/********************************************************
Name: TSE.Wavelet.Denoised.Residual
Analysis Type: Indicator
Description: Non-decimated Haar Wavelet Denoised & Residual Indicator
Used: tsewvl.dll
Provided By: Trade Smart Research (c) Copyright 2001 - 2004
www.tsresearch.com
*******************************************************/
var c,v1,v2,v3,lookback;
/* Defining DLL */
var d = new DLL("tsewvl.dll");
/* Functions Declaration */
d.addFunction("runwvl", DLL.FLOAT, DLL.STDCALL,"RUNWVL", DLL.FLOATARRAY,DLL.INT,DLL.FLOAT);
d.addFunction("getallvalues", DLL.FLOAT, DLL.STDCALL,"GETALLVALUES", DLL.INT,DLL.INT);
/* Preparing parameters and array*/
function preMain() {
setPriceStudy(true);
setStudyTitle("Wavelet Denoised & Residual");
setCursorLabelName("Denoised", 0);
setDefaultBarStyle(PS_SOLID, 0);
setDefaultBarFgColor(Color.red, 0);
setDefaultBarFgColor(Color.blue, 1);
setDefaultBarThickness(1, 0);
setPlotType(PLOTTYPE_LINE, 0);
ArrayPrice = new Array(512);
var fp1 = new FunctionParameter("Scales", FunctionParameter.NUMBER);
fp1.setLowerLimit(1);
fp1.setUpperLimit(8);
fp1.setDefault(6);
var fp2 = new FunctionParameter("NSigma", FunctionParameter.NUMBER);
fp2.setLowerLimit(1);
fp2.setUpperLimit(4);
fp2.setDefault(2)
}
function main(Scales,NSigma) {
if (NSigma==null) NSigma=2;
if (Scales==null) Scales=6;
/* calculation of quantity of elements of a Array */
lookback=Math.pow(2,Scales);
/* determinig source */
aSource=getValue("Close",0,-lookback);
/* filling array */
nBarIndex = getNumBars()+getCurrentBarIndex();
if (nBarIndex >lookback) {
for (x=0; x<lookback; x++) {
ArrayPrice[x] = aSource[x];
}
/* the smoothed series */
v1 = d.call("runwvl",ArrayPrice,Scales,NSigma);
v2 = Scales + 1;
v3 = d.call("getallvalues",3,v2);
} else {
v=0
}
return new Array (v1,v3);
}
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