RE: [amibroker] DaysBetweenDates() TimeBetweenConds()

Wed, 04 Oct 2006 20:08:28 -0700

Bob, Thank you.
 
How do I fix the formula below?
I seem to understand the sweet subtraction, but assigning the conditions is what I'm struggling with - I get an Empty value.
Obviously, it's me...  I appreciate it.
 
for example:

/* Days Between Dates v4 */

price = Close;

sig = MA(High,20);

Cond1 = Cross(price,sig);

Cond2 = Cross(sig,price);

//////////////////////////////////

dt = DateNum();

dy = DayOfYear() + 365 * Year();

startDay = fb = Status("rangefromdate") AND COND2;

endDay = eb = Status("rangetodate") AND COND1;

Days = LastValue(ValueWhen( dt == eb, dy ) - ValueWhen( dt == fb, dy ));

Plot(Close,"Close",1,128);

Plot(days,"days",colorBlack,styleLine);

Daysbetween = Days;

Plot(sig,"sig",2,1);

Plot(Daysbetween ,"Daysbetween ",10,1 );

 

-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED]On Behalf Of Bob Johnson
Sent: Wednesday, October 04, 2006 4:22 PM
To: [email protected]
Subject: Re: [amibroker] DaysBetweenDates()

I had similar question about comparing DateTime formatted values to determine the days between them.
I wanted to be able to tell if it had been more than 30 days since I exited a stock before taking an entry signal
in the same stock.
 
This is the elegant solution Marcin Gorznski at Amibroker Support supplied.
 
All I did here was convert the 'dt' array in Marcin's solution from DateTime() to DateNum().
 
dt = DateNum();
dy = DayOfYear() + 365 * Year();
 
fb = Status("rangefromdate");
eb = Status("rangetodate");
 
Days = LastValue(ValueWhen( dt == eb, dy ) - ValueWhen( dt == fb, dy ));
 
Plot(days,"days",colorBlack,styleLine);
If you really are comparing the start/end dates of a backtest be sure your 'to date' is not past the last day in the data
or this won't work because the dt array stops at the last bar.
 
The solution doesn't deal with leap years, but I could live with the possibilty of missing a trade or two every 4 years so
I didn't attempt to add that.
 
Regards,
 
Bob Johnson
 
----- Original Message -----
From: Mr. Valley
Sent: Tuesday, October 03, 2006 7:38 PM
Subject: [amibroker] DaysBetweenDates()


I'm having trouble with calculating the number of days between the dates of
two conditions, either daily or intraday intervals. I looked at the
DeDateTime.dll
These were planned functions, but I don't see them implemented.
GetDaysBetween() and GetTradeDaysBetween()

Also tried...

/* Days Between Dates v3 */

price = Close;
sig = MA(High,20);
Cond1 = Cross(price,sig);
Cond2 = Cross(sig,price);

startDay = LastValue( ValueWhen( Cond1 , 1 ) );
endDay = LastValue( ValueWhen( Cond2 , 1 ) );
Daysbetween = abs(endDay - startDay );
Plot(Close,"Close",1,1);
Plot(sig,"sig",2,1);
Plot(Daysbetween ,"Daysbetween ",10,1 | styleOwnScale);

//////////////
Also Tried this and wasn't able to resolve it to what I am trying to do.

/* Days Between dates v2 */
SetBarsRequired(1000,0);
function GetDaysInRange()
{ fb = Status("firstbarinrange");
eb = Status("lastbarinrange");
startday = LastValue( ValueWhen( fb, DayOfYear() ) );
startyear = LastValue( ValueWhen( fb, Year() ) );
endDay = LastValue( ValueWhen( eb, DayOfYear() ) );
endYear = LastValue( ValueWhen( eb, Year() ) );
Days = 365 * ( endYear - startyear ) + endDay - StartDay;
return Days;
}""+GetDaysInRange();

//Title = "" + GetDaysInRange();
Plot(Close,"Close",1,1);
Plot(GetDaysInRange(),"GetDaysInRange()",1,1);

Any Suggestions?
Thanks in advance.

Mr Valley

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