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Hi,
One correction: Steve's formula should look
like
var1 = IIF(HHV(var0,10) = 1,1,0) ;
Note positive second argument of HHV
function.
Best regards,
Tomasz Janeczko
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: 14 May, 2001 11:21
Subject: Re: [amibroker] Bow Tie
Hi,
In fact Steve's solution:
var0 = cross (ma(close, 10 ),ema (close, 30) ) ;var1 =
IIF(HHV(var0,-10) = 1,1,0) ;
is equivalent to
var1 = Hold( var0, 10 );
so var1 remains true if at least one "true"
signal occured within previous 10 bars.
Best regards,
Tomasz Janeczko
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Geoff
Mulhall
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: 14 May, 2001 10:06
Subject: [amibroker] Bow Tie
David,
I think Steve's second email is a
good solution using Cross in conjunction with HHV - it allowsyou
to look backward in time.
I'll continue to play around as this scan it
something I will use.
Tomasz,
Can you please confirm that the Hold condition
sets the array to 1 forward in time the specified number of
slots in the hold result array from the first position where it was set
to 1 (ie true) ?
Thanks,
Geoff
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, May 14, 2001 10:07
AM
Subject: Re: [amibroker] ref
ok I'm concerned that if the condition changes amiwill
still hold it trueeven though it is now false using the
hold()."This true result is held true over the number of periods
specified even ifa "false" result is generated. "I don't
wish to extend the condition forcing a false signal.What I wantedwas
if condition x is meet then as long as its true look forthe next
condition .I guess you can see the intent in the bow tie
formula.has the ma10,ma20 ,ma30 crossed in the last xn daysif
yeshas the pull back occurredif yeshas the higher high
occurredif all 3 conditions are true then signal a buyGeoff's
multi condition does it but was looking for a cleaned way
toexpress it .Maybe i just have to nest a bunch of conditionsand
if there true nestanother.DOES THIS MAKE sense to anyone or is
my logic out of sync/* Bow Tie conditions - Short term moving
average has crossed the long termmoving average sometime in the last
xn days - Add more conditions for moredays */cond1=cross
(ma(close, 10 ),ema (close, 30));cond2=ref(cross (ma(close, 10 ),ema
(close, 30)),-1)>0;cond3=ref(cross (ma(close, 10 ),ema (close,
30)),-2)>0;cond4=ref(cross (ma(close, 10 ),ema (close,
30)),-3)>0;cond5=ref(cross (ma(close, 10 ),ema (close,
30)),-4)>0;cond6=ref(cross (ma(close, 10 ),ema (close,
30)),-5)>0;cond7=ref(cross (ma(close, 10 ),ema (close,
30)),-6)>0;cond8=ref(cross (ma(close, 10 ),ema (close,
30)),-7)>0;cond9=ref(cross (ma(close, 10 ),ema (close,
30)),-8)>0;cond10=ref(cross (ma(close, 10 ),ema (close,
30)),-9)>0;SYNTAX hold( EXPRESSION, periods
)RETURNS ARRAYFUNCTION Extends a "true" result of
EXPRESSION for the specified number ofperiods. This true result is
held true over the number of periods specifiedeven if a "false" result
is generated.EXAMPLE hold( cross(rsi(14),70),5 )----- Original
Message -----From: "Steve Wiser" <slwiserr@xxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Sunday, May 13, 2001 8:31
PMSubject: Re: [amibroker] ref> David:>>
Check out the function "Hold". I think this will do what you are
asking.>> Steve>>>
HOLD:>> SYNTAX hold( EXPRESSION, periods ) RETURNS ARRAY
FUNCTION>> Extends a "true" result of EXPRESSION for the
specified number of periods.>> This true result is heldtrue
over the number of periods specified even if> a "false" resultis
generated.>> EXAMPLE hold( cross(rsi(14),70),5
)>>> At 08:29 PM 5/13/01 +1000, you wrote:>
>TJ is there a way for ami to look for a condition true over xn
periods> >> >eg> >> >ref(cross
(ma(close, 10 ),ema (close, 30)),-10)>0;> >> >so
that ami look for the true condition over the last 10 periods>
>no just 10 periods ago ?> >> >may have asked this
before> >> >> >Thanks David>
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