Function Prototype
/* Mesa Sine Wave */
/* Type: indicator */
/* Input arrays: 1 Options: 1 Output arrays: 2 */
/* Inputs: real */
/* Options: period */
/* Outputs: msw_sine, msw_lead */
int ti_msw_start(TI_REAL const *options);
int ti_msw(int size,
TI_REAL const *const *inputs,
TI_REAL const *options,
TI_REAL *const *outputs);
Description
This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.
The Mesa Sine Wave helps identify cycles.
It takes one parameter, the period n
.
TODO
See Also
References
- Ehlers, John F. (2001) Rocket Science For Traders
- Stocks & Commodities V. 14:11 (483-487): Stay In Phase by John F. Ehlers
Example Usage
Calling From C
/* Example usage of Mesa Sine Wave */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[2]; /* msw_sine, msw_lead */
/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_msw_start(options);
/* Allocate memory for each output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* msw_sine */
outputs[1] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[1] != 0); /* msw_lead */
/* Run the actual calculation. */
const int ret = ti_msw(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);
Calling From Lua (with Tulip Chart bindings)
-- Example usage of Mesa Sine Wave
msw_sine, msw_lead = ti.msw(input, 5)
Example Calculation
period = 5
date | input | msw_sine | msw_lead |
---|---|---|---|
2005-11-01 | 81.59 | ||
2005-11-02 | 81.06 | ||
2005-11-03 | 82.87 | ||
2005-11-04 | 83.00 | ||
2005-11-07 | 83.61 | ||
2005-11-08 | 83.15 | -0.06 | -0.75 |
2005-11-09 | 82.84 | -0.72 | -1.00 |
2005-11-10 | 83.99 | 0.61 | 0.99 |
2005-11-11 | 84.55 | 1.00 | 0.64 |
2005-11-14 | 84.36 | 0.52 | -0.24 |
2005-11-15 | 85.53 | 0.43 | -0.33 |
2005-11-16 | 86.54 | 0.86 | 0.25 |
2005-11-17 | 86.89 | 0.67 | -0.05 |
2005-11-18 | 87.77 | 0.44 | -0.32 |
2005-11-21 | 87.29 | 0.22 | -0.53 |
Chart
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