/*********************************************************
Name: TSE.Wavelet.Nowcast.Trend
Analysis Type: Indicator
Description: Non-decimated Haar Wavelet Trend Nowcast Indicator
Used: tsewvl.dll
Provided By: Trade Smart Research (c) Copyright 2001 - 2004
www.tsresearch.com
*********************************************************/
var c,v,lookback,Trend, Wavelet, Sigma;
/* 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(false);
setStudyTitle("Wavelet Nowcast Trend");
setCursorLabelName("Nowcast", 0);
setDefaultBarStyle(PS_SOLID, 0);
setDefaultBarFgColor(Color.red, 0);
setDefaultBarThickness(1, 0);
setPlotType(PLOTTYPE_LINE, 0);
ArrayPrice = new Array(256);
/* wavelet scale */
var fp1 = new FunctionParameter("Scales", FunctionParameter.NUMBER);
fp1.setLowerLimit(1);
fp1.setUpperLimit(8);
fp1.setDefault(5);
/* threshold value signal / noise */
var fp2 = new FunctionParameter("NSigma", FunctionParameter.NUMBER);
fp2.setLowerLimit(1);
fp2.setUpperLimit(4);
fp2.setDefault(3);
}
function main(Scales,NSigma) {
if (Scales==null) Scales=5;
if (NSigma==null) NSigma=3;
lookback=256;
aSource=getValue("Close",0,-lookback);
nBarIndex = getNumBars()+getCurrentBarIndex();
/* filling array */
if (nBarIndex >lookback) {
for (x=0; x<lookback; x++) {
ArrayPrice[x] = aSource[x];
}
/* calling functoin in dll */
v = d.call("runwvl",ArrayPrice,8,NSigma);
Wavelet =d.call("getallvalues",1,Scales);
Sigma =d.call("getallvalues",2,Scales);
/* Determinig trend */
if (Wavelet > NSigma * Sigma) {
Trend = 1
} else {
if (Wavelet < - NSigma * Sigma) {
Trend = -1
} else {
Trend=0
}
}
} else {
v=0
}
return Trend;
}
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