{********************************************************
Non-decimated Haar Wavelet Signal to Noise Ratio
Copyright (c) Trade Smart Research Group 2002
Notes: The math is based on Multiresolution Analysis of Time Series
www.multiresolutions.com
********************************************************}
Inputs: Price(MedianPrice), {a price series}
FirstScale(1); {the first scale from which indicators are drawn}
vars: scales(0), count(0);
Array: ArrayPrice[511](0);
defineDLLFunc: "tswvl.DLL", FLOAT, "RUNWVL",LPFLOAT,int,float; {definition dll}
defineDLLFunc: "tswvl.DLL", FLOAT, "GETALLVALUES",int,int;
for count = 0 to 511 begin {the task of elements of Array}
ArrayPrice[count] = Price[count];
end;
value1 = FirstScale + 3;
Value2 = RUNWVL(&ArrayPrice[0],value1, 3); {call dll function}
value3 = GetAllValues(2,FirstScale);
value4 = GetAllValues(2,FirstScale + 1);
value5 = GetAllValues(2,FirstScale + 2);
value6 = GetAllValues(2,FirstScale + 3);
if value3 > 0 then Value7 = AbsValue(GetAllValues(1,FirstScale))/value3
else value7 = 0;
if value4 > 0 then Value8 = AbsValue(GetAllValues(1,FirstScale + 1))/value4
else value8 = 0;
if value5 > 0 then Value9 = AbsValue(GetAllValues(1,FirstScale + 2))/value5
else value9 = 0;
if value6 > 0 then Value10 = AbsValue(GetAllValues(1,FirstScale + 3))/value6
else value10 = 0;
if FirstScale > 4 then begin
SetPlotColor(1, 13);
SetPlotColor(2, 9);
SetPlotColor(3, 14);
SetPlotColor(4, 10);
end;
Plot1(value7, "First"); {drawing of charts}
Plot2(value8, "First +1");
Plot3(value9, "First +2");
Plot4(value10, "First +3");
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