is less for the shorter cycles. The Sinewave Indicator is plotted in the bottom graph for the standard data set in Figure . The market is in a trend at the left .