{********************************************************
Non-decimated Haar Wavelet Smoothing Indicator Family
Copyright (c) 2002 Trade Smart Research Group
Notes: The math is based on Multiresolution Analysis of time series www.multiresolutions.com
********************************************************}
Inputs: Price(MedianPrice), {a price series}
NSigma(2); {threshold value signal / noise}
vars: Lookback(0), count(0); {definition of variables}
Array: ArrayPrice[16](0); {definition of Array}
defineDLLFunc: "tswvl.DLL", FLOAT, "RUNWVL",LPFLOAT,int,float; {definition dll}
defineDLLFunc: "tswvl.DLL", FLOAT, "GETALLVALUES",int,int;
for count = 0 to 15 begin {the task of elements of Array}
ArrayPrice[count] = Price[count];
end;
Value11 = RUNWVL(&ArrayPrice[0], 4, NSigma); {call dll function}
Value1 = value11 - GetAllValues(3,1);
Value2 = value1 - GetAllValues(3,2);
Value3 = value2 - GetAllValues(3,3);
Value4 = value3 - GetAllValues(3,4);
Plot1(value1, "1"); {drawing of charts}
Plot2(value2, "2");
Plot3(value3, "3");
Plot4(value4, "4");
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