Re: [amibroker] On Scalar Values and Arrays

Sun, 09 Apr 2006 13:19:10 -0700

Hi Steve,
Thank you for responding. Unfortunately, that very straightforward and intuitive solution doesn't seem to work. It appears to be returning the high of the day after the signal. That's probably a result of the way I have "Buy" defined. My "Buy" is defined to tell me the day after the signal day. Here's the code:
 
VolFilter=Ref(V,-1)>5*Ref(MA(V,50),-1) AND Ref(MA(V,50),-1)>=100000;
PriceFilter=Ref(C,-1)>Ref(O,-1) AND Ref(C,-1)>1 AND Ref(C,-1)>Ref(C,-2) AND Ref(O,-1)>Ref(C,-2);
 
Filter=Volfilter AND PriceFilter;// AND FundFilter;
 
MaxHigh=HighestSince(Filter,High);
PeriodstoMaxHigh=BarsSince(Filter)-BarsSince(MaxHigh);
 
I think that, because HighestSince() is an array, I would have to reference some part of the array; thus the use of LastValue().


Steve Dugas <[EMAIL PROTECTED]> wrote:
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
>
>
>
>
>
>
>
>


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