RAJASWAMY ma trận ngày cho Amibroker (AFL)

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// RescalePrice = Yes will rescale the price data to the computed cycle ( usually not necessary )
CycleLength = Param(“Cycle Length”, 208, 2, 10000, 1);
OffsetBars = Param(“Offset Bars”, 17, 0, 10000, 1);
OffsetCycles = Param(“Shift Cycles”, 0, 0, 1000, 1);
Separators = Param(“Separators Every ? Bars”, 52, 0, 100, 1);
GraphXSpace = Param(“GraphXSpace”, 5, 0, 100, 1);
RescalePrice = ParamList(“Rescale Price ?”, “No|Yes”);
SpecialData = ParamList(“Year in Vol AND Month in OI ?”, “No|Yes”);
CPISym = “”;//”CNPI-“;//”CPI_1800”;
OffsetBars = OffsetBars + CycleLength;
OffsetCycles = OffsetCycles – 1;
Cum1 = Cum(1) – 1;
LVC1 = LastValue(Cum1);
if (OffsetCycles < 0)
OffsetCycles = int(LVC1 / CycleLength);
if (OffsetCycles < 0)
OffsetCycles = 0;
Index = IIf(BarIndex() == 0, L, IIf(L < Ref(L, -1), L, IIf(H > Ref(H, -1), H, C)));
if (SpecialData == “Yes”)
{
YYYY = V;
MM = OI;
}
else
{
YYYY = Year();
MM = Month();
}
YYYYMM = 100 * YYYY + MM;
if (CPISym != “”)
CPI = Foreign(CPISym, “C”);
else
CPI = Cum(0) + 1;
IndexCD = Index / CPI;
ii = IIf(Cum1 < OffsetBars + 1, 0, int((Cum1 – OffsetBars – 1) / CycleLength) * CycleLength + OffsetBars);
iii = BarsSince(ii != Ref(ii, -1)) + OffsetBars + 1;
Za = Cum(0);
Zg = Cum(0) + 1;
N = Cum(0);
for (i = OffsetBars + 1; i < BarCount; i++)
{
Y[i] = IndexCD[i] / IndexCD[ii[i]];
Za[iii[i]] = Za[iii[i]] + Y[i]; Zg[iii[i]] = Zg[iii[i]] * Y[i]; N[iii[i]] = N[iii[i]] + 1;
}
ZZa = IIf(Cum1 > OffsetBars AND
Cum1 <= CycleLength + OffsetBars, Za / N, -1e10); ZZg = IIf(Cum1 > OffsetBars AND
Cum1 <= CycleLength + OffsetBars, Zg ^ (1 / N), -1e10);
ZZa[OffsetBars] = 1;
ZZg[OffsetBars] = 1;
ZZZa = NOT IsEmpty(Ref(ZZa, -1)) AND (BarsSince(IsEmpty(Ref(ZZa, -1)))) % Separators – 1 == 0;
ZZZg = NOT IsEmpty(Ref(ZZg, -1)) AND (BarsSince(IsEmpty(Ref(ZZg, -1)))) % Separators – 1 == 0;
Price = IIf(IsEmpty(Ref(ZZa, CycleLength)), -1e10, Ref(IndexCD, CycleLength * OffsetCycles));
PMult = LastValue(Highest(IIf(IsEmpty(Ref(Price, -1)) AND NOT IsEmpty(Price), 1 / Price, 0)));
Price = IIf(Cum1 > LVC1 – CycleLength * OffsetCycles, -1e10, Price * PMult);
if (RescalePrice == “Yes”)
{
Factor = log10(LastValue(Highest(ZZa))) / log10(LastValue(Highest(Price)));
Price = Price ^ Factor;
}
MinPlot = LastValue(Min(Lowest(IIf(ZZa > 0, ZZa, 1)), Lowest(IIf(Price > 0, Price, 1))));
MaxPlot = LastValue(Max(Highest(ZZa), Highest(Price)));
Plot(MinPlot, “”, colorDefault, styleNoDraw);
Plot(MaxPlot, “”, colorDefault, styleNoDraw);
Plot(Ref(ZZg, CycleLength), “”, colorRed, styleThick, Null, Null, CycleLength * OffsetCycles);
Plot(Ref(ZZa, CycleLength), “”, colorBlue, styleThick, Null, Null, CycleLength * OffsetCycles);
Plot(Price, “”, colorBrightGreen, styleThick, Null, Null, CycleLength * OffsetCycles);
Plot(IIf(Ref(ZZZa, CycleLength), 2, 1), “”, colorLightBlue, styleHistogram | styleNoLabel | styleOwnScale, 1, 2, CycleLength * OffsetCycles);
if (Separators > 0)
for (i = 1; i <= int(CycleLength / Separators); i++)
{
PlotText(NumToStr(i, 1.0), CycleLength * OffsetCycles + OffsetBars + int((i – 0.5) * Separators) – CycleLength + 1, MinPlot, colorWhite);
}
Title = “Cycle Number = ” + EncodeColor(colorWhite) + NumToStr(OffsetCycles + 1, 1.0) + ” ” + EncodeColor(colorLightBlue) +
“Cycle Length = ” + EncodeColor(colorWhite) + NumToStr(CycleLength, 1.0) + ” ” + EncodeColor(colorLightBlue) +
“Price = ” + EncodeColor(colorBrightGreen) + NumToStr(Ref(Price, -CycleLength * OffsetCycles), 1.3) + ” ” + EncodeColor(colorLightBlue) +
“Geometric = ” + EncodeColor(colorRed) + NumToStr(Ref(ZZg, – (CycleLength * OffsetCycles) + CycleLength), 1.3) + ” ” + EncodeColor(colorLightBlue) +
“Arithmetic = ” + EncodeColor(colorBlue) + NumToStr(Ref(ZZa, – (CycleLength * OffsetCycles) + CycleLength), 1.3);
SetOption(“NoDefaultColumns”, True);
Filter = 1;
AddColumn(YYYY, “YYYY”, 1.0);
AddColumn(MM, “MM”, 1.0);
AddColumn(YYYYMM, “YYYY-MM”, 1.0);
AddColumn(Cum1, “Cum1”, 1.0);
AddColumn(Index, “Index”, 1.5);
AddColumn(CPI, “CPI”, 1.5);
AddColumn(IndexCD, “Index CD”, 1.5);
AddColumn(ii, “ii”, 1.0);
AddColumn(Y, “Y”, 1.5);
AddColumn(iii, “iii”, 1.0);
AddColumn(Za, “Za”, 1.5);
AddColumn(N, “N”, 1.0);
AddColumn(ZZa, “ZZa”, 1.5);
AddColumn(PMult, “PMult”, 1.5);