In essence, I want to backtest a trading system that uses lower Bollinger Band as an entry point and would enter trades intraday when price touches the lower band. However, I can't use L < BBandBot( C, 20, 2 ) as at the point when price is at its L, BBand would be lower than BBandBot( C, 20, 2 ) and the trade might be not triggered in reality. Therefore, I want to find price levels at which P would be equal or just fall below lower BBand. That level would be my BuyPrice as well.
Thanks, Marius --- In [email protected], "Rob" <sidharth...@...> wrote: > > You said you only wanted to do it for the last day (or last value in the > array)...? > > LastValue() will only access the last value in the array hence will only work > for the last day... > > What exactly are you trying to do...? explain in detail and we might be able > to help... > > --- In [email protected], "mbausys" <mbausys@> wrote: > > > > I have this very short code, which is supposed to determine at what price > > level every day the price would have been equal to lower Bollinger Band. > > However, the code seems to do the trick only for the last day. Any hints > > where I may be wrong? > > > > P = C; // P is a target price level > > diff = P / 2; > > > > for( i = 0; i < 100; i++ ) > > { > > P = IIf( P < BBandBot( C, 20, 2 ), C + diff, C - diff ); > > C[ LastValue( BarIndex() ) ] = P[ LastValue( BarIndex() ) ]; > > diff = diff / 2; > > } > > > > --- In [email protected], "jooleanlogic" <jooleanl@> wrote: > > > > > > I think that will only work in version 5.3 Sid. > > > > > > BarIndex() changed from being the actual index in 5.2, to always starting > > > at 0 in 5.3. > > > So LastValue(BarIndex()) in 5.2 can give you a number greater than > > > BarCount under QuickAFL. > > > > > > You could just use BB_Array[BarCount-1] which will always work. > > > > > > Jules. > > > > > > > > > --- In [email protected], "Rob" <sidhartha70@> wrote: > > > > > > > > Sure... if BBand is the array you want to change, > > > > > > > > Last_Val_BI = LastValue( BarIndex()); > > > > BB_Array [Last_Val_BI] = New value here... > > > > > > > > try something like that. > > > > > > > > --- In [email protected], "mbausys" <mbausys@> wrote: > > > > > > > > > > Hi all, > > > > > > > > > > Is there a simple way of changing the last value of an array? > > > > > I want to find Bollinger Band of, e.g. 10 days of closing prices, but > > > > > would like to use a different value for day 10 rather than the real > > > > > closing price for that day. > > > > > > > > > > Any help would be appreciated. > > > > > > > > > > Many thanks, > > > > > > > > > > Marius > > > > > > > > > > > > > > >
