|
If it is any help, here is another version.
// Universal Oscillator
// (c) 2014 John F. Ehlers
// TASC January 2015
// mapped to C# for WhenToTrade platform by LvT
using System;
namespace WTTScripting
{
public partial class Indicator
{
///<scriptname>
///Ehlers Universal Oscillator
///</scriptname>
///<param>
///Length(20)
///</param>
///<plotfuture>
///false
///</plotfuture>
///<summary>
///Plots universal oscillator
///as shown in TASC January 2015
///</summary>
public static double[] UNIOSC(double[] source, string stringParam)
{
//---- Define general script parameters
int currentbar = 1; // barcounter
int Bars = source.Length; // length of source dataset (bars)
double[] returnvalues = new double[source.Length]; // init of return dataset
//---- Define individual script parameters
double WhiteNoise, a1, b1, c1, c2, c3, Filt, Peak, Universal;
double prevWhiteNoise1, prevFilt1, prevFilt2, prevPeak1; //used to store previous values
//---- Parse script input parameters "xxx,xxx,xxx,xxx"
int BandEdge; // individual parameter from individual settings
string[] param = stringParam.Split(',');
int.TryParse(param[0], out BandEdge);
//---- set initial values
WhiteNoise = Filt = Peak = prevFilt1 = Universal = 0;
if (BandEdge == 0) BandEdge = 20;
// initialize first indicator values for return dataset with zero
for (int z = 1; z <= BandEdge + 2; z++) returnvalues[Bars - z] = 0.0;
//---- Loop over dataset and do script calculation
int i = Bars-3;
while (i >= 0)
{
//save previous values
prevWhiteNoise1 = WhiteNoise;
prevFilt2 = prevFilt1;
prevFilt1 = Filt;
prevPeak1 = Peak;
//start calculation
WhiteNoise = (source[i] - source[i+2]) / 2;
// SuperSmoother Filter
a1 = ExpValue(-1.414 * 3.14159 / BandEdge);
b1 = 2 * a1 * Cosine(1.414 * 180 / BandEdge);
c2 = b1;
c3 = -a1 * a1;
c1 = 1 - c2 - c3;
Filt = c1 * (WhiteNoise + prevWhiteNoise1) / 2 + c2 * prevFilt1 + c3 * prevFilt2;
if (currentbar == 1) Filt = 0;
if (currentbar == 2) Filt = c1 * 0 * (source[i] + source[i+1]) / 2 + c2 * prevFilt1;
if (currentbar == 3) Filt = c1 * 0 * (source[i] + source[i+1]) / 2 + c2 * prevFilt1 + c3 * prevFilt2;
// Automatic Gain Control (AGC)
Peak = .991 * prevPeak1;
if (currentbar == 1) Peak = .0000001;
if (AbsValue(Filt) > Peak) Peak = AbsValue(Filt);
if (Peak!= 0) Universal = Filt / Peak;
//Write back final return value
returnvalues[i] = Universal;
currentbar++;
i--;
}
return returnvalues;
}
// end individual script indicator function
}
// end of indicator class
}
// end of namespace WTTScripting
|