Yeni İndikatörler

[Orhan AKDOĞAN]

Laguerre Adaptive Filter

John Ehlers Article: 'Time Warp Without Space Travel'
http://www.stockspotter.com/Files/timewarp.pdf

//Laguerre Adaptive Filter

//Ayarlar
int Length = 14;
int Median = 5;

//Veriler
var V = Sistem.GrafikVerileri; 
var Price = Sistem.GrafikFiyatOku(V, "OrtaNokta");

//Değişkenler
var LaguerreAdaptiveFilter= Sistem.Liste(0); 
var FIR= Sistem.Liste(0); 
var L0= Sistem.Liste(0); 
var L1= Sistem.Liste(0); 
var L2= Sistem.Liste(0); 
var L3= Sistem.Liste(0); 

var Diff= Sistem.Liste(0); 
var HH= Sistem.Liste(0); 
var LL= Sistem.Liste(0); 
var Med= Sistem.Liste(0); 
var DLH= Sistem.Liste(0); 

//Hesaplamalar
if(Median > Length ) Median = Length-1;
for (int i = Length+1; i < Price.Count; i++)
{ 
    Diff[i] = Math.Abs(Price[i] - LaguerreAdaptiveFilter[i-1]);
    HH[i] = Diff[i];LL[i] = Diff[i];


    for(int j = 0; j < Length ; j++) 
    {
      if (Diff[i-j] > HH[i]) HH[i] = Diff[i-j];
      if (Diff[i-j] < LL[i]) LL[i] = Diff[i-j];
    }

   if (Diff[i] - LL[i] != 0 && HH[i] - LL[i] != 0)  DLH[i] = (Diff[i] - LL[i]) / (HH[i] - LL[i]); else DLH[i] = 0;
    
   for (int count = 0; count < Median; count++) Med[i-count] = DLH[i-count];

   bool swapped = true;
   double temp;
   while (swapped)
   {
    swapped = false;
    for (int count = 0; count < Median ; count++)
    {    
        if (Med[i-count] > Med[i-count - 1])
        { 
            temp = Med[i-count];    
            Med[i-count] = Med[i-count -1 ];
            Med[i-count -1] = (float)temp; 
            swapped = true;
        }
    }
   }

 float alpha = Med[i-2];

 L0[i] = alpha*Price[i] + (1 - alpha)*L0[i-1];  
 L1[i] = -(1 - alpha)*L0[i] + L0[i-1] + (1 - alpha)*L1[i-1];
 L2[i] = -(1 - alpha)*L1[i] + L1[i-1] + (1 - alpha)*L2[i-1];
 L3[i] = -(1 - alpha)*L2[i] + L2[i-1] + (1 - alpha)*L3[i-1];
 LaguerreAdaptiveFilter[i] = (float)(L0[i]+2*L1[i]+2*L2[i]+L3[i])/6; 
}

//Çizgiler
Sistem.Cizgiler[0].Deger = LaguerreAdaptiveFilter; 

https://prnt.sc/lpqa3f