Multiple returns from efsLib

[waynecd]

Hi,

I'm trying to understand efsLib creation and retrieving multiple returns. The only forum reference I found and tried to follow is at: http://forum.esignalcentral.com/show...ighlight=myLib

However it returns "TypeError: LagReturn has no properties"

Any help is appreciated to include good links/resources for coding and retrieving multiple data from efsLib.

Both the efsLib and the calling efs follow:

efsLib:

var bInit = false;
var L0_1 = 0;
var L1_1 = 0;
var L2_1 = 0;
var L3_1 = 0;

var L0 = 0;
var L1 = 0;
var L2 = 0;
var L3 = 0;

var xhl2 = null;

function Laguerre(gamma) {

    if(gamma == null)
        gamma = 0.8;
        
    if (bInit == false) {
        xhl2 = hl2();
        bInit = true;
    }
    
    if (getBarState() == BARSTATE_NEWBAR) {
        L0_1 = L0;
        L1_1 = L1;
        L2_1 = L2;
        L3_1 = L3;
    }

    var Filt = 0;
    var FIR = 0;
    var sum = 0; 
    var i = 0;

    L0 = (1 - gamma) * xhl2.getValue(0) + gamma * L0_1;
    L1 = -gamma * L0 + L0_1 + gamma * L1_1;
    L2 = -gamma * L1 + L1_1 + gamma * L2_1;
    L3 = -gamma * L2 + L2_1 + gamma * L3_1;

    Filt = (L0 + 2 * L1 + 2 * L2 + L3) / 6;

    for (i = - 3; i <= 0; i++) {
        if (i == 0 || i == -3)
            k = 1;
        else
            k = 2;

        sum += k * xhl2.getValue(i);
    }

    FIR = sum / 6;

    
    if (getCurrentBarCount() < 50) return;
    return new Array(Filt, FIR);
} 

Calling efs:

//http://forum.esignalcentral.com/showthread.php?threadid=16410&highlight=myLib
//calls "LaguerreFilter.efsLib"
debugClear();
var aFPArray = new Array();
var LAGUER = addLibrary ("LaguerreFilter.efsLib");

function preMain() {
    setPriceStudy(true);
    setStudyTitle("FIR");
    
    setCursorLabelName("Filt", 0);
    setDefaultBarFgColor(Color.red, 0);
    setDefaultBarThickness(2, 0);
    
    setCursorLabelName("FIR", 1);
    setDefaultBarFgColor(Color.green, 1);
    setDefaultBarThickness(2, 1);
    
    var x = 0;
    
    aFPArray[x] = new FunctionParameter("gamma", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("Gamma");
        setLowerLimit(0.01);
        setDefault(0.8);
    }
    
}
var bInit = false;
var vFilt = null;
var vFIR = null;

function main(gamma) {
    if (bInit == false) {
        vFilt = efsInternal("fLAGUER", 0, gamma);
        vFIR =  efsInternal("fLAGUER", 1, gamma);
        bInit = true;
    }

    var xFilt = getSeries(vLAGUER, 0);
    var xFIR = getSeries(vLAGUER, 1);

    return new Array(xFilt, xFIR);
}
/****efsInternal*********/
var LagReturn = null;

function fLAGUER(n,g) {

    if (LagReturn == null) LagReturn = LAGUER.Laguerre(g);

    return LagReturn[n];
} 

wayne

[waynecd]

The code below is just the efs script "LaguerreFilter.efs" with code split out between the calling efs and the efsLib and should include the following credits:

/*********************************

Provided By:

eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2008. All rights reserved. This sample eSignal
Formula Script (EFS) is for educational purposes only and may be
modified and saved under a new file name. eSignal is not responsible
for the functionality once modified. eSignal reserves the right
to modify and overwrite this EFS file with each new release.

Description:

Four-Element Laguerre Filter by John Ehlers

Version: 1.0 09/24/2008

Notes:

This moving average indicator allows to avoid whipsaw trades and strike a balance
between the amount of smoothing and the amount of lag by using some modern math tools
like Laguerre transform filter. This filter is the next generation tool comparing to
either the usual MovAvg or FIR (finite impulse response) filters.


Formula Parameters: Default:

Gamma - damping factor 0.8

**********************************/

[Doji3333]

wayne, did you figure this out yet?? It can sometimes be frustrating to hunt down errors. I've not had any time to offer any assistance or play with your code because of other projects.

let me know if you're still stuck??

[waynecd]

Thanks Brad,

No luck yet. Will continue to test to see if I can get it to work. If I do, I will post it.

Regards,

wayne

[sandpiper]

Wayne,

It's a bit beyond me. However, having tried it out, compared it against the original Laguerre Filter and read the other thread you refer to, it looks to me as if you are mixing up a few concepts that don't quite work. When I try and run your code with debugs in, it tells me that an attempt is being made to execute the fLAGUER internal function BEFORE any attempt is made to execute the code in your main() section.

The statement

vFilt = efsInternal("fLAGUER", 0, gamma); 

looks like you used the related efsExternal type statement as a model. As far as I'm aware, efsInternal doesn't work that way. In the statement:

myVar = efsExternal("xyz.efs", param1); 

from the other thread you refer to, myVar is actually being initialised as a kind of function reference or pointer, i.e. it is a type of declarative statement. So that myVar can be referred to as if it were the function.

When you later use the statement:

var xFilt = getSeries(vLAGUER, 0); 

This should really be:

var xFilt = getSeries(vFilt, 0); 

to be consistent with the way in which that efsExternal code is used. Clearly this doesn't work either, I guess because efsInternal is not meant to be used in that way, i.e. declarative.

I'm not entirely sure that it's the best use of efsLib either, i.e. to hold what is essentially another main() function. Although I suppose to a degree efsLib can just be a container for common code no matter what the type. I believe efsExternal is now implemented as simply efs(). You could try and transfer your LaguerreFilter efsLib code to a .efs and just use efs() to execute it as common code from multiple places.

Sorry that I can't offer more useful advice but as you may guess I have never attempted to use the combination of efsInternal and efsLib this way.

Regards.

[waynecd]

Hi Sandpiper,

Thanks, good eye.

var xFilt = getSeries(vFilt, 0); 

I wasn't able to get the multiple outputs from the efsLib. The only way it worked for me was by creating a separate function for each output within the efsLib as follows:

Calling efs in formula folder:

//http://forum.esignalcentral.com/showthread.php?threadid=16410&highlight=myLib
//calls "LaguerreFilter.efsLib"
debugClear();
var aFPArray = new Array();
var LAGUER = addLibrary ("LaguerreFilter1a.efsLib");

function preMain() {
    setPriceStudy(true);
    setStudyTitle("FIR");
    
    setCursorLabelName("Filt", 0);
    setDefaultBarFgColor(Color.red, 0);
    setDefaultBarThickness(2, 0);
    
    setCursorLabelName("FIR", 1);
    setDefaultBarFgColor(Color.green, 1);
    setDefaultBarThickness(2, 1);
    
    var x = 0;
    
    aFPArray[x] = new FunctionParameter("gamma", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("Gamma");
        setLowerLimit(0.01);
        setDefault(0.8);
    }
    
}
var bInit = false;
var vFilt = null;
var vFIR = null;
var vhl2 = null;
var zhl2 = null;

function main(gamma) {
    if (bInit == false) {
        vhl2 = hl2();
        bInit = true;
    }
    zhl2 = vhl2.getValue(0);
    vFilt = LAGUER.fFilt(gamma,zhl2);
    vFIR = LAGUER.fFIR(vhl2);

    return new Array(vFilt, vFIR);
} 

efsLib in FunctionLibrary folder;

var bInit = false;
var L0_1 = 0;
var L1_1 = 0;
var L2_1 = 0;
var L3_1 = 0;

var L0 = 0;
var L1 = 0;
var L2 = 0;
var L3 = 0;

function fFilt(gamma,xhl2) {

    if(gamma == null)
        gamma = 0.8;
        
    
    if (getBarState() == BARSTATE_NEWBAR) {
        L0_1 = L0;
        L1_1 = L1;
        L2_1 = L2;
        L3_1 = L3;
    }

    var Filt = 0;

    L0 = (1 - gamma) * xhl2 + gamma * L0_1;
    L1 = -gamma * L0 + L0_1 + gamma * L1_1;
    L2 = -gamma * L1 + L1_1 + gamma * L2_1;
    L3 = -gamma * L2 + L2_1 + gamma * L3_1;

    Filt = (L0 + 2 * L1 + 2 * L2 + L3) / 6;


    
    if (getCurrentBarCount() < 50) return;
    return Filt;
}

function fFIR(yhl2){

    var FIR = 0;
    var sum = 0; 
    var i = 0;
    for (i = - 3; i <= 0; i++) {
        if (i == 0 || i == -3)
            k = 1;
        else
            k = 2;

        sum += k * yhl2.getValue(i);
    }

    FIR = sum / 6;
    if (getCurrentBarCount() < 50) return;
    return FIR;
} 

wayne

[waynecd]

Well, nothing I've tried works other than what I already posted. I just streamlined the previous code a little.

Calling efs in formula folder:

//http://forum.esignalcentral.com/showthread.php?threadid=30720
//http://forum.esignalcentral.com/showthread.php?threadid=16410&highlight=myLib
//calls "LaguerreFilter.efsLib"
debugClear();
var aFPArray = new Array();
var LAGUER = addLibrary ("LaguerreFilter.efsLib");

function preMain() {
    setPriceStudy(true);
    setStudyTitle("FIR");
    
    setCursorLabelName("Filt", 0);
    setDefaultBarFgColor(Color.red, 0);
    setDefaultBarThickness(2, 0);
    
    setCursorLabelName("FIR", 1);
    setDefaultBarFgColor(Color.green, 1);
    setDefaultBarThickness(2, 1);
    
    var x = 0;
    
    aFPArray[x] = new FunctionParameter("gamma", FunctionParameter.NUMBER);
    with(aFPArray[x++]) {
        setName("Gamma");
        setLowerLimit(0.01);
        setDefault(0.8);
    }
}
var bInit = false;
var vFilt = null;
var vFIR = null;

function main(gamma) {

    vFilt = LAGUER.fFilt(gamma);
    vFIR = LAGUER.fFIR();

    return new Array(vFilt, vFIR);
} 

efsLib in FunctionLibrary folder (note: not even a copy of the *.efsLib can be in the same folder as the calling *.efs;

//NOTE: THIS EFSLIB FILE CANNOT BE IN THE SAME DIRECTORY AS THE CALLING EFS and must be named the same as specified in the calling efs.
//http://forum.esignalcentral.com/showthread.php?threadid=30720
/*********************************
Provided By:  

    eSignal (Copyright c eSignal), a division of Interactive Data 
    Corporation. 2008. All rights reserved. This sample eSignal 
    Formula Script (EFS) is for educational purposes only and may be 
    modified and saved under a new file name.  eSignal is not responsible
    for the functionality once modified.  eSignal reserves the right 
    to modify and overwrite this EFS file with each new release.

Description:        

    Four-Element Laguerre Filter by John Ehlers 

Version:            1.0  09/24/2008

Notes:

    This moving average indicator allows to avoid whipsaw trades and strike a balance
    between the amount of smoothing and the amount of lag by using some modern math tools
    like Laguerre transform filter. This filter is the next generation tool comparing to 
    either the usual MovAvg or FIR (finite impulse response) filters.    


Formula Parameters:                     Default:

    Gamma - damping factor              0.8

**********************************/
var bInit = false;
var L0_1 = 0;
var L1_1 = 0;
var L2_1 = 0;
var L3_1 = 0;

var L0 = 0;
var L1 = 0;
var L2 = 0;
var L3 = 0;

var bInit = false;
var xhl2 = null;

function fFilt(gamma) {

    if (bInit == false) {
        if(gamma == null) gamma = 0.8;
        xhl2 = hl2();
        bInit = true;
    }
    
    if (getBarState() == BARSTATE_NEWBAR) {
        L0_1 = L0;
        L1_1 = L1;
        L2_1 = L2;
        L3_1 = L3;
    }
    var vhl2 = xhl2.getValue(0);
    var Filt = 0;

    L0 = (1 - gamma) * vhl2 + gamma * L0_1;
    L1 = -gamma * L0 + L0_1 + gamma * L1_1;
    L2 = -gamma * L1 + L1_1 + gamma * L2_1;
    L3 = -gamma * L2 + L2_1 + gamma * L3_1;

    Filt = (L0 + 2 * L1 + 2 * L2 + L3) / 6;


    
    if (getCurrentBarCount() < 50) return;

    return Filt;
}
var b1Init = false;
var yhl2 = null;

function fFIR(){
    if (b1Init == false) {
        yhl2 = hl2();
        b1Init = true;
    }

    var FIR = 0;
    var sum = 0; 
    var i = 0;
    for (i = - 3; i <= 0; i++) {
        if (i == 0 || i == -3)
            k = 1;
        else
            k = 2;

        sum += k * yhl2.getValue(i);
    }

    FIR = sum / 6;
    if (getCurrentBarCount() < 50) return;

    return FIR;
}