/********************************************************
Name: TSE.Wavelet.Smooth
Analysis Type: Indicator
Description: Non-decimated Haar Wavelet Smoothing Indicator Family
Used: tsewvl.dll
Provided By: Trade Smart Research (c) Copyright 2001 - 2004
www.tsresearch.com
********************************************************/
var c,v,v1,v2,v3,v4,v5,v6,v7,v8,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);
function preMain() {
setPriceStudy(true);
setStudyTitle("Wavelet Smoothing");
setCursorLabelName("Smoothing", 0);
setDefaultBarStyle(PS_SOLID, 0);
/* defining colors for different charts */
setDefaultBarFgColor(Color.red, 0);
setDefaultBarFgColor(Color.blue, 1);
setDefaultBarFgColor(Color.cyan, 2);
setDefaultBarFgColor(Color.white, 3);
setDefaultBarFgColor(Color.green, 4);
setDefaultBarFgColor(Color.lightyellow, 5);
setDefaultBarFgColor(Color.purple, 6);
setDefaultBarFgColor(Color.olive, 7);
setDefaultBarThickness(1, 0);
setPlotType(PLOTTYPE_LINE, 0);
ArrayPrice = new Array(256);
/* threshold value signal / noise */
var fp1 = new FunctionParameter("NSigma", FunctionParameter.NUMBER);
fp1.setLowerLimit(1);
fp1.setUpperLimit(4);
fp1.setDefault(2)
}
function main(NSigma) {
if (NSigma==null) NSigma=2;
lookback=256;
aSource=getValue("Close",0,-lookback);
nBarIndex = getNumBars()+getCurrentBarIndex();
if (nBarIndex >lookback) {
for (x=0; x<lookback; x++) {
ArrayPrice[x] = aSource[x];
}
/* call dll function */
v = d.call("runwvl",ArrayPrice,8,NSigma);
v1 = v - d.call("getallvalues",3,1);
v2 = v1 - d.call("getallvalues",3,2);
v3 = v2 - d.call("getallvalues",3,3);
v4 = v3 - d.call("getallvalues",3,4);
v5 = v4 - d.call("getallvalues",3,5);
v6 = v5 - d.call("getallvalues",3,6);
v7 = v6 - d.call("getallvalues",3,7);
v8 = v7 - d.call("getallvalues",3,8);
} else {
v=0
}
/* return values for charting */
return new Array (v1,v2,v3,v4,v5,v6,v7,v8);
}
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