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Derek Worswick  
#1 Posted : Tuesday, April 8, 2014 6:07:40 AM(UTC)
Derek Worswick

Rank: Advanced Member

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Joined: 8/11/2005(UTC)
Posts: 104

Hi,

If I include the last two terms in the Butterworth equation

i.e. { + coef2*Butter[1] + coef3*Butter[2] ; }

as (coef2*PREV)

I get an error “overflow in Multi[] Function “

Is there anyway to overcome this problem

Hoping hat you can oblige

Derek

Code:


 

{ 2 Pole Butterworth Filter }

 

Data:=((H+L)/2);

 

Period:=Input("Period",5,175,175);

 

a1:=Exp(-1.414*3.14159/Period);

b1:=2*a1*Cos(1.414*180/Period);

coef2:=b1;

coef3:=-a1*a1;

coef1:=(1-b1+a1*a1)/4;

 

 

Butter:= coef1*(Data+2*Ref(Data,-1)+Ref(Data,-2))

{+ coef2*Butter[1] + coef3*Butter[2];};

 

If(Cum(1)<3 , Butter=Data,butter);

 

Butter;

 

{

………………………………………………….

Original code

 

Input: Price((H+L)/2), Period(15);

a1=expvalue(-1.414*3.14159/Period);

b1=2*a1*Cosine(1.414*180/Period);

coef2=b1;

coef3=-a1*a1;

coef1=(1-b1+a1*a1)/4;

Butter = coef1*(Price+2*Price[1]+Price[2])+
coef2*Butter[1] + coef3*Butter[2];

If CurrentBar<3 then Butter=Price;

Plot1(Butter,"Butter");

…………………………………………….

}

 

wabbit  
#2 Posted : Tuesday, April 8, 2014 6:36:15 AM(UTC)
wabbit

Rank: Advanced Member

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Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia

Was thanked: 16 time(s) in 16 post(s)
This is why I have the MDK!

Have you tried:
Code:

Butter:= coef1*(Data+2*Ref(Data,-1)+Ref(Data,-2)) + coef2*PREV + coef3*Ref(PREV,-1);
It will be VERY slow!

Derek Worswick  
#3 Posted : Tuesday, April 8, 2014 6:51:41 AM(UTC)
Derek Worswick

Rank: Advanced Member

Groups ready for retrieval: Registered, Registered Users, Subscribers, Unverified Users
Joined: 8/11/2005(UTC)
Posts: 104

Hi Wabbit,

The speed is quite reasonable!

Thank you again ..that is great.

Derek
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