Mike, I wish to identify stocks which turned on the last day. I am getting stocks that turned before the last day.
Thanks. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > > What exactly is your question? > > Mike > > --- In [email protected], "s2trader" <sudarshansukhani@> 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" ); > > >
