The bar you are looking for will be BarsSince(CurDD == 0) bars prior to where the MaxDD ocurred ...
----- Original Message ----- From: Ken Close Date: Thursday, August 14, 2008 12:37 pm Subject: RE: [amibroker] Another Code Puzzle To: [email protected] > Absolutely. Thanks. > > . . .now the bar associated with the CurDD==0 just preceding > the bar on > which MaxDD==LastValue(MaxDD) is . . . ? > > Seriously, I tried to find the bar (date) associated with the > beginning of > the MaxDD but it still alludes me. > > > MDD = MaxDD==LastValue(MaxDD) AND CurDD==MaxDD; > MDDBar = ValueWhen(MDD,BarIndex(),1); > //Top = BarsSince(CurDD==0)==0 AND AND BIR; > Top2 = ValueWhen(CurDD==0,BarIndex(),1); > Top3 = ValueWhen(MDD==1,BarIndex()); > Top = BarsSince(CurDD==0)==0 AND MaxDD == Ref(MaxDD,-1) AND BIR; > Top2X = BarIndex()==Top2 AND BIR AND MaxDD != LastValue(MaxDD); > > Nothing works. > > _____ > > From: [email protected] > [mailto:[EMAIL PROTECTED] On Behalf > Of [EMAIL PROTECTED] > Sent: Wednesday, August 13, 2008 4:07 PM > To: [email protected] > Subject: Re: [amibroker] Another Code Puzzle > > > I assume what you'd be looking for is the bar on which MaxDD = > LastValue(MaxDD) and CurDD = MaxDD ... > > ----- Original Message ----- > From: Ken Close > Date: Wednesday, August 13, 2008 1:59 pm > Subject: [amibroker] Another Code Puzzle > To: [email protected] > > > Once again, I stumble across seemingly simple things that are > > hard (for me) > > to do. > > > > Task: Find the Date of the MaxDD which occurs in a price > series > > (Equity or > > price). > > More complex task: Find the Date when the current MaxDD > started, > > ie, the > > highest price associated with the MaxDD. > > > > FredT has had code for finding the MaxDD since almost from > when > > AB started. > > We all have used it countless times. > > Yet I can not adapt or adopt it to finding the date when the > > MaxDD occurs > > much less find the Date of the highest price associated with > the > > Maxdd. > > Can anyone suggest an approach? > > > > Ken > > > > Code snippits: > > > > > > > > > > BIR = IIf(Status("BarInRange") > 0, 1, 0); > > Price = C; > > MaxPrice = Highest(Price); > > CurDD = IIf(BIR, 100 * (MaxPrice - Price) / MaxPrice, 0); > > MaxPriceDate = IIf(BIR,ValueWhen(MaxPrice != > > Ref(MaxPrice,1),DateTime(),0),0); > > MaxDD = Highest(CurDD); > > RCurDD = round(CurDD * 100) / 100; > > MaxDD = Highest(CurDD); > > MaxDDDate = ValueWhen(MaxDD != Ref(MaxDD,-1),DateTime(),0); > > > > This last line, my attempt, is not correct; it works some of > the > > time but > > not with all cases. > > > > > > > > > >
