mtorri

This is the tradestatione code A function: --------- Inputs: p3(numericsimple), XX(numericsimple), HurstM(numericRef),HurstH(numericRef),HurstL(numericref); Variables: k(0), de48(0), n(0), p(0), d100(0), moy100(0), co(0), hh(0), x(0), w(0), aa(0),b(0),e(0), z(0), alpha(0), bbeta(0), flag(0), p33(0), ii(0),cc(0), dd(0); k=p3; de48=Detrend( CLOSE, k*2); if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then flag=1; n=(k*2)-4; p=(n/2)-1; d100=Detrend(close,n); moy100=close-d100; co=(moy100-moy100[1]+(close[p])/n)*n; //co=(moy100-moy100[1]+div(close[p],n))*n; if flag[1]=1 and flag[2]=0 then hh=co[1]; if flag[1]=1 then co=hh; n=mod(p3,2); p=(p3-n)/2; p33=(2*p)+1; //once x=0 w=absvalue((p-x)/p); //w=absvalue( div(p-x,p) ); w=w*w*w; w=(1-w); w=w*w*w; x=x+1; if barnumber=p33 then begin aa=0; b=0; e=0; for ii=1 to p33 begin z=barnumber-ii+1; aa=aa+w[z]; b=b+w[z]*(ii); e=e+(ii)*(ii)*w[z]; end; end; if barnumber>p33 then begin cc=0; dd=0; for ii=1 to p33 begin z=barnumber-ii+1; cc=cc+co[p33+p-ii]*w[z]; dd=dd+co[p33+p-ii]*w[z]*(ii); end; end; //alpha=(aa*dd-b*cc)/(aa*e-b*b); alpha=div((aa*dd-b*cc),(aa*e-b*b)); //bbeta=(cc*e-b*dd)/(aa*e-b*b); bbeta=div((cc*e-b*dd),(aa*e-b*b)); HurstM=alpha*(p+1)+bbeta; if barnumber<p33*2 then begin HurstM=0; HurstH=0; HurstL=0; end; HurstH=HurstM+xx; HurstL=HurstM-xx; AA_BandeHurst=0; -------------------- and its indicator: ------------- inputs: p3(83), XX(0.75); Variables: HurstM(0), HurstH(0), HurstL(0); Value1= AA_BandeHurst(p3, XX, HurstM, HurstH, HurstL); Plot1( HurstM, "HurstM" ) ; Plot2( HurstH, "HurstH" ) ; Plot3( HurstL, "HurstL" ) ; ----------- I also attach 2 images on the same bund future contract daily where I show the bad results on tradestation and the nice hurst bands on prorealtime. And here is the prorealtme code creating this bands I shifted the upper and the lower band only by 0.75 so the bands are not "perfect". But the most important thing is the central line. ----- k=p3 //(input value) de48=DPO[k*2](close) if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then flag=1 endif n=(k*2)-4 p=(n/2)-1 d100=DPO[n](close) moy100=close-d100 co=(moy100-moy100[1]+(close[p])/n)*n if flag[1]=1 and flag[2]=0 then hh=co[1] endif if flag[1]=1 then co=hh endif n=p3 mod 2 p=(p3-n)/2 p3=(2*p)+1 once x=0 w=abs((p-x)/p) w=w*w*w w=(1-w) w=w*w*w x=x+1 if barindex=p3 then a=0 b=0 e=0 for i=1 to p3 z=barindex-i+1 a=a+w[z] b=b+w[z]*(i) e=e+(i)*(i)*w[z] next endif if barindex>p3 then c=0 d=0 for i=1 to p3 z=barindex-i+1 c=c+co[p3+p-i]*w[z] d=d+co[p3+p-i]*w[z]*(i) next endif alpha=(a*d-b*c)/(a*e-b*b) beta=(c*e-b*d)/(a*e-b*b) lowess=alpha*(p+1)+beta if barindex<p3*2 then lowess=undefined endif lowess1=lowess+xx lowess2=lowess-xx Segno=SGN(lowess-lowess[1]) return lowess as "H media", lowess1 coloured by (Segno) as "UpperBand", lowess2 coloured by (Segno) as "LowerBand" -----------

unfortunately not, i searched for it without sucess. The prorealtime platform, describing how DPO works, says it does exactly what the tradestation detrend function do. But if you plot the DPO you can see two big differences compared to the detrend 1) it is shifted on the left by LEN/2 bars (where LEN is the input length) 2) it is normalized so that it moves form -100 to 100 here is an example of the DPO and hurst bands on prorealtime.

Hi all. I'm also searching for an easylanguage implementation of the center of gravity bands, also known as Hurst bands. I have the following code which works well in proprealtime. I tried to translate it in tradestation, it looks easy, but the results are wrong. My problem is the DPO function used in the prorealtime code. I substituted it using the detrend function in tradestation but it's not the same. So I'm not able to go on. Anyone can help? REM VIDEO [ame=http://www.youtube.com/watch?v=zD_zIkEymE0]YouTube - Center of Gravity[/ame] REM The gravity center from Mustafa Belkhayate k=p3 // Variable p3= 65 de48=DPO[k*2](close) if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then flag=1 endif n=(k*2)-4 p=(n/2)-1 d100=DPO[n](close) moy100=close-d100 co=(moy100-moy100[1]+(close[p])/n)*n if flag[1]=1 and flag[2]=0 then hh=co[1] endif if flag[1]=1 then co=hh endif n=p3 mod 2 p=(p3-n)/2 p3=(2*p)+1 once x=0 w=abs((p-x)/p) w=w*w*w w=(1-w) w=w*w*w x=x+1 if barindex=p3 then a=0 b=0 e=0 for i=1 to p3 z=barindex-i+1 a=a+w[z] b=b+w[z]*(i) e=e+(i)*(i)*w[z] next endif if barindex>p3 then c=0 d=0 for i=1 to p3 z=barindex-i+1 c=c+co[p3+p-i]*w[z] d=d+co[p3+p-i]*w[z]*(i) next endif alpha=(a*d-b*c)/(a*e-b*b) beta=(c*e-b*d)/(a*e-b*b) lowess=alpha*(p+1)+beta if barindex < p3*2 then lowess=undefined endif zz = close - lowess zzsigma = STD[p3](zz) bb1 = lowess + zzsigma bb2 = lowess +1.618* zzsigma bb3 = lowess +2* zzsigma bl1 = lowess - zzsigma bl2 = lowess - 1.618* zzsigma bl3 = lowess - 2* zzsigma return lowess, bb1, bb2, bb3, bl1, bl2, bl3