Hi, What exactly is your question?
Mike --- In [email protected], "s2trader" <sudarshansukh...@...> wrote: > > I am migrating from Easylanguage to AFL. I wrote an exploration to identify > the change in direction of High or low standard error bands. My settings are: > n days: 1, since I wished to get a list of tocks that have turned on the last > day. > > The last date is March 4. But I am getting stocks that made the turn one day > earlier on march 3. Which means the pivot low was made on March 3 - March 3 > is higher than March 2, March 2 is lower than previous day, thus March 2 > pivot is confirmed on March 3. The database is end of day. The code is given > below. Help will be appreciated. > > Periods = Param("Standard Error", 8, 3, 100, 1); > > > function SteBand( array, periods, upper ) > { > Lr = LinearReg( array, periods ); > se = StdErr( array, periods ); > return LR + IIf( upper, 1, -1 ) * 2 * se; > } > > upperstderrband = MA(SteBand( C, Periods, True ),3); > lowerstderrband = MA(SteBand( C, Periods, False ),3); > midstderrband = (upperstderrband + lowerstderrband )/2; > > ThisIsLastBar = BarIndex() == LastValue( BarIndex() ); > > IsVolume = Volume * Close > 10000000; > > HighMovesDown = Ref(upperstderrband,-1) > upperstderrband AND > Ref(upperstderrband,-1) > Ref(upperstderrband,-2); > LowMovesUp = Ref(lowerstderrband,-1) < lowerstderrband AND > Ref(lowerstderrband,-1) < Ref(lowerstderrband,-2); > > Filter = ThisIsLastBar AND IsVolume AND (HighMovesDown OR LowMovesUp); > > AddColumn( Close, "Close" ); >
