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eSignal Solutions:
· Wavelet Transform for eSignal

Rocket Science Trading Tools:
· Genetic Optimizer for TradeStation

Portfolio Money Management:
· Real Time Portfolio Analyzer

System Trading Tools:
· Wavelet Transform
· TS Link Dll

Wavelet Transform for Filtering Financial Data Online Help

Wavelet Transform for Filtering Financial Data Online Help

Description of function TSWVL.DLL

Works with every tick update

Function RUNWVL

defineDLLFunc: "tswvl.dll", FLOAT, "RUNWVL",LPFLOAT,int,float;

Returns value DeNoise

Number of scales (inside dll number of bars are calculated using formula Lookback = Power(2, Scales); )

TraceHoldConstat (for example 3)

Function GETALLVALUES

defineDLLFunc: "tswvl.dll", FLOAT, "GETALLVALUES",int,int;

Depending on parameters (I) returns value of Redundant Haar, Noise Sigma or filtered coefficients.

I. Coefficients number

II. Value number of coefficient in a row, 1, 2, etc. depending on number of scales, if 8 scales then rows of values will be:

Example:

Inputs: Price(close), Scales(4);

vars: Lookback(0), Sum(0), count(0), Residual(close), dResidual(0);

Array: ArrayPrice[511](0);

defineDLLFunc: "tswvl.DLL", FLOAT, "RUNWVL",LPFLOAT,int,float;

defineDLLFunc: "tswvl.DLL", FLOAT, "GETALLVALUES",int,int;

lookback = power(2, Scales); {number of bars, elements of block}

{block formation}

for count = 0 to lookback-1 begin

ArrayPrice[count] = Price[count];

end;

Value1 = RUNWVL(&ArrayPrice[0],Scales, 3); {calls Dll, sends the block}

Sum = 0;

for count = 1 to Scales begin

Sum = Sum + GetAllValues(2,Count); {all coefficients ar added up}

end;

Plot1(Sum, "Noise");

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