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Date/Time: Mon, 25 Nov 2024 14:46:04 +0000
[User Discussion] - Polarized Fractal Efficcency
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[2014-02-09 08:10:07] |
esMike - Posts: 69 |
I noticed SierraChart doesn't have the Fractal Efficcency indicator... So I attempted to code one up. Can someone help verify this code is correct? The indicator is a bit abstract... The readings only seem to look right for a period of 10. SCSFExport scsf_FractalEff(SCStudyGraphRef sc)
{ SCSubgraphRef Eff = sc.Subgraph[0]; SCSubgraphRef bullLine = sc.Subgraph[1]; SCSubgraphRef bearLine = sc.Subgraph[2]; SCInputRef Period = sc.Input[1]; if (sc.SetDefaults) { sc.GraphName = "Fractal Efficcency"; sc.StudyDescription = "Fractal Efficcency"; sc.AutoLoop = 1; sc.FreeDLL = 0; sc.GraphRegion = 1; Eff.Name = "Eff"; Eff.DrawStyle = DRAWSTYLE_BAR; Eff.LineWidth = 13; Eff.PrimaryColor = RGB(110,190,110); Eff.SecondaryColor = RGB(190,110,110); Eff.AutoColoring = AUTOCOLOR_POSNEG; Eff.LineLabel = LL_DISPLAY_VALUE | LL_VALUE_ALIGN_VALUES_SCALE | LL_VALUE_ALIGN_CENTER; Eff.DrawZeros = 1; Eff.SecondaryColorUsed = 1; bullLine.Name = "Bull Line"; bullLine.DrawStyle = DRAWSTYLE_LINE; bullLine.PrimaryColor = RGB(130,130,130); bearLine.Name = "Bear Line"; bearLine.DrawStyle = DRAWSTYLE_LINE; bearLine.PrimaryColor = RGB(130,130,130); Period.Name = "Period (2-48)"; Period.SetInt(10); Period.SetIntLimits(2,48); return; } int periodInt = Period.GetInt(); float PFE = 0; float C2C = 0; float Counter = 0; float FracEff = 0; PFE = sqrt(powf((sc.Close[sc.Index] - sc.Close[sc.Index-periodInt-1]),2) + 100); for (Counter = 1; Counter < periodInt; Counter++) { C2C += sqrt(powf((sc.Close[-Counter + 1 + sc.Index] - sc.Close[-Counter + sc.Index]), 2) + 1); } if (sc.Close[sc.Index] - sc.Close[sc.Index-periodInt-1] > 0){ FracEff = (PFE / C2C) * 100; } else { FracEff = -(PFE / C2C) * 100; } Eff[sc.Index] = FracEff; bullLine[sc.Index] = 50; bearLine[sc.Index] = -50; } Original code it was modified from... http://forum.esignal.com/showthread.php?28812-PFE-Polarized-Fractal-Efficiency Date Time Of Last Edit: 2014-02-09 08:10:56
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