Formula for Adaptive CG Oscillator in Ehlers Book not working. Solution?

[gautama2]

Hi,
i typed in the code from Ehlers book "Cybernetic Analysis for Stocks and Futures". But doesn't work correctly. Somebody an idea?

Regards
Robert

[eSignal_JasonK]

Hello Robert,

If you are getting a syntax or formula errors, post your version and I'll test it for you. If your version just isn't matching some of the examples in the book, you may need to contact the author.

[gautama2]

Hi Jason,
i typed it and i think it is the same as in the book (one always thinks so), checked it twice, but i do not get a correct graph at all.
I get no syntax errors.

Here is the code:

/************************************************** ********
Title: Adaptive CG Oscillator
Coded By: Chris D. Kryza (Divergence Software Inc.)
Email: [email protected]
Incept: 07/09/2003
Version: 1.0.0

================================================== =========
Fix History:

07/09/2003 - Initial Release
1.0.0

================================================== =========
************************************************** ********/


//External Variables

var nBarCount = 0;

var aPriceArray = new Array();
var aSmoothArray = new Array();
var aCycleArray = new Array();
var aDeltaPhase = new Array();
var aPeriod = new Array();
var aInstPeriod = new Array();
var aQ1 = new Array();
var aI1 = new Array();
var aCGArray = new Array();


function preMain() {
var x;

setPriceStudy(false);
setStudyTitle("Adaptive CG");
setCursorLabelName("CG",0);
setCursorLabelName("Trig",1);
setDefaultBarFgColor(Color.blue,0);
setDefaultBarFgColor(Color.red, 1);

// initialize Arrays
for (x=0;x<70;x++){
aPriceArray[x] = 0.0;
aSmoothArray[x] = 0.0;
aCycleArray[x] = 0.0;
aQ1[x] = 0.0;
aI1[x] = 0.0;
aDeltaPhase[x] = 0.0;
aPeriod[x] = 0.0;
aInstPeriod[x] = 0.0;
aCGArray[x] = 0.0;
}

}

function main(Alpha) {
var x;
var nCG = 0;
var nDC;
var nIntPeriod;
var nNum;
var nDenom;
var nMedianDelta;


// initialize parameters if necessary
if ( Alpha == null ) {
Alpha = 0.07;
}

// study is initializing
if (getBarState() == BARSTATE_ALLBARS) {
return null;
}

// on each new bar, save array values
if ( getBarState() == BARSTATE_NEWBAR) {
nBarCount++;

aPriceArray.pop();
aPriceArray.unshift(0);

aSmoothArray.pop();
aSmoothArray.unshift(0);

aCycleArray.pop();
aCycleArray.unshift(0);

aQ1.pop();
aQ1.unshift(0);

aI1.pop();
aI1.unshift(0);

aDeltaPhase.pop();
aDeltaPhase.unshift(0);

aInstPeriod.pop();
aInstPeriod.unshift(0);

aPeriod.pop();
aPeriod.unshift(0);

aCGArray.pop();
aCGArray.unshift(0);


}

aPriceArray[0] = ( high()+low() ) / 2;

aSmoothArray[0] = ( aPriceArray[0] + 2*aPriceArray[1] + 2*aPriceArray[2] + aPriceArray[3] ) / 6;

if ( nBarCount < 7 ) {
aCycleArray[0] = ( aPriceArray[0] - 2*aPriceArray[1] + aPriceArray[2] ) / 4;
}

else {
aCycleArray[0] = ( 1 - 0.5*Alpha ) * ( 1 - 0.5*Alpha )
* ( aSmoothArray[0] - 2*aSmoothArray[1]
+ aSmoothArray[2] ) + 2*(1-Alpha) * aCycleArray[1]
- (1-Alpha) * (1-Alpha)* aCycleArray[2];
}

aQ1[0] = (0.0962*aCycleArray[0]
+ 0.5769*aCycleArray[2]
- 0.5769*aCycleArray[4]
- 0.0962*aCycleArray[6] )
* (0.5 + 0.08 * aInstPeriod[1] );
aI1[0] = aCycleArray[3];

if ( aQ1[0] != 0 && aQ1[1] != 0 ) {
aDeltaPhase[0] = (aI1[0]/aQ1[0]
- aI1[1]/aQ1[1]) / (1
+ aI1[0]*aI1[1]/(aQ1[0]*aQ1[1]));
}
if ( aDeltaPhase[0] < 0.1 ) aDeltaPhase[0] = 0.1;
if ( aDeltaPhase[0] > 1.1 ) aDeltaPhase[0] = 1.1;

nMedianDelta = Median (5, aDeltaPhase );

if ( nMedianDelta == 0 ) {
nDC = 15;
}
else {
nDC = 6.28318 / nMedianDelta + 0.5;
}

aInstPeriod[0] = 0.33 * nDC + 0.67 * aInstPeriod[1];
aPeriod[0] = 0.15*aInstPeriod[0] + 0.85*aPeriod[1];

nIntPeriod = Math.floor((4*aPeriod[0] + 3*aPeriod[1] + 2*aPeriod[3] * aPeriod[4] ) / 20);

nNum = 0;
nDenom = 0;

for ( x =0;x<nIntPeriod;x++) {
nNum += ( 1.0 + x) * ( aPriceArray[x] );
nDenom += ( aPriceArray[x] );
}

if ( nDenom != 0 ) nCG = -nNum/nDenom + ( nIntPeriod+1 ) / 2;
aCGArray[0] = nCG;


// return the calculated values
if (!isNaN (aCGArray[0] )) {
return new Array ( aCGArray[0], aCGArray[1] );
}

}

function Median (nBars, aArray ) {
var aTmp = new Array();
var nTmp;
var result;
var x;

// transfer elements to temp array
x = 0;
while( x < nBars ) {
aTmp[x] = aArray[x++];
}
//sort array in asc order
aTmp.sort (SortAsc);

// if odd # of elements, just take middle
if ( nBars % 2 != 0 ) {
result = aTmp[ (nBars+1)/2]
aTmp = null;
return( result );
}
// if even # of elements, take average of two middle elements
else {
nTmp = nBars/2;
result = (aTmp[nTmp] + aTmp[nTmp+1])/2;
aTmp = null;
return ( result );
}
}

function SortAsc ( arg1, arg2 ) {
if (arg1<arg2) {
return(-1)
}
else {
return(1);
}
}


Regards
Robert

[eSignal_JasonK]

Hello Robert,

I don't have the book so it's difficult for me to pinpoint what the difference might be. Is it possible the example you are comparing this formula to is using a different value for Alpha than the default 0.07?

[gautama2]

Jason,
i already played with different figurs, but the book says 0.07.
This is the chart:


Regards
Robert

P.S. a few hours ago it just showed a little horizontal line, now this

[gautama2]

Jason,
i found the other picture again:

[eSignal_JasonK]

Hello Robert,

Your chart images aren’t visible on-line because your image urls are pointing to your local PC. To post an image from your PC, you need to attach the image using the "Browse" button when replying on-line.

[rmclean]

Robert,
I copied and pasted your code into an efs and the first thing I noticed was that on the very first line you have a space between the / and the * like this / *. It is supposed to be /* to correctly begin a comment line or group.

So, having fixed that, I got a graph. But I have not read the book or seen any example of the study, so I don't know what it is supposed to be doing. I will say, that it does look a bit odd.

Anyway, in the hope it is something so simple, try fixing those first two characters.

Good luck, Bob

[gautama2]

Bob,
i didn't have the space in the code.
Don't know how it gets there, but i found an error in line 154, as i made a * instead of a +.
This is the correct line:
nIntPeriod = Math.floor((4*aPeriod[0] + 3*aPeriod[1] + 2*aPeriod[3] + aPeriod[4] ) / 20);

Now it works.

Regards
Robert