eSignal Wavelet Transform Online Help
Wavelet Transform DLL for eSignal
Version 1.12 and higher.
DOWNLOAD INSTRUCTIONS
Click the download link.
In the File Download box, select Save this
program to disk.
Save the file named "TSEWaveletSetup_xxxxx.exe" to your
hard drive. (XXXXX - according of client)
When the download is completed, locate
TSEWaveletSetup_xxxxx.exe on your hard drive and double-
click the file to begin installation.
Note: If you are running Internet Explorer 5.0 or
later, a dialog box will appear when the download
is completed, and you will be prompted to begin
installation.
Installation.
When the download is completed, locate "TSEWaveletSetup_xxxxx.exe" on your
hard drive and double-click the file to begin installation.
Launch Installation wizard and click "Next"
Read license agreement, select "Accept" and click "Next"
Read readme information, minimum system requirements and click "Next"
Enter your information and click "Next"
Select Install Folder and click "Next"
Note: We recommend not Change Install Folder
Please review Installation Setting and click "Install"
If installation is successfully completed click "Finish"
Getting Started
Dll module for The complete Wavelet indicator-based technical analysis .
After installation Run Start menu -> Program -> TradeSmart -> TS Wavelet for eSignal
Description of functions and parameters of indicators for Wavelet systems are located in this folder. During installation examples of indicators and systems automatically are placed:
...\Program Files\eSignal\Formulas\
where folders are created: "\TradeSmart\Wavelet"
where are examples of indicators:
\eSignal\Formulas\TradeSmart\Wavelet\Indicators
and example of system:
\eSignal\Formulas\TradeSmart\Wavelet\Strategies
If sSignal is located in other folder as ...\Program
Files\,
then before runing TS Wavelet for eSignal it's necessary to copy folder "TradeSmart" with indicators and systems from
...\Program Files\eSignal\Formulas\
to the place where eSignal is located, so the path to examples of indicators would look like:
...\eSignal\Formulas\TradeSmart\Wavelet\Indicators - for indicators
...\eSignal\Formulas\TradeSmart\Wavelet\Strategies - for systems
Then open chart in eSignal with instrument you want and choose formulas in menu:
Chart Options -> Formulas -> TradeSmart -> Wavelet
Example of indicator or system.
Examples of strategies are located in folder "Strategies":
Examples of indicators are located in folder "Indicators":
Description of indicators and systems for Wavelet you can find here:
eSignal Wavelet Description
You also can find principles of building systems for Wavelet for TradeStation as work of dll is identical:
TradeStation Wavelet
Choose indicator you want and attach it to chart, after calculation you will see result on chart:
In our description you can find only examples of calling functions Dll and example of builgind indicators and systems based on Wavelet. Using this library doesn't restrict only with these examples. Using Wavelet transform functions you can build any indicators and systems. If you have any questions or ideas on building systems with Wavelets you can ask questions at our support forum:
Support Forums
The Application is realized as the dynamic library dll. The interaction with the library is carried out by means of two functions:
Function RUNWVL
var d = newDLL("tsewvl.dll");
d.addFunction("runwvl",
DLL.FLOAT, DLL.STDCALL,"RUNWVL", DLL.FLOATARRAY,DLL.INT,DLL.FLOAT);
Returns value DeNoise
DLL.FLOATARRAY - Defines the
block (should be formed using eSignal)
DLL.INT - Number of scales (inside
dll number of bars are calculated using formula Lookback = Power(2, Scales); )
DLL.FLOAT - TraceHoldConstat
(for example 3)
Function GETALLVALUES
var
d = new DLL("tsewvl.dll");
d.addFunction("getallvalues",
DLL.FLOAT,
DLL.STDCALL,"GETALLVALUES", DLL.INT,DLL.INT);
Depending on parameters (I)
returns value of Redundant Haar, Noise Sigma or filtered coefficients.
I. Coefficients number
1.
Redundant Haar
2.
Noise Sigma
3.
Filtered coefficients (often is similar to Redundant Haar(I) or has
value 0 )
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:
1.
(Redundant Haar) 8 scales + residue = 9.
2.
(Noise Sigma) 8 values
(Filtered coefficients) like with Redundant Haar 8 scales + residue = 9.
To work with library dll it is necessary
- To define Dll:
| eSignal Formula Script: |
/* Defining DLL */
var d = new DLL("tsewvl.dll");
|
- To define functions dll,
| eSignal Formula Script: |
/* Functions Declaration */
d.addFunction("runwvl", DLL.FLOAT, DLL.STDCALL,"RUNWVL", DLL.FLOATARRAY,DLL.INT,DLL.FLOAT);
d.addFunction("getallvalues", DLL.FLOAT, DLL.STDCALL,"GETALLVALUES", DLL.INT,DLL.INT);
|
- To define the parametrs
| eSignal Formula Script: |
function preMain() {
setPriceStudy(true);
setStudyTitle("Wavelet Smoothing");
setCursorLabelName("Smoothing", 0);
setDefaultBarStyle(PS_SOLID, 0);
/* defining colors for different charts */
setDefaultBarFgColor(Color.red, 0);
setDefaultBarFgColor(Color.blue, 1);
setDefaultBarFgColor(Color.cyan, 2);
setDefaultBarFgColor(Color.white, 3);
setDefaultBarFgColor(Color.green, 4);
setDefaultBarFgColor(Color.lightyellow, 5);
setDefaultBarFgColor(Color.purple, 6);
setDefaultBarFgColor(Color.olive, 7);
setDefaultBarThickness(1, 0);
setPlotType(PLOTTYPE_LINE, 0);
ArrayPrice = new Array(256);
/* threshold value signal / noise */
var fp1 = new FunctionParameter("NSigma", FunctionParameter.NUMBER);
fp1.setLowerLimit(1);
fp1.setUpperLimit(4);
fp1.setDefault(2)
}
|
- To create array and call dll functions
| eSignal Formula Script: |
function main(NSigma) {
if (NSigma==null) NSigma=2;
lookback=256;
aSource=getValue("Close",0,-lookback);
nBarIndex = getNumBars()+getCurrentBarIndex();
if (nBarIndex >lookback) {
for (x=0; x<lookback; x++) {
ArrayPrice[x] = aSource[x];
}
/* call dll function */
v = d.call("runwvl",ArrayPrice,8,NSigma);
v1 = v - d.call("getallvalues",3,1);
v2 = v1 - d.call("getallvalues",3,2);
v3 = v2 - d.call("getallvalues",3,3);
v4 = v3 - d.call("getallvalues",3,4);
v5 = v4 - d.call("getallvalues",3,5);
v6 = v5 - d.call("getallvalues",3,6);
v7 = v6 - d.call("getallvalues",3,7);
v8 = v7 - d.call("getallvalues",3,8);
} else {
v=0
}
|
- To receive output values:
| eSignal Formula Script: |
/* return values for charting */
return new Array (v1,v2,v3,v4,v5,v6,v7,v8);
}
|
Example:
| eSignal Formula Script: |
/*******************************************************************
Name: TSE.Wavelet.Noise
Analysis Type: Indicator
Description: Example Indicator for Wavelet Transform DLL
Used: tsewvl.dll
Provided By: Trade Smart Research (c) Copyright 2001 - 2004
www.tsresearch.com
*******************************************************************/
var v,lookback;
/* Defining DLL */
var d = new DLL("tsewvl.dll");
/* Function Declaration */
d.addFunction("runwvl", DLL.FLOAT, DLL.STDCALL,"RUNWVL", DLL.FLOATARRAY,DLL.INT,DLL.FLOAT);
/* Preparing parameters and array*/
function preMain() {
setPriceStudy(false);
setStudyTitle("Wavelet Noise");
setCursorLabelName("Noise", 0);
setDefaultBarStyle(PS_SOLID, 0);
setDefaultBarFgColor(Color.red, 0);
setDefaultBarThickness(1, 0);
setPlotType(PLOTTYPE_LINE, 0);
ArrayPrice = new Array(512);
var fp1 = new FunctionParameter("Scales", FunctionParameter.NUMBER);
fp1.setLowerLimit(1);
fp1.setUpperLimit(8);
fp1.setDefault(4);
var fp2 = new FunctionParameter("Source", FunctionParameter.STRING);
fp2.setName("Source");
fp2.addOption("Close");
fp2.addOption("High");
fp2.addOption("Low");
fp2.addOption("Open");
fp2.setDefault("Close");
}
function main(Scales,Source) {
if (Scales==null) Scales=4;
if (Source==null) Source="Close";
/* determinig length of array */
lookback=Math.pow(2,Scales);
/* determinig source */
aSource=getValue(Source,0,-lookback);
nBarIndex = getNumBars()+getCurrentBarIndex();
/* filling array */
if (nBarIndex >lookback) {
for (x=0; x<lookback; x++) {
ArrayPrice[x] = aSource[x];
}
/* calling functoin in dll */
v = d.call("runwvl",ArrayPrice,Scales,3);
} else {
v=0
}
return v;
}
|
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