Hi - If I understand you correctly, you could try something like this over all bars. Untested...
CumBuys = cum( Buy ); TotalBuys = LastValue( CumBuys ); LastBuy = CumBuys == TotalBuys AND ref( CumBuys, -1 ) != TotalBuys; LastBuyDate = ValueWhen( LastBuy, DateNum() ); CumSells = cum( Sell ); TotalSells = LastValue( CumSells ); LastSell = CumSells == TotalSells AND ref( CumSells, -1 ) != TotalSells; LastSellDate = ValueWhen( LastSell, DateNum() ); StillLong = LastBuyDate > LastSellDate; Filter = LastBuy AND StillLong; AddColumn( LastBuyDate, "Last Buy Date", 1.0 ); Steve ----- Original Message ----- From: Brian Wild To: [email protected] Sent: Sunday, April 20, 2008 3:26 AM Subject: Re: [amibroker] Simple Exploration Question Thanks Graham for the response - but what you suggest is what I first tried. The only difference is that I used the variable "bought" where you used "InTrade". In trying to sort this out I have come across a really puzzling result. I used AddColumn to show results for Buy, Sell, and bought. Then, changing only the filter value gives the following:- Case A. Setting Filter = Buy or Sell, gives output lines (correctly) only where there is a buy or sell signal. Case B. Setting Filter = 1 gives an output for every data point, with Buy and Sell still showing up as 1 correctly where they should, and bought showing correctly as 1 following each buy and remaining there until resetting to zero at the next sell. (so far so good!). Case C. Setting Filter = bought STILL gives output for every data point (incorrect!?). Buy and Sell still show 1 where they should, but bought now shows as 1 throughout. I guess that with bought set to 1 throughout I should expect output for every data point - BUT how can this have happened in the circumstances. if anyone can explain I would be most grateful! Brian W ----- Original Message ----- From: Graham To: [email protected] Sent: Sunday, April 20, 2008 2:49 PM Subject: Re: [amibroker] Simple Exploration Question you could try a few things, but this is probably the easiest inTrade = flip(buy,sell); filter = inTrade; -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 20/04/2008, brianboofhead <[EMAIL PROTECTED]> wrote: > Hi, > Hope someone can help with this simple problem. > I have a system which generates Buy and Sell signals, and have used > Exrem to remove excess signals. I now want to run an exploration over > all symbols in my database to select all those for which the last > signal was a Buy. I realise I could use Explore over the last n days > (n=50 say)to pick up buy signals but would prefer to run over all > quotations and pick up the last Buy, regardless of how long ago that > was. > I tried adding:- > bought = flip(buy, sell); which sets bought to 1 after the last buy if > there is no subsequent sell. > Also used Addcolumn to display bought. > However, testing on a single stock with various attempts to filter on > the LastValue of bought didn't work, as the Explore output gave every > value in the chosen stock. My attempts to use ValueWhen(bi = Barcount) > fared no better. > The problem (to me at least) seems to be that when you would like to > set a single variable to a value, AFL makes it a complete array. The > reason for this long-winded question is that I think this problem of > getting single values rather than arrays arises all the time - so a > general explanation of ways around it would be most helpful. > Thanks in anticipation > > Brian W > > > > ------------------------------------ > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > >
