Terry and Graham, Update #2. Sorry, I figured out what you were trying to tell me. I used: LastValue(HighestSince(mycriteria,h,1),1) and that seems to tell me what I want to know.
Thank you, again. --- In [email protected], Jeff Springer <[EMAIL PROTECTED]> wrote: > > Terry and Graham, > Thank you both for replying. As usual, I probably wasn't clear enough in my question, because I'm still not getting the right data returned. I've posted my code below (the pertinent stuff, I believe) to hopefully clear it up. I'm using it as an exploration right now. If I can get smart enough to understand scans and backtesting I would hope to use the same code to test how effective such a system would be. I perform the exploration on all stocks and all quotations. > > VolFilter=V>5*MA(V,50) AND MA(V,50)>=100000; > PriceFilter=C>O AND C>1 AND C>Ref(C,-1) AND O>Ref(C,-1); > MaxHigh=HighestSince(Volfilter AND pricefilter,H,1); > PeriodstoMaxHigh=HighestSinceBars(Volfilter AND pricefilter,H,1); > Filter=Volfilter AND PriceFilter; > > AddColumn(C,"Close"); > AddColumn(MaxHigh,"MaxHigh"); > AddColumn(PeriodstoMaxHigh,"PeriodstoMaxHigh"); > > Basically, it's looking for high volume breakouts. Since I run the exploration on all stocks and all quotations, several instances of each stock will show up. For checking, I look at ABAX. You'll notice it satisfied the criteria on 3/20/2006. It closed at 24.65 that day and reached a high of 24.99 that day. On 3/21/2006, it reached a high of 26.00 and that was the highest high from the signal day (3/20/2006) till yesterday. My code doesn't return the 26.00, it returns the 24.99 - the high of the signal day. > > Again, thank you both for educating me. > > Jeff > > fatboycato <[EMAIL PROTECTED]> wrote: > I'm trying to find the highest value since a signal was given, but the > HighestSince() function doesn't work the way I anticipated it to work. > Hopefully, someone can give me insight into how to solve the problem. > > Suppose stock ABC matches some criteria I'm looking for (e.g. high > volume breakout) on 1/1/2006. I would like to know the highest high > price it reached from then to now, 4/7/2006. When I try HighestSince > (myCriteria,H,1) I get the high value of the day the criteria were > true, i.e. 1/1/2006. What am I missing, please? > > I'm sure there's a smarter way to do this in backtesting, but that's a > whole 'nother can of worms that I'm trying to understand. For now, if > I could just get the data I need exported to a .csv file I could do my > analysis somewhere else. > > Thank you in advance. > > Jeff > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > > > > --------------------------------- > YAHOO! GROUPS LINKS > > > Visit your group "amibroker" on the web. > > To unsubscribe from this group, send an email to: > [EMAIL PROTECTED] > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > > --------------------------------- > > > > > > --------------------------------- > Love cheap thrills? Enjoy PC-to-Phone calls to 30+ countries for just 2ยข/min with Yahoo! Messenger with Voice. > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
