i have a question to fxtimer,crodzilla,codebreaker and other experts...instead of simply adding up all the waves, is there a better way to find which cycles you want to use in the current bar?thanks,deivi
Hi quibowibbler,
I give you the correct matlab code for this filter :
Philippe
I give you the correct matlab code for this filter :
Inserted Code
function y=asm8086filter2(open,high,low,close)
%y=asm8086filter2(open,high,low,close)
%
%asm8086 Filter from post #699
%http://www.forexfactory.com/showpost.php?p=3371056&postcount=699
N=length(open);
if(length(high)==N && length(low)==N && length(close)==N)
if(N > 116)
[hopen,hhigh,hlow,hclose]=HeikinAshi(open,high,low,close); %#ok<NASGU>
x=(hhigh+hlow).*0.5;
H0=ullma(0);
H1=ullma(1);
h0x=H0.filter(x);
h1h0xd=H1.filter([0;diff(h0x)]);
H0.States=0;
h0h1h0xd=H0.filter(h1h0xd);
y=h0x+(h1h0xd.*2-h0h1h0xd);
y(1:116)=0;
else
error('input vectors length must be greater than 116');
end
else
error('input vectors must have the same length');
end
end
function [hopen,hhigh,hlow,hclose]=HeikinAshi(open,high,low,close)
%[hopen,hhigh,hlow,hclose]=HeikinAshi(open,high,low,close)
%
%Heikin-Ashi Indicator
N=length(open);
hopen=zeros(N,1);
hhigh=zeros(N,1);
hlow=zeros(N,1);
hclose=zeros(N,1);
hopen(1)=open(1);
hhigh(1)=high(1);
hlow(1)=low(1);
hclose(1)=close(1);
for n=2:N
hclose(n)=(open(n)+close(n)+high(n)+low(n))*0.25;
hopen(n)=(hopen(n-1)+hclose(n-1))*0.5;
hhigh(n)=max([high(n);hopen(n);hclose(n)]);
hlow(n)=min([low(n);hopen(n);hclose(n)]);
end
end
function H=ullma(type)
%H=ullma(type)
%
%Codebreaker's "Ultra Low Lag Moving Average" Clone
%http://www.forexfactory.com/showthread.php?t=68181&page=10
Length=39;
switch(type)
case 0
Cycles=1.25;
case 1
Cycles=2.5;
case 2
Cycles=3.75;
case 3
Cycles=6.25;
otherwise
error('Unknown type');
end
x=(0:1/(Length-1):1)'.*(Cycles*pi);
h=sinc(x);
h=h./sum(h);
H=dfilt.dffir(h);
end Philippe
