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File Name: zzTOP.efs, zzTOPauto.efs
Description:
Filtering Price Movement by Giorgos E. Siligardos
Formula Parameters:
zzTOP.efs
Indicator: Close
LegsNo: 20
Scale: A
zzTOPauto.efs
Indicator: Close
Proximity: 20
Scale: A
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
Download File:
zzTOP.efs
zzTOPauto.efs
zzTOPauto.efs
EFS Code:
zzTOP.efs
zzTOPauto.efs
Description:
Filtering Price Movement by Giorgos E. Siligardos
Formula Parameters:
zzTOP.efs
Indicator: Close
LegsNo: 20
Scale: A
zzTOPauto.efs
Indicator: Close
Proximity: 20
Scale: A
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
Download File:
zzTOP.efs
zzTOPauto.efs
zzTOPauto.efs
EFS Code:
zzTOP.efs
PHP Code:
/*********************************
Provided By:
Interactive Data Corporation (Copyright В© 2015)
All rights reserved. This sample eSignal Formula Script (EFS)
is for educational purposes only. Interactive Data Corporation
reserves the right to modify and overwrite this EFS file with
each new release.
Description:
Filtering Price Movement by Giorgos E. Siligardos
Formula Parameters: Default:
Indicator Close
LegsNo 20
Scale A
Version: 1.00 03/11/2015
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
function preMain(){
setStudyTitle("zzTOP");
setPriceStudy(true);
setComputeOnClose(true);
var x = 0;
fpArray[x] = new FunctionParameter("fpIndicator", FunctionParameter.STRING);
with(fpArray[x++]){
setName("Indicator");
addOption("Close");
addOption("Open");
addOption("High");
addOption("Low");
setDefault("Close");
}
fpArray[x] = new FunctionParameter("fpLegsNo", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("LegsNo");
setLowerLimit(1);
setDefault(20);
}
fpArray[x] = new FunctionParameter("fpScale", FunctionParameter.STRING);
with(fpArray[x++]){
setName("Scale");
addOption("A");
addOption("L");
setDefault("A");
}
}
var bInit = false;
var bVersion = null;
var xSourceBase = null;
var xSource = null;
function main(fpIndicator, fpLegsNo, fpScale){
if (!bInit){
switch (fpIndicator){
case "Close":
xSourceBase = close();
break;
case "Open":
xSourceBase = open();
break;
case "High":
xSourceBase = high();
break;
case "Low":
xSourceBase = low();
break;
default: return;
}
if (fpScale == "L")
xSource = efsInternal("calc_Log", xSourceBase)
else
xSource = xSourceBase;
bInit = true;
}
if (getCurrentBarCount() == (getNumBars()-1)){
var nCountOfBars = getCurrentBarCount();
var nLowestInd = lowest(nCountOfBars, xSourceBase, 0);
if (fpScale == "L" && nLowestInd != null && nLowestInd <= 0){
drawTextPixel( 10, 50, "A semilogarithmic scale is not supported for the negative values or 0.", Color.blue);
return;
}
if (nLowestInd == null)
return;
var x1 = -(nCountOfBars - 1);
var y1 = xSource.getValue(-(nCountOfBars - 1));
var aFirstBar = [x1, y1];
var x2 = 0;
var y2 = xSource.getValue(0);
var aLastBar = [x2, y2];
if (y1 == null || y2 == null)
return;
var arrayPIPs = [];
arrayPIPs.push(aFirstBar);
arrayPIPs.push(aLastBar);
while (arrayPIPs.length < fpLegsNo + 1){
var arrayTemp = [];
for (var i = 0; i < arrayPIPs.length - 1; i++){
arrayTemp.push(calc_PIP(arrayPIPs[i], arrayPIPs[i+1], xSource))
}
var aMaxTempElement = arrayTemp.reduce(function(prevElemen, curElement){
return prevElemen[0] >= curElement[0] ? prevElemen : curElement
});
var x = aMaxTempElement[1];
var y = xSource.getValue(aMaxTempElement[1]);
if (y == null)
return;
arrayPIPs.push([x, y]);
arrayPIPs.sort(function (element1, element2){
return element1[0] - element2[0];
});
}
var tagID = 0;
clearLines();
for (var i = 0; i < arrayPIPs.length - 1; i++){
x1 = arrayPIPs[i][0];
y1 = arrayPIPs[i][1];
x2 = arrayPIPs[i+1][0];
y2 = arrayPIPs[i+1][1];
if (fpScale == "L"){
y2 = Math.exp(y2);
y1 = Math.exp(y1);
}
drawLineRelative(x1, y1, x2, y2, PS_SOLID, 2, Color.red, tagID++);
}
}
}
function calc_Log(xSource){
var nValue = xSource.getValue(0);
if (nValue <= 0)
return;
return Math.log(nValue);
}
function calc_PIP(aFirstCoord, aSecondCoord, xSource){
var nIndexOfFirst = aFirstCoord[0];
var nIndexOfSecond = aSecondCoord[0];
var nCountOfBars = Math.abs(nIndexOfFirst - nIndexOfSecond) + 1;
var nPrevMaxDiff = 0;
var nPrevMaxIndex = 0;
var aMaxValue = [];
for (var i = 0; i < nCountOfBars; i++){
var nIndicatorValue = xSource.getValue(nIndexOfFirst + i);
if (nIndicatorValue == null)
return;
var nCrossPoint = (((i * (aSecondCoord[1] - aFirstCoord[1])) / (nCountOfBars - 1)) + aFirstCoord[1]);
var nDiff = Math.abs(nCrossPoint - nIndicatorValue);
aMaxValue = [];
aMaxValue[0] = Math.max(nDiff, nPrevMaxDiff);
aMaxValue[1] = aMaxValue[0] == nDiff ? nIndexOfFirst + i : nPrevMaxIndex;
nPrevMaxDiff = aMaxValue[0];
nPrevMaxIndex = aMaxValue[1];
}
return aMaxValue;
}
function verify(){
var b = false;
if (getBuildNumber() < 779){
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
}
else
b = true;
return b;
}
PHP Code:
/*********************************
Provided By:
Interactive Data Corporation (Copyright В© 2015)
All rights reserved. This sample eSignal Formula Script (EFS)
is for educational purposes only. Interactive Data Corporation
reserves the right to modify and overwrite this EFS file with
each new release.
Description:
Filtering Price Movement by Giorgos E. Siligardos
Formula Parameters: Default:
Indicator Close
Proximity 20
Scale A
Version: 1.00 03/11/2015
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
function preMain(){
setStudyTitle("zzTOPauto");
setPriceStudy(true);
setComputeOnClose(true);
var x = 0;
fpArray[x] = new FunctionParameter("fpIndicator", FunctionParameter.STRING);
with(fpArray[x++]){
setName("Indicator");
addOption("Close");
addOption("Open");
addOption("High");
addOption("Low");
setDefault("Close");
}
fpArray[x] = new FunctionParameter("fpProximity", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Proximity");
setLowerLimit(0);
setUpperLimit(100);
setDefault(20);
}
fpArray[x] = new FunctionParameter("fpScale", FunctionParameter.STRING);
with(fpArray[x++]){
setName("Scale");
addOption("A");
addOption("L");
setDefault("A");
}
}
var bInit = false;
var bVersion = null;
var xSourceBase = null;
var xSource = null;
function main(fpIndicator, fpProximity, fpScale){
if (!bInit){
switch (fpIndicator){
case "Close":
xSourceBase = close();
break;
case "Open":
xSourceBase = open();
break;
case "High":
xSourceBase = high();
break;
case "Low":
xSourceBase = low();
break;
default: return;
}
if (fpScale == "L")
xSource = efsInternal("calc_Log", xSourceBase)
else
xSource = xSourceBase;
bInit = true;
}
if (getCurrentBarCount() == (getNumBars()-1)){
var nCountOfBars = getCurrentBarCount();
var nLowestInd = lowest(nCountOfBars, xSourceBase, 0);
if (fpScale == "L" && nLowestInd != null && nLowestInd <= 0){
drawTextPixel( 10, 50, "A semilogarithmic scale is not supported for the negative values or 0.", Color.blue);
return;
}
if (nLowestInd == null)
return;
var nHighest = highest(nCountOfBars, xSource, 0);
var nLowest = lowest(nCountOfBars, xSource, 0);
if (nHighest == null || nLowest == null)
return;
var nRange = nHighest - nLowest;
var x1 = -(nCountOfBars - 1);
var y1 = xSource.getValue(-(nCountOfBars - 1));
var aFirstBar = [x1, y1];
var x2 = 0;
var y2 = xSource.getValue(0);
var aLastBar = [x2, y2];
if (y1 == null || y2 == null)
return;
var arrayPIPs = [];
arrayPIPs.push(aFirstBar);
arrayPIPs.push(aLastBar);
do {
var arrayTemp = [];
for (var i = 0; i < arrayPIPs.length - 1; i++){
arrayTemp.push(calc_PIP(arrayPIPs[i], arrayPIPs[i+1], xSource));
}
var aMaxTempElement = arrayTemp.reduce(function(prevElemen, curElement){
return prevElemen[0] >= curElement[0] ? prevElemen : curElement
});
if (aMaxTempElement[0] < (nRange * fpProximity / 100))
break;
var x = aMaxTempElement[1];
var y = xSource.getValue(aMaxTempElement[1]);
if (y == null)
return;
arrayPIPs.push([x, y]);
arrayPIPs.sort(function (element1, element2){
return element1[0] - element2[0];
});
} while (aMaxTempElement[0] >= (nRange * fpProximity / 100));
var tagID = 0;
clearLines();
for (var i = 0; i < arrayPIPs.length - 1; i++){
x1 = arrayPIPs[i][0];
y1 = arrayPIPs[i][1];
x2 = arrayPIPs[i+1][0];
y2 = arrayPIPs[i+1][1];
if (fpScale == "L"){
y2 = Math.exp(y2);
y1 = Math.exp(y1);
}
drawLineRelative(x1, y1, x2, y2, PS_SOLID, 2, Color.red, tagID++);
}
}
}
function calc_Log(xSource){
var nValue = xSource.getValue(0);
if (nValue <= 0)
return;
return Math.log(nValue);
}
function calc_PIP(aFirstCoord, aSecondCoord, xSource){
var nIndexOfFirst = aFirstCoord[0];
var nIndexOfSecond = aSecondCoord[0];
var nCountOfBars = Math.abs(nIndexOfFirst - nIndexOfSecond) + 1;
var nPrevMaxDiff = 0;
var nPrevMaxIndex = 0;
var aMaxValue = [];
for (var i = 0; i < nCountOfBars; i++){
var nIndicatorValue = xSource.getValue(nIndexOfFirst + i);
if (nIndicatorValue == null)
return;
var nCrossPoint = (((i * (aSecondCoord[1] - aFirstCoord[1])) / (nCountOfBars - 1)) + aFirstCoord[1]);
var nDiff = Math.abs(nCrossPoint - nIndicatorValue);
aMaxValue = [];
aMaxValue[0] = Math.max(nDiff, nPrevMaxDiff);
aMaxValue[1] = aMaxValue[0] == nDiff ? nIndexOfFirst + i : nPrevMaxIndex;
nPrevMaxDiff = aMaxValue[0];
nPrevMaxIndex = aMaxValue[1];
}
return aMaxValue;
}
function verify(){
var b = false;
if (getBuildNumber() < 779){
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
}
else
b = true;
return b;
}