Hi - Wouldn't something like this work? MaxHigh = HighestSince( Buy, High ); BarsToMaxHigh = BarsSince( Buy ) - BarsSince( MaxHigh );
Steve ----- Original Message ----- From: "fatboycato" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Sunday, April 09, 2006 12:50 PM Subject: [amibroker] On Scalar Values and Arrays > Well, I'm about to put on my clown suit, get my AK-47, and climb the > bell tower. It seems to me there is a legitimate reason to reference > a particular value in an array in explorations. I'll try to give a > specific example to exactly what I'm searching for, but I think this > array-to-scalar problem is going to plague me everywhere. > > Trading System: > Buy on the open the day after a high volume gap up. > Analysis questions: > 1) What is the maximum high the stock attained after the signal day, > and how many days did it take to get to the maximum high? > 2) What is the minimum low the stock attained after the signal day, > and how many days did it take to get to the minimum low? > > I'm having no problem identifying the signal day, it's finding the > data to answer the questions where I fail. I can get the answer to > question number one with: > MaxHigh=LastValue(HighestSince(Filter,H,1),1); > PeriodstoMaxHigh=(BarCount-LastValue(HighestSinceBars > (Filter,H,1),1))-BarIndex()-1; > > But this makes the assumption that a stock will always go up > because "LastValue()" only looks at the last occurence when the > criteria were satisfied. An assumption I could probably live with, > but there should be a better way of doing this. > > Regardless, this solution doesn't work for finding the answer to > Analysis question #2 because, again, LastValue() only looks at the > last time the criteria were met. Therefore, the MinLow is going to > be the lowest value the stock attained after the last signal day. > > I thought I could put in a loop to iterate through each successive > day after each signal day and check if it's making higher highs or > lower lows - no luck. Ref() is an array, SelectedValue() is the last > occurence, ValueWhen() is an array, can't use High[] because I won't > know what goes between the brackets because, even though I can get > AA to return the correct barindex, BarIndex() is an array. > > I'm sure there's something easy I'm missing because closing a > position based on yesterday's levels is a fairly common exit > strategy (isn't it?). Wouldn't AB be able to compare today's prices > against yesterday's prices and decide if they're higher or lower? > > Thank you in advance for any help you can give. > > 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 > > > > > > > > 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/
