_SECTION_BEGIN("nth ( 1 - 8)");
// *********************************************************
// *
// * VBS Function for Gaussian Elimination
// *
// * Called by PolyFit ( AFL )
// *
// *********************************************************
EnableScript("VBScript");
<%
function Gaussian_Elimination (GE_Order, GE_N, GE_SumXn, GE_SumYXn)
Dim b(10, 10)
Dim w(10)
Dim Coeff(10)
for i = 1 To 10
Coeff(i) = 0
next
n = GE_Order + 1
for i = 1 to n
for j = 1 to n
if i = 1 AND j = 1 then
b(i, j) = cDBL(GE_N)
else
b(i, j) = cDbl(GE_SumXn(i + j - 2))
end if
next
w(i) = cDbl(GE_SumYXn(i))
next
n1 = n - 1
for i = 1 to n1
big = cDbl(abs(b(i, i)))
q = i
i1 = i + 1
for j = i1 to n
ab = cDbl(abs(b(j, i)))
if (ab >= big) then
big = ab
q = j
end if
next
if (big <> 0.0) then
if (q <> i) then
for j = 1 to n
Temp = cDbl(b(q, j))
b(q, j) = b(i, j)
b(i, j) = Temp
next
Temp = w(i)
w(i) = w(q)
w(q) = Temp
end if
end if
for j = i1 to n
t = cDbl(b(j, i) / b(i, i))
for k = i1 to n
b(j, k) = b(j, k) - t * b(i, k)
next
w(j) = w(j) - t * w(i)
next
next
if (b(n, n) <> 0.0) then
Coeff(n) = w(n) / b(n, n)
i = n - 1
while i > 0
SumY = cDbl(0)
i1 = i + 1
for j = i1 to n
SumY = SumY + b(i, j) * Coeff(j)
next
Coeff(i) = (w(i) - SumY) / b(i, i)
i = i - 1
wend
Gaussian_Elimination = Coeff
end if
end function
%>
// *********************************************************
// *
// * AFL Function for nth Order Polynomial Fit
// * Calls Gaussian_Elimination ( VBS )
// *
// * Y = The array to Fit
// * BegBar = Beg Bar in range to fit
// * EndBar = End Bar in range to fit
// * Order = 1 - 8 = Order of Poly Fit (Integer)
// * ExtraB = Number of Bars to Extrapolate (Backward)
// * ExtraF = Number of Bars to Extrapolate (Forward)
// *
// *********************************************************
function PolyFit(GE_Y, GE_BegBar, GE_EndBar, GE_Order, GE_ExtraB, GE_ExtraF)
{
BI = BarIndex();
GE_N = GE_EndBar - GE_BegBar + 1;
GE_XBegin = -(GE_N - 1) / 2;
GE_X = IIf(BI < GE_BegBar, 0, IIf(BI > GE_EndBar, 0, (GE_XBegin + BI - GE_BegBar)));
GE_X_Max = LastValue(Highest(GE_X));
GE_X = GE_X / GE_X_Max;
X1 = GE_X;
AddColumn(X1, "X1", 1.9);
GE_Y = IIf(BI < GE_BegBar, 0, IIf(BI > GE_EndBar, 0, GE_Y));
GE_SumXn = Cum(0);
GE_SumXn[1] = LastValue(Cum(GE_X));
GE_X2 = GE_X * GE_X; GE_SumXn[2] = LastValue(Cum(GE_X2));
GE_X3 = GE_X * GE_X2; GE_SumXn[3] = LastValue(Cum(GE_X3));
GE_X4 = GE_X * GE_X3; GE_SumXn[4] = LastValue(Cum(GE_X4));
GE_X5 = GE_X * GE_X4; GE_SumXn[5] = LastValue(Cum(GE_X5));
GE_X6 = GE_X * GE_X5; GE_SumXn[6] = LastValue(Cum(GE_X6));
GE_X7 = GE_X * GE_X6; GE_SumXn[7] = LastValue(Cum(GE_X7));
GE_X8 = GE_X * GE_X7; GE_SumXn[8] = LastValue(Cum(GE_X8));
GE_X9 = GE_X * GE_X8; GE_SumXn[9] = LastValue(Cum(GE_X9));
GE_X10 = GE_X * GE_X9; GE_SumXn[10] = LastValue(Cum(GE_X10));
GE_X11 = GE_X * GE_X10; GE_SumXn[11] = LastValue(Cum(GE_X11));
GE_X12 = GE_X * GE_X11; GE_SumXn[12] = LastValue(Cum(GE_X12));
GE_X13 = GE_X * GE_X12; GE_SumXn[13] = LastValue(Cum(GE_X13));
GE_X14 = GE_X * GE_X13; GE_SumXn[14] = LastValue(Cum(GE_X14));
GE_X15 = GE_X * GE_X14; GE_SumXn[15] = LastValue(Cum(GE_X15));
GE_X16 = GE_X * GE_X15; GE_SumXn[16] = LastValue(Cum(GE_X16));
GE_SumYXn = Cum(0);
GE_SumYXn[1] = LastValue(Cum(GE_Y));
GE_YX = GE_Y * GE_X; GE_SumYXn[2] = LastValue(Cum(GE_YX));
GE_YX2 = GE_YX * GE_X; GE_SumYXn[3] = LastValue(Cum(GE_YX2));
GE_YX3 = GE_YX2 * GE_X; GE_SumYXn[4] = LastValue(Cum(GE_YX3));
GE_YX4 = GE_YX3 * GE_X; GE_SumYXn[5] = LastValue(Cum(GE_YX4));
GE_YX5 = GE_YX4 * GE_X; GE_SumYXn[6] = LastValue(Cum(GE_YX5));
GE_YX6 = GE_YX5 * GE_X; GE_SumYXn[7] = LastValue(Cum(GE_YX6));
GE_YX7 = GE_YX6 * GE_X; GE_SumYXn[8] = LastValue(Cum(GE_YX7));
GE_YX8 = GE_YX7 * GE_X; GE_SumYXn[9] = LastValue(Cum(GE_YX8));
GE_Coeff = Cum(0);
GE_VBS = GetScriptObject();
GE_Coeff = GE_VBS.Gaussian_Elimination(GE_Order, GE_N, GE_SumXn, GE_SumYXn);
for (i = 1; i <= GE_Order + 1; i++)
printf(NumToStr(i, 1.0) + " = " + NumToStr(GE_Coeff[i], 1.9) + "\n");
GE_X = IIf(BI < GE_BegBar - GE_ExtraB - GE_ExtraF, 0, IIf(BI > GE_EndBar, 0, (GE_XBegin + BI - GE_BegBar + GE_ExtraF) / GE_X_Max));
GE_X2 = GE_X * GE_X; GE_X3 = GE_X2 * GE_X; GE_X4 = GE_X3 * GE_X; GE_X5 = GE_X4 * GE_X; GE_X6 = GE_X5 * GE_X;
GE_X7 = GE_X6 * GE_X; GE_X8 = GE_X7 * GE_X; GE_X9 = GE_X8 * GE_X; GE_X10 = GE_X9 * GE_X; GE_X11 = GE_X10 * GE_X;
GE_X12 = GE_X11 * GE_X; GE_X13 = GE_X12 * GE_X; GE_X14 = GE_X13 * GE_X; GE_X15 = GE_X14 * GE_X; GE_X16 = GE_X15 * GE_X;
GE_Yn = IIf(BI < GE_BegBar - GE_ExtraB - GE_ExtraF, -1e10, IIf(BI > GE_EndBar, -1e10,
GE_Coeff[1] +
GE_Coeff[2] * GE_X + GE_Coeff[3] * GE_X2 + GE_Coeff[4] * GE_X3 + GE_Coeff[5] * GE_X4 + GE_Coeff[6] * GE_X5 +
GE_Coeff[7] * GE_X6 + GE_Coeff[8] * GE_X7 + GE_Coeff[9] * GE_X8));
return GE_Yn;
}
// *********************************************************
// *
// * Demo AFL to use PolyFit
// *
// *********************************************************
Filter = 1;
BI = BarIndex();
PF_BegBar = BeginValue(BI);
PF_EndBar = EndValue(BI);
PF_Y = (H + L) / 2;
PF_Order = Param("nth Order", 3, 0, 8, 1);
PF_ExtraB = Param("Extrapolate Backwards", 0, 0, 50, 1);
PF_ExtraF = Param("Extrapolate Forwards", 0, 0, 50, 1);
Yn = PolyFit(PF_Y, PF_BegBar, PF_EndBar, PF_Order, PF_ExtraB, PF_ExtraF);
GraphXSpace = 10;
Plot(Yn, "nth Order Polynomial Fit - " + NumToStr(PF_Order, 1.0), IIf(BI > PF_EndBar - PF_ExtraF, colorWhite, IIf(BI < PF_BegBar - PF_ExtraF, colorWhite, colorBrightGreen)), styleThick, Null, Null, PF_ExtraF);
PlotOHLC(O, H, L, C, "Close", colorLightGrey, styleCandle);
_SECTION_END();
I've got Overflow source VBScript error in Line 65
ReplyDeletesame , i got overflow
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