Instantaneous Trend

/
SetBarsRequired(200, 0);

// Ehlers formulas
// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. Wiley. 2004. 
// Chapter 1, p. 1. Code on p. 7.

function InverseFisher(array)
{
  e2y = exp(2 * array);
  return (e2y - 1)/(e2y + 1);
}

function Normalize(array, arraylen)
// Figure 1.7 on p. 7
{
  MaxH = HHV(array, arraylen);
  MinL = LLV(array, arraylen);
  Value1[0] = array[0];  // Initialize as array

  for(i = 1; i < BarCount; i++)
  {
     Value1[i] = .5 * 2 * ((array[i] - MinL[i]) / (MaxH[i] - MinL[i]) - .5) + .5 * Value1[i-1];
     if (Value1[i] > .9999) Value1[i] = .9999;
     if (Value1[i] < -.9999) Value1[i] = -.9999;
  }
  return Value1;
}

function Fisher(array)
// Figure 1.7 on p. 7
{
  F = array;
  F = .25 * log((1+ array)/(1 - array)) + .5 * Ref(F, -1);
  return F;
}

Med = (H+L)/2;

// Fisher Transform
FisherXform = Fisher(Normalize(Med, 10));
//Plot(FisherXform, "Fisher Transform", colorRed, styleLine);
//Plot(Ref(FisherXform, -1), "", colorBlue, styleLine);
//PlotGrid(2);
//PlotGrid(-2);
col_bar = IIf(FisherXform > Ref(FisherXform,-1),colorGreen, colorRed);

_SECTION_END();


_SECTION_BEGIN("Ehlers Instantaneous Trend");
//------------------------------------------------------------------------------
//
//  Formula Name:    Ehlers Instantaneous Trend
//  Author/Uploader: Not Too Swift 
//  E-mail:          
//  Date/Time Added: 2005-03-20 00:25:13
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=444
//  Details URL:     http://www.amibroker.com/library/detail.php?id=444
//
//------------------------------------------------------------------------------
//
//  This is a zero lag trend indicator with an interesting predictive trigger.
//
//------------------------------------------------------------------------------

SetBarsRequired(200, 0);

// Ehlers ITrend
// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. Wiley. 2004. 
// Chapter 3, p. 21. Code on p. 24.

function ITrend(array, alpha)
{
  // initialize early array values and declare as array
  it = array;
  //it = (array[2] - 2*array[1] + array[0])/4; This initialization takes a long time to converge.
  for(i = 2; i < BarCount; i++)
  {
    it[i] = (alpha - alpha*alpha/4)*array[i] + 
         .5*alpha*alpha*array[i-1] -
         (alpha - .75*alpha*alpha)*array[i-2] +
         2*(1 - alpha)*it[i-1] -
         (1 - alpha)*(1 - alpha)*it[i-2];
  }
  return it;
}

function ITrendTrigger(array)
{
  trigger = 2*array - Ref(array, -2);
  return trigger;
}

Med = (H+L)/2;
Plot(C,"close",col_bar,styleCandle);
// Instantaneous Trend
Plot(Med, "", colorBlack, styleLine);
trend = ITrend(Med, .07);
Plot(trend, "ITrend", colorBlue, styleLine);
Plot(ITrendTrigger(trend), "", colorRed, styleLine);
_SECTION_END();

_SECTION_BEGIN("Fibo for all bars");

TimeFrameSet( in15Minute*2 ); 
DH=Ref(H,-1); 
DL=Ref(L,-1);
DC=Ref(C,-1);


pd = (O+ DH+ DL + DC )/4;
sd1 = (2*pd)-DH;
sd2 = pd -(DH - DL);
sd3 = Sd1 - (DH-DL); 
rd1 = (2*pd)-DL;
rd2 = pd +(DH -DL);
rd3 = rd1 +(DH-DL);



//Plot (pd,"Pivot",colorBlue,styleDots);
//Plot (rd1," R1 ",35,styleDots);
//Plot (rd2," R2 ",35,styleDots);
//Plot (rd3," R3 ",35,styleDots);

//Plot (sd1," S1 ",4,styleDots);
//Plot (Sd2," S2 ",4,styleDots);
//Plot (Sd3," S3 ",4,8+16);
/*
style = IIf(ParamList("Chart style", "styleCandle|styleBar")=="styleCandle",64,128+4);
Plot (C,Date ()+" close",1,style); //ENABLE THIS TO HAVE CANDLES AS WELL
*/
TimeFrameRestore();


Title = EncodeColor(colorWhite)+ "LINKON'S PIVOT TRADING SYSTEM" + " - " +  Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
 "  - " + Date() +" - "
//+ WriteIf(Col_action==colorGreen, EncodeColor(colorGreen)+"stay LONG","")+ WriteIf(Col_action==colorRed, EncodeColor(colorRed)+"stay SHORT","")+  WriteIf(Col_action==colorBlack, EncodeColor(colorYellow)+"No Trend","")+"\n"
+ "Vol= "+ WriteVal(V) +WriteIf ( V > MA(V,26) ,EncodeColor(colorGreen)+"  UP "+ (V/MA(V,26))*100 + " %", EncodeColor(colorRed)+"  DOWN "+ (V/MA(V,26))*100 + " %")
+ EncodeColor(colorGreen)+   "\n R3 : "+ EncodeColor(colorWhite)+RD3
+ EncodeColor(colorGreen)+   "\n R2 : "+ EncodeColor(colorWhite)+RD2
+ EncodeColor(colorGreen)+   "\n R1 : "+ EncodeColor(colorWhite)+RD1+ EncodeColor(colorGreen)+   "`            Hi: "+ EncodeColor(colorWhite)+H
+ EncodeColor(colorBlue)+   "\n Pivot : "+ EncodeColor(colorWhite)+pd + EncodeColor(colorYellow)+   "`   Op: "+ EncodeColor(colorWhite)+O+ EncodeColor(colorAqua)+   "Cl: "+ EncodeColor(colorBrightGreen)+C
+ EncodeColor(colorRed)+   "\n S1 : "+ EncodeColor(colorWhite)+SD1+ EncodeColor(colorRed)+   "`            Lo: "+ EncodeColor(colorWhite)+L
+ EncodeColor(colorRed)+   "\n S2 : "+ EncodeColor(colorWhite)+SD2
+ EncodeColor(colorRed)+   "\n S3 : "+ EncodeColor(colorWhite)+SD3
;

_SECTION_END();