Griffiths Predictor Indicator

• 12/21/2024 at 3:34 PM #241659
  Hasardeur

  Griffiths Predictor Indicator

  REM ---------------------------------------------------- REM Griffiths Predictor Indicator by John F. Ehler from Traders Tips TASC Jan 2025 REM ---------------------------------------------------- Length= 18 BarsFwd= 2 UpperBound= 40 LowerBound= 18 REM arrays For count= 0 TO Length+1 Do $Coef[count]= 0 NEXT REM 2-Pole roofing filter HPPrice= (open+close)/2 HPPeriod= UpperBound a1= Exp(-1.414*3.14159/HPPeriod) b1= 2*a1*Cos(1.414*180/HPPeriod) c2= b1 c3= -a1*a1 c1= (1+ c2-c3)/4 IF 4 <= barindex THEN $HighPass[barindex]= c1*(HPPrice - 2*HPPrice[1] + HPPrice[2]) + c2*$HighPass[barindex-1] + c3*$HighPass[barindex-2] ELSE $HighPass[barindex]= 0 ENDIF SSPrice= $HighPass[barindex] SSPeriod= LowerBound a1= Exp(-1.414*3.14159/SSPeriod) b1= 2*a1*Cos(1.414*180/SSPeriod) c2= b1 c3= -a1*a1 c1= 1-c2-c3 IF 4 <= barindex THEN $SuperSmoother[barindex]= c1*(SSPrice + SSPrice[1])/2 + c2*$SuperSmoother[barindex-1] + c3*$SuperSmoother[barindex-2] ELSE $SuperSmoother[barindex]= 0 ENDIF LP= $SuperSmoother[barindex] REM common function Mu = 1/Length IF 1<barindex THEN Peak= 0.991 * Peak[1] ELSE Peak= 0.1 ENDIF IF Peak < Abs(LP) THEN Peak= Abs(LP) ENDIF IF Peak <> 0 THEN Signal= LP/Peak ENDIF REM Perfect cycle test signal //Signal = Sin(360*barindex / 30) FOR Count= 1 TO Length DO $XX[count]= Signal[Length-count] NEXT XBar= 0 FOR Count= 1 TO Length DO XBar= XBar + $XX[Length-count] * $Coef[count] Next FOR count= 1 TO Length DO $coef[count]= $coef[count] + Mu*($XX[Length]-XBar) *$XX[Length-count] NEXT REM Prediction FOR Advance= 1 TO BarsFwd DO XPred= 0 FOR count= 1 TO Length DO XPred = XPred + $XX[Length+1-count] * $coef[count] NEXT FOR count= advance TO Length-advance DO $XX[count]= $XX[count+1] NEXT FOR count= 1 TO Length-1 DO $XX[count]= $XX[count+1] NEXT $XX[Length]= XPred NEXT Return signal coloured(0,0,250) as "Signal", XPred coloured(250,0,0) as "xPred", XBar[17] as "xBar", $coef[17] coloured(0,150,0) as "Coef"

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  REM ---------------------------------------------------- REM Griffiths Predictor Indicator by John F. Ehler from Traders Tips TASC Jan 2025 REM  ----------------------------------------------------   Length=     18     BarsFwd=     2     UpperBound= 40   LowerBound= 18     REM arrays For count= 0 TO Length+1 Do $Coef[count]= 0 NEXT   REM 2-Pole roofing filter HPPrice= (open+close)/2 HPPeriod= UpperBound a1= Exp(-1.414*3.14159/HPPeriod) b1= 2*a1*Cos(1.414*180/HPPeriod) c2= b1 c3= -a1*a1 c1= (1+ c2-c3)/4 IF 4 <= barindex THEN $HighPass[barindex]= c1*(HPPrice - 2*HPPrice[1] + HPPrice[2]) + c2*$HighPass[barindex-1] + c3*$HighPass[barindex-2] ELSE $HighPass[barindex]= 0 ENDIF   SSPrice= $HighPass[barindex] SSPeriod= LowerBound a1= Exp(-1.414*3.14159/SSPeriod) b1= 2*a1*Cos(1.414*180/SSPeriod) c2= b1 c3= -a1*a1 c1= 1-c2-c3 IF 4 <= barindex THEN $SuperSmoother[barindex]= c1*(SSPrice + SSPrice[1])/2 + c2*$SuperSmoother[barindex-1] + c3*$SuperSmoother[barindex-2] ELSE $SuperSmoother[barindex]= 0 ENDIF LP= $SuperSmoother[barindex]     REM common function Mu = 1/Length IF 1<barindex THEN Peak= 0.991 * Peak[1] ELSE Peak=  0.1 ENDIF IF Peak < Abs(LP) THEN Peak= Abs(LP) ENDIF IF Peak <> 0 THEN Signal= LP/Peak ENDIF REM Perfect cycle test signal //Signal = Sin(360*barindex / 30)   FOR Count= 1 TO Length DO $XX[count]= Signal[Length-count] NEXT XBar= 0 FOR Count= 1 TO Length DO XBar= XBar + $XX[Length-count] * $Coef[count] Next FOR count= 1 TO Length DO $coef[count]= $coef[count] + Mu*($XX[Length]-XBar) *$XX[Length-count] NEXT     REM Prediction FOR Advance= 1 TO BarsFwd DO XPred= 0 FOR count= 1 TO Length DO XPred = XPred + $XX[Length+1-count] * $coef[count] NEXT FOR count= advance TO Length-advance DO $XX[count]= $XX[count+1] NEXT FOR count= 1 TO Length-1 DO $XX[count]= $XX[count+1] NEXT $XX[Length]= XPred NEXT   Return signal coloured(0,0,250) as "Signal", XPred coloured(250,0,0) as "xPred", XBar[17] as "xBar", $coef[17] coloured(0,150,0) as "Coef"

  Hello together,

  Result of “xBar” is always 0, so the code is not working correct.
  I expect that the error is caused by the chronological series of  “coef”  and “xBar”.
  xBar AND Coef is starting at 0, so the xbar result  is 0. After that coef will be calculated with xBar=0, the result of coef is also not correct.
  $coef[count]=0  (array pre filling, line 10 of code)
  XBar=0
  XBar= XBar + $XX[Length-count] * $Coef[count]
  $coef[count]= $coef[count] + Mu*($XX[Length]-XBar) *$XX[Length-count]

  Could you please help to correct the code.
  Many thanks in advanced

  

  Hasardeur

  Participant

  Topics: 8

  Replies: 39

  Been thanked: 12 times
  12/21/2024 at 7:12 PM #241670
  jacquesgermain

  Hello , here is mine :

  // Griffiths Predictor Indicator by John F. Ehler
  // Adapté pour ProRealTime
  // Paramètres utilisateur
  Length =18
  BarsFwd =2
  UpperBound =40
  LowerBound =18

  // Initialisation des coefficients
  Coef1 = 0
  Coef2 = 0
  Coef3 = 0
  Coef4 = 0
  Coef5 = 0
  Coef6 = 0
  Coef7 = 0
  Coef8 = 0
  Coef9 = 0
  Coef10 = 0
  Coef11 = 0
  Coef12 = 0
  Coef13 = 0
  Coef14 = 0
  Coef15 = 0
  Coef16 = 0
  Coef17 = 0
  Coef18 = 0

  // Filtre passe-haut (High-Pass Filter)
  HPPeriod = UpperBound
  a1HP = EXP(-1.414 * 3.14159 / HPPeriod)
  b1HP = 2 * a1HP * COS(1.414 * 180 / HPPeriod)
  c2HP = b1HP
  c3HP = -(a1HP * a1HP)
  c1HP = (1 + c2HP – c3HP) / 4

  IF BARINDEX > 2 THEN
  HPPrice = (OPEN + CLOSE) / 2
  HighPass = c1HP * (HPPrice – 2 * (OPEN[1] + CLOSE[1]) / 2 + (OPEN[2] + CLOSE[2]) / 2) + c2HP * HighPass[1] + c3HP * HighPass[2]
  ELSE
  HighPass = 0
  ENDIF

  // Super Smoother Filter
  SSPeriod = LowerBound
  a1SS = EXP(-1.414 * 3.14159 / SSPeriod)
  b1SS = 2 * a1SS * COS(1.414 * 180 / SSPeriod)
  c2SS = b1SS
  c3SS = -(a1SS * a1SS)
  c1SS = 1 – c2SS – c3SS

  IF BARINDEX > 2 THEN
  SuperSmoother = c1SS * (HighPass + HighPass[1]) / 2 + c2SS * SuperSmoother[1] + c3SS * SuperSmoother[2]
  ELSE
  SuperSmoother = 0
  ENDIF

  // Signal
  LP = SuperSmoother
  IF BARINDEX > 1 THEN
  Peak = 0.991 * Peak
  ENDIF
  IF ABS(LP) > Peak THEN
  Peak = ABS(LP)
  ENDIF
  IF Peak <> 0 THEN
  Signal = LP / Peak
  ELSE
  Signal = 0
  ENDIF

  // Calcul de XBar
  Mu = 1 / Length
  XBar = Signal[0] * Coef1 + Signal[1] * Coef2 + Signal[2] * Coef3 + Signal[3] * Coef4 + Signal[4] * Coef5 +Signal[5] * Coef6 + Signal[6] * Coef7 + Signal[7] * Coef8 + Signal[8] * Coef9 + Signal[9] * Coef10 +Signal[10] * Coef11 + Signal[11] * Coef12 + Signal[12] * Coef13 + Signal[13] * Coef14 + Signal[14] * Coef15 +Signal[15] * Coef16 + Signal[16] * Coef17 + Signal[17] * Coef18

  // Mise à jour des coefficients
  Coef1 = Coef1 + Mu * (Signal – XBar) * Signal[0]
  Coef2 = Coef2 + Mu * (Signal – XBar) * Signal[1]
  Coef3 = Coef3 + Mu * (Signal – XBar) * Signal[2]
  Coef4 = Coef4 + Mu * (Signal – XBar) * Signal[3]
  Coef5 = Coef5 + Mu * (Signal – XBar) * Signal[4]
  Coef6 = Coef6 + Mu * (Signal – XBar) * Signal[5]
  Coef7 = Coef7 + Mu * (Signal – XBar) * Signal[6]
  Coef8 = Coef8 + Mu * (Signal – XBar) * Signal[7]
  Coef9 = Coef9 + Mu * (Signal – XBar) * Signal[8]
  Coef10 = Coef10 + Mu * (Signal – XBar) * Signal[9]
  Coef11 = Coef11 + Mu * (Signal – XBar) * Signal[10]
  Coef12 = Coef12 + Mu * (Signal – XBar) * Signal[11]
  Coef13 = Coef13 + Mu * (Signal – XBar) * Signal[12]
  Coef14 = Coef14 + Mu * (Signal – XBar) * Signal[13]
  Coef15 = Coef15 + Mu * (Signal – XBar) * Signal[14]
  Coef16 = Coef16 + Mu * (Signal – XBar) * Signal[15]
  Coef17 = Coef17 + Mu * (Signal – XBar) * Signal[16]
  Coef18 = Coef18 + Mu * (Signal – XBar) * Signal[17]

  // Prédiction avec BarsFwd
  XPred = 0
  FOR Advance = 1 TO BarsFwd DO
  ProjectedSignal = Signal[Advance]
  XPred = ProjectedSignal * Coef1 + Signal[Advance + 1] * Coef2 + Signal[Advance + 2] * Coef3 +Signal[Advance + 3] * Coef4 + Signal[Advance + 4] * Coef5 + Signal[Advance + 5] * Coef6 +Signal[Advance + 6] * Coef7 + Signal[Advance + 7] * Coef8 + Signal[Advance + 8] * Coef9 +Signal[Advance + 9] * Coef10 + Signal[Advance + 10] * Coef11 + Signal[Advance + 11] * Coef12 +Signal[Advance + 12] * Coef13 + Signal[Advance + 13] * Coef14 + Signal[Advance + 14] * Coef15 +Signal[Advance + 15] * Coef16 + Signal[Advance + 16] * Coef17 + Signal[Advance + 17] * Coef18
  NEXT

  // Retour des résultats
  RETURN Signal COLOURED(0, 0, 255) AS “Signal”, XPred COLOURED(255, 0, 0) AS “XPred”

  

  jacquesgermain

  Participant

  Topics: 3

  Replies: 117

  Been thanked: 46 times
  12/21/2024 at 8:29 PM #241671
  Hasardeur

  Dear Jacques germain,

  many thanks for your code.
  It was a good idea to substitute the arrays.
  As fa as i can see so fast, your code shows nearly the results as my.
  xBar is also 0, same as my.

  In my opinion we have to figure out the problem further more.

  

  Hasardeur

  Participant

  Topics: 8

  Replies: 39

  Been thanked: 12 times
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