2015 Sep: Decyclers by John Ehlers

[eSignal]

File Name: SimpleDecycler.efs, DecyclerOscillator.efs

Description:
Decyclers by John Ehlers

Formula Parameters:

SimpleDecycler.efs
HP Period: 125

DecyclerOscillator.efs
HP Period: 125
K: 1

Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.

Download File:
SimpleDecycler.efs
DecyclerOscillator.efs

SimpleDecycler.efs


DecyclerOscillator.efs


EFS Code:

SimpleDecycler.efs

/*********************************
Provided By:  
    Interactive Data Corporation (Copyright © 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:        
    Decyclers by John Ehlers
    
Formula Parameters:                     Default:
    HP Period                           125
    
Version:            1.00  07/09/2015

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("Simple Decycler");
    setPriceStudy(true);
    
    setCursorLabelName("UpperBand", 0);
    setCursorLabelName("Decycler", 1);
    setCursorLabelName("LowerBand", 2);
  
    setDefaultBarFgColor(Color.red, 1);

    var x = 0;

    fpArray[x] = new FunctionParameter("fpHPPeriod", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("HP Period");
        setLowerLimit(1);
        setDefault(125);
    }    
}

var bInit = false;
var bVersion = null;

var xClose = null;
var xHP = null;

function main(fpHPPeriod){
    
    if (bVersion == null) bVersion = verify();
    if (bVersion == false) return;
    
    if (!bInit){

        xClose = close();
        xHP = efsInternal('Calc_HP', xClose, fpHPPeriod);
        
        bInit = true; 
    };

    var nClose = xClose.getValue(0);
    var nHP = xHP.getValue(0);

    if (nHP == null || nClose == null)
        return;

    var nDecycle = nClose - nHP;
      
    return [nDecycle * 1.005, nDecycle, nDecycle * .995];
}

var nAlpha = null;

function Calc_HP(xSource, nPeriod){
    
    nAlpha = (Math.cos(.707*360 / nPeriod * Math.PI / 180) +
              Math.sin(.707*360 / nPeriod * Math.PI / 180) - 1) /
              Math.cos(.707*360 / nPeriod * Math.PI / 180); 
    
    var nSource = xSource.getValue(0);
    var nSource1 = xSource.getValue(-1);
    var nSource2 = xSource.getValue(-2);
     
    if (nSource == null || nSource1 == null|| nSource2 == null)
        return;
    
    var nHP_1 = ref(-1);
    var nHP_2 = ref(-2);
    
    var nHP = Math.pow((1 - nAlpha / 2), 2) * (nSource - 2 * nSource1 + nSource2) +
              2 * (1 - nAlpha) * nHP_1 - Math.pow((1 - nAlpha), 2) * nHP_2;
      
    return nHP;
}

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;
} 

DecyclerOscillator.efs

/*********************************
Provided By:  
    Interactive Data Corporation (Copyright © 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:        
    Decyclers by John Ehlers
    
Formula Parameters:                     Default:
    HP Period                           125
    K                                   1
    
Version:            1.00  07/09/2015

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("Decycler Oscillator");
    
    setCursorLabelName("ZeroLine", 0);
    setCursorLabelName("DecyclerOsc", 1);
    
    setDefaultBarFgColor(Color.grey, 0);
    
    setDefaultBarThickness(1, 0);
    setDefaultBarThickness(2, 1);
    
    setShowCursorLabel(false, 0);
    setShowCursorLabel(true, 1);
        
    var x = 0;

    fpArray[x] = new FunctionParameter("fpHPPeriod", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("HP Period");
        setLowerLimit(1);
        setDefault(125);
    }
    
    fpArray[x] = new FunctionParameter("fpK", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("K");
        setDefault(1);
    } 
}

var bInit = false;
var bVersion = null;

var xClose = null;
var xHP = null;
var xDecycle = null;
var xDecycleOsc = null;

function main(fpHPPeriod, fpK){
    
    if (bVersion == null) bVersion = verify();
    if (bVersion == false) return;
    
    if (!bInit){

        xClose = close();
        xHP = efsInternal('Calc_HP', xClose, fpHPPeriod);
        xDecycle = efsInternal('Calc_Decycle', xClose, xHP);
        xDecycleOsc = efsInternal('Calc_HP', xDecycle, .5 * fpHPPeriod);
        
        bInit = true; 
    };

    var nClose = xClose.getValue(0);
    var nDecycleOsc = xDecycleOsc.getValue(0);

    if (nDecycleOsc == null || nClose == null)
        return;

    var nReturnValue = 100 * fpK * nDecycleOsc / nClose;
       
    return [0, nReturnValue];
}

var nAlpha = null;

function Calc_HP(xSource, nPeriod){
    
    nAlpha = (Math.cos(.707*360 / nPeriod * Math.PI / 180) +
              Math.sin(.707*360 / nPeriod * Math.PI / 180) - 1) /
              Math.cos(.707*360 / nPeriod * Math.PI / 180); 
    
    var nSource = xSource.getValue(0);
    var nSource1 = xSource.getValue(-1);
    var nSource2 = xSource.getValue(-2);
     
    if (nSource == null || nSource1 == null|| nSource2 == null)
        return;
    
    var nHP_1 = ref(-1);
    var nHP_2 = ref(-2);
    
    var nHP = Math.pow((1 - nAlpha / 2), 2) * (nSource - 2 * nSource1 + nSource2) +
              2 * (1 - nAlpha) * nHP_1 - Math.pow((1 - nAlpha), 2) * nHP_2;
      
    return nHP;
}

function Calc_Decycle(xSource, xHP){
    
    var nSource = xSource.getValue(0);
    var nHP = xHP.getValue(0);

    if (nHP == null || nSource == null)
        return;
    
    var nDecycle = nSource - nHP;

    return nDecycle;
}

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;
}