I found a way to accomplish what I want to do. I cannot get the first
assignment of barssince to work. Teh code is below.
Barry
// BarsSince test
#include <AT Functions\Colors.afl>
fMA = MA(C, 5);
fMAup = fMA >= Ref(fMA, -1);
fMAdn = fMA < Ref(fMA, -1);
Plot(fMA, "MA", MA1color);
Plot( C, "Close", pricecolor, styleNoTitle | styleBar ); // shows all style
options
Buy = Sell = Short = Cover = 0;
myBuy = mySell = myShort = myCover = 0;
myBuy = fMAup;
myShort = fMAdn;
mySell = fMAdn;
myCover = fMAup;
// barssince returns the true values here
bsBuy = Ref(BarsSince(myBuy), -1);
bsSel = Ref(BarsSince(mySell), -1);
bsSht = Ref(BarsSince(myShort), -1);
bsCov = Ref(BarsSince(myCover), -1);
StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy , bsSel,
bsSht, bsCov);
StrFormat("\nBBbuy > BSsell = %g barindex = %g", bsSel - bsBuy, BarIndex());
Buy = myBuy AND bsBuy - bsSel > 0;
Short = myShort AND bsSht - bsCov > 0;
Sell = mySell AND bsSel - bsBuy > 0;
Cover = myCover AND bsCov - bsSht > 0;
StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", Buy , Sell,
Short, Cover);
PlotShapes(myBuy * shapeUpArrow, uparrow, 0, Low, -5);
PlotShapes(mySell * shapeDownArrow, dnarrow,0, High, -5 );
PlotShapes(Short * shapeHollowDownArrow, dnarrow, 0, High, -20 );
PlotShapes(Cover * shapeHollowUpArrow, uparrow, 0, Low, -20);
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> It's not clear what code you were testing since your mixing two snippets
> together that don't coincide with each other.
>
> The point that I'm trying to make is this: BarsSince returns the number of
> bars since the *last non zero value*.
>
> Breaking it down to the most simplified form;
>
> -- begin file --
> // At this point BarsSince(Buy) is "never" or an error depending on whether
> Buy array is considered undefined here. Sorry I don't have AmiBroker at my
> disposal.
>
> Buy = 0;
> // At this point BarsSince(Buy) is "never", there are no non zero values.
>
> Buy = <any non zero value or array>
> // At this point BarsSince(Buy) is the number of bars since last non zero
> value.
> -- end file --
>
> Your observations would seem to suggest that "never" maps to 1e+010. If
> 1e+010 is the representation of null, then so be it. Again, I don't have
> AmiBroker in front of me right now to test.
>
> Are you suggesting that you have found a case where you have assigned a *non
> zero value* to Buy and then found BarsSince(Buy) to be null?
>
> Mike
>
> --- In [email protected], "Barry Scarborough" <razzbarry@> wrote:
> >
> > Lets forget the logic and figure out why the first barssince assignment
> > always returns nulls. I took all the time and other conditions out and just
> > assigned
> >
> > buy = cover = maUp;
> > sell = short = maDn;
> >
> > I assigned sinceBars for all 4 cases above and below the assignment of buy,
> > sell, short and cover and barssince still returns nulls before and true
> > values after. If barssince can never return good values before a logic
> > statement how can it ever be used? I have used barssince before and never
> > ran into this. I must be missing something very basic.
> >
> > Buy = Sell = Short = Cover = 0;
> >
> > // barssince returns null here
> > bsBuy = BarsSince(Buy);
> > bsSel = BarsSince(Sell);
> > bsSht = BarsSince(Short);
> > bsCov = BarsSince(Cover);
> > StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy ,
> > bsSel, bsSht, bsCov);
> >
> > Buy = fMAup;
> > Short = fMAdn;
> > Sell = fMAdn;
> > Cover = fMAup;
> >
> > // barssince returns the true values here
> > bsBuy = BarsSince(Buy);
> > bsSel = BarsSince(Sell);
> > bsSht = BarsSince(Short);
> > bsCov = BarsSince(Cover);
> > StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy ,
> > bsSel, bsSht, bsCov);
> >
> > Why is the first barssince always null?
> >
> > Thanks,
> > Barry
> >
> >
> >
> > --- In [email protected], "Mike" <sfclimbers@> wrote:
> > >
> > > I haven't tested this out. But, what value would you expect if the
> > > condition you are looking for has never happened?
> > >
> > > Zero means most recent occurence is current bar, 1 means one bar ago, 2
> > > means two bars ago, etc. What value means "never happened yet"?
> > >
> > > Based on your observations, presumably the answer is 1e+010. You will
> > > need to handle that scenario in your logic.
> > >
> > > Mike
> > >
> > > --- In [email protected], "Barry Scarborough" <razzbarry@> wrote:
> > > >
> > > > I must be brain dead this morning. BarsSince is not working as
> > > > expected. I am trying to use BarsSince in the signal logic but when I
> > > > try to set the values before the buy sell short and cover the value
> > > > returned is null, 1e+010. That doesn't make sense. If I get the values
> > > > after the signals are set the values are correct. But this prevents
> > > > them from being use in the signal logic.
> > > >
> > > > Why doesn't BarsSince return the correct values in the first assignment?
> > > >
> > > > The code follows.
> > > >
> > > > Thanks,
> > > > Barry
> > > >
> > > > // BarsSince test
> > > > #include <AT Functions\Colors.afl>
> > > >
> > > > fMA = MA(C, 5);
> > > > fMAup = fMA >= Ref(fMA, -1);
> > > > fMAdn = fMA < Ref(fMA, -1);
> > > > Plot(fMA, "MA", MA1color);
> > > >
> > > > sysTime = TimeNum();
> > > > tradeTime = IIf(sysTime >= 73000 AND sysTime < 161500, True, False);
> > > >
> > > > Plot( C, "Close", pricecolor, styleNoTitle | styleBar ); // shows all
> > > > style options
> > > >
> > > > Buy = Sell = Short = Cover = 0;
> > > >
> > > > // #### First assignment
> > > > // barssince returns null here
> > > > bsBuy = BarsSince(Buy);
> > > > bsSel = BarsSince(Sell);
> > > > bsSht = BarsSince(Short);
> > > > bsCov = BarsSince(Cover);
> > > > StrFormat("sysTime=%g, TradeTime=%g \nBS buy=%g, BS sell=%g \nBS
> > > > short=%g, BS cover=%g",sysTime, tradeTime, bsBuy , bsSel, bsSht, bsCov);
> > > >
> > > > Buy = tradeTime AND fMAup; // works fine
> > > > // when I try to use barssince the buy logic is never true.
> > > > Buy = tradeTime AND fMAup AND bsBuy > bsSell; // never true
> > > >
> > > > Short = tradetime AND fMAdn;
> > > > Sell = tradetime AND fMAdn;
> > > > Cover = tradetime AND fMAup;
> > > >
> > > > // #### Second assignment
> > > > // barssince returns the true values here
> > > > bsBuy = BarsSince(Buy);
> > > > bsSel = BarsSince(Sell);
> > > > bsSht = BarsSince(Short);
> > > > bsCov = BarsSince(Cover);
> > > >
> > > > StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy ,
> > > > bsSel, bsSht, bsCov);
> > > >
> > > > PlotShapes(Buy * shapeUpArrow, uparrow, 0, Low, -5);
> > > > PlotShapes(Sell * shapeDownArrow, dnarrow,0, High, -5 );
> > > > PlotShapes(Short * shapeHollowDownArrow, dnarrow, 0, High, -20 );
> > > > PlotShapes(Cover * shapeHollowUpArrow, uparrow, 0, Low, -20);
> > > >
> > >
> >
>
