Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
fourier for Amibroker (AFL)
Copy & Paste Friendly
Back
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 | _SECTION_BEGIN("fourier");SetBarsRequired(100000,100000); Len = Param("FFT Length", 1024, 64, 10000, 10 ); Len = Min( Len, BarCount ); x = BarIndex(); x1 = x - BarCount + Len; input = C; a = LastValue( LinRegIntercept( input, Len - 1 ) ); b = LastValue( LinRegSlope( input, Len - 1 ) ); Lr = a + b * x1; data = input - Lr;// de-trending ffc = FFT(data,Len); for( i = 0; i < Len - 1; i = i + 2 ) { amp[ i ] = amp[ i + 1 ] = sqrt(ffc[ i ]^ 2 + ffc[ i + 1 ]^2); phase[ i ] = phase[ i + 1 ] = atan2( ffc[ i + 1], ffc[ i ] ); } auto = ParamToggle("Auto dominant cycle", "No|Yes", 1 ); sbar = Param( "Which FFT bin", 1, 0, 50 ); skipbin1 = ParamToggle("Skip 1st FFT bin", "No|Yes", 1 ); if( auto ) { sbar = int( LastValue(ValueWhen( amp == LastValue(Highest( IIf( skipbin1 AND x < 4, 0 , amp ) )), x / 2 )) ); } fv = Status("firstvisiblebar"); thisbar = Ref( int(x/2) == sbar, -fv); Plot( Ref(amp,-fv), "amplitude (bin " + Ref( int(x/2), -fv ) +")", IIf( thisbar, colorRed, colorBlack ),styleArea); Plot( IIf( BarCount - BarIndex() < Len, data, Null ) , "de-trended input ("+Len+" bars)", colorOrange, styleLeftAxisScale ); Plot( cos( phase[ sbar * 2 ] + (sbar) * x1 * 2 * 3.1415926 / Len ), " dominant cycle "+ Len/(sbar) + "(" + sbar + " bin) bars", colorBlue, styleOwnScale ); GraphZOrder=1; GraphXSpace = 10; _SECTION_END(); |