BK18.net

代碼: 選擇全部

Inputs: Price((H+L)/2);

Vars: Smooth (0),Detrender (0) , I1 (0), Q1 (0), jI (0), JQ (0), I2 (0), Q2 (0), Re (0), Im (0), Period (0), SmoothPeriod (0), SmoothPrice (0), DCPeriod (0), RealPart (0),
Imagpart (0), count (0), DCPhase (0), DCSine (0), LeadSine (0), Itrend (0), Trendline (0),
Trend (0), DaysinTrend (0);

If CurrentBar > 5 then begin
Smooth = (4*Price + 3*Price[1] + 2*Price[2] + Price[3]) / 10;
Detrender = (.0962 * Smooth + .5769 * Smooth[2] - .5769 * Smooth[4] - .0962*Smooth[6]) * (.075 * Period[1] + .54);


{Compute InPhase and Quadrature components.}
Q1 = (.0962 * Detrender + .5769 * Detrender[2] - .5769 * Detrender[4] - .0962 * Detrender[6]) * (.075 * Period[1] + .54);
I1 = Detrender[3];

{Advance the phase of I1 and Q1 by 90 degrees}
jI = (.0962 * I1 + .5769 * I1[2] - .5769 * I1[4] - .0962 * I1[6]) * (.075 * Period[1] + .54);
JQ = (.0962 * Q1 + .5769 * Q1[2] - .5769 * Q1[4] - .0962 * Q1[6]) * (.075 * Period[1] + .54);

{Phasor addition for 3 bar averaging)}
I2 = I1 - JQ;
Q2 = Q1 + jI;

{Smooth the I and Q components before applying the discriminator}
I2 = .2 * I2 + .8 * I2[1];
Q2 = .2 * Q2 + .8 * Q2[1];

{Homodyne Discriminator}
Re = I2 * I2[1] + Q2 * Q2[1];
Im = I2 * Q2[1] - Q2 * I2[1];
Re = .2 * Re + .8 * Re[1];
Im = .2 * Im + .8 * Im[1];

If Im <> 0 and Re <> 0 then Period = 360 / ArcTangent (Im/Re);
If Period > 1.5 * Period[1] then Period = 1.5 * Period[1];
If Period < .67 * Period[1] then Period = .67 * Period[1];
If Period < 6 then Period = 6;
If Period > 50 then Period = 50;
Period = .2 * Period + .8 * Period[1];
SmoothPeriod = .33 * Period + .67 * SmoothPeriod[1];

{Compute Dominant Cycle Phase}
SmoothPrice = (4 * price + 3 * Price[1] + 2 * Price[2] + Price[3]) / 10;
DCPeriod = IntPortion(SmoothPeriod + .5);
RealPart = 0;
ImagPart = 0;


For count = 0 To DCPeriod - 1 begin
       RealPart = RealPart + sine (360 * count / DCPeriod) *
       (SmoothPrice[count]);
       ImagPart = imagPart + CoSine (360 * count / DCPeriod) *
       (SmoothPrice[count]);
End;

If AbsValue(ImagPart) > 0
       then DCPhase = Arctangent(RealPart / ImagPart);
If AbsValue(ImagPart) <= .001
        then DCPhase = DCPhase + 90 * Sign(RealPart);

DCPhase = DCPhase + 90;

{Compensate for one bar lag of the Weighted Moving Average}
DCPhase = DCPhase + 360 / SmoothPeriod;

If ImagPart < 0 then DCPhase = DCPhase + 180;
If DCPhase > 315 then DCPhase = DCPhase - 360;

Plot1(Sine(DCPhase), "Sine");
Plot2(Sine(DCPhase + 45), "LeadSine");

end;