Originally Posted by
stradivarius
Orhan hocam bandpass faslinda gonderdiginiz listede "autocorrelation periodogram" yeni sayilir
cevirirseniz makbule gecer.
Hantal ve pratik de kullanması çok zordur.
Mesa Phasor'un çevrimini buraya atsaydım daha iyi anlaşılırdı aslında
Autocorrelation Periodogram
The Autocorrelation Periodogram was published in the September 2016 Stocks and Commodities article titled Measuring Market Cycles by John F. Ehlers.
PHP Code:
//Autocorrelation Periodogram
//Ayarlar
int HPeriod =48; //High-pass Period
//Veriler
var V = Sistem.GrafikVerileri ;
var C = Sistem.GrafikFiyatOku(V, "Kapanis") ;
var H = Sistem.GrafikFiyatOku(V, "Yuksek") ;
var L = Sistem.GrafikFiyatOku(V, "Dusuk") ;
var O = Sistem.GrafikFiyatOku(V, "Acilis") ;
//Değişkenler
var DominantCycle= Sistem.Liste(0);
List<double> HP= new List<double>(new double[C.Count]);
List<double> Filt= new List<double>(new double[C.Count]);
int AvgLength= 3;
int M= 0;
int N= 0;
double X= 0;
double Y= 0;
double alpha1= 0;
double a1= 0;
double b1= 0;
double c1= 0;
double c2= 0;
double c3= 0;
int Lag= 0;
int count= 0;
double Sx= 0;
double Sy= 0;
double Sxx= 0;
double Syy= 0;
double Sxy= 0;
int Period= 0;
double Sp= 0;
double Spx= 0;
double MaxPwr= 0;
double PeakPwr= 0;
int Color1= 0;
int Color2= 0;
int Color3= 0;
double[] Corr = new double[700];
double[] CosinePart = new double[700];
double[] SinePart = new double[700];
double[] SqSum = new double[700];
double[,] R = new double[700,3];
double[] Pwr = new double[700];
//Hesaplamalar
for (int i = 100; i < C.Count; i++)
{
DominantCycle[i] = 0;
PeakPwr = 0;
Spx = 0;
Sp = 0;
HP[i] = Math.Round(0.94*(C[i] - C[i-1]) + 0.88*HP[i-1], 2);
Filt[i] = Math.Round(0.35*(HP[i] + HP[i-1]) / 2 + 0.98*Filt[i-1] + -0.33*Filt[i-2], 2);
for (Lag = 0; Lag <= HPeriod ; Lag++)
{
M = AvgLength != 0 ? AvgLength : Lag;
Sx = 0; Sy = 0; Sxx = 0; Syy = 0; Sxy = 0;
for (count = 0; count < M; count++)
{
X = Filt[i-count];
Y = Filt[i-Lag - count];
Sx = Sx + X;
Sy = Sy + Y;
Sxx = Sxx + X*X;
Sxy = Sxy + X*Y;
Syy = Syy + Y*Y;
}
if ((M*Sxx - Sx*Sx)*(M*Syy - Sy*Sy) > 0)
{
Corr[Lag] = Math.Round((M*Sxy - Sx*Sy)/Math.Sqrt((M*Sxx - Sx*Sx)*(M*Syy - Sy*Sy)), 2);
}
}
for (Period = 8; Period <= HPeriod ; Period++)
{
CosinePart[Period] = 0;
SinePart[Period] = 0;
for (N = 3; N <= HPeriod ; N++)
{
CosinePart[Period] = Math.Round(CosinePart[Period] + Corr[N]*Math.Cos(((360*N / Period) * Math.PI) / 180), 2);
SinePart[Period] = Math.Round(SinePart[Period] + Corr[N]*Math.Sin(((360*N / Period) * Math.PI) / 180), 2);
}
SqSum[Period] = Math.Round(CosinePart[Period]*CosinePart[Period] + SinePart[Period]*SinePart[Period], 2);
}
for (Period = 7; Period < HPeriod ; Period++)
{
R[Period, 1] = R[Period, 0];
R[Period, 0] = Math.Round(0.2*SqSum[Period]*SqSum[Period] + .8*R[Period, 1], 2);
}
MaxPwr = 0;
for (Period = 7; Period < HPeriod ; Period++)
{
if (R[Period, 0] > MaxPwr)
MaxPwr = R[Period, 0];
}
for (Period = 7; Period < HPeriod ; Period++)
{
Pwr[Period] = R[Period, 0] / MaxPwr;
}
if (false)
{
for (Period = 8; Period < HPeriod ; Period++)
{
Pwr[Period] = Math.Pow(Pwr[Period], 3);
}
}
for (Period = 7; Period < HPeriod ; Period++)
{
if (Pwr[Period] > PeakPwr)
PeakPwr = Pwr[Period];
}
for (Period = 7; Period < HPeriod ; Period++)
{
if (PeakPwr >= 0.25 && Pwr[Period] >= 0.25)
{
Spx = Spx + Period*Pwr[Period];
Sp = Sp + Pwr[Period];
}
}
if (Sp != 0)
DominantCycle[i] = (float)( Spx / Sp);
if (Sp < 0.25)
DominantCycle[i] = (float)(DominantCycle[i-1]);
}
//Çizgiler
Sistem.Cizgiler[0].Deger = DominantCycle;
https://prnt.sc/lpuezc
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