|
PureBytes Links
Trading Reference Links
|
x =Cum(1);per=3;s1=L;s11=H;pS=TroughBars(s1,per,1)==0;
endt=LastValue(ValueWhen(pS,x));/*trough time*/
pR=PeakBars(s11,per,1)==0;
endt1=LastValue(ValueWhen(pR,x));/*peak time*/
interval=endt-endt1;
For the rest, if it means something to you, you may look at
http://www.amibroker.com/library/detail.php?id=105
at the second comment, where you may calculate the time interval
between the 3rd peak and the 5th trough or any other rank.
D. T.
----- Original Message -----
From: Anthony Faragasso
To: DIMITRIS TSOKAKIS
Sent: Sunday, October 07, 2001 12:29 PM
Subject: Days Between Peak and Trough
Hi Dimitri;
If Possible, could you Help, Thank you in Advance.
I am writing a detection formula which requires starting points ( x ) and (a ), with ( x ) always being the
starting point , whether it be a trough or peak. I would like to have codecheck if trough is before peak
or after peak,
Thank you.
Anthony
------=_NextPart_001_000E_01C14F6A.A89EED80
Content-Type: text/html;
charset="iso-8859-7"
Content-Transfer-Encoding: quoted-printable
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=iso-8859-7" http-equiv=Content-Type>
<META content="MSHTML 5.00.3013.2600" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT size=2>Anthony,</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">If we have PEAK,
TROUGH, PEAK, TROUGH, etc it would be easy.</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">Unfortunately, as you
see in gif, we may have two or more successive peaks</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">between two troughs
and vice versa.</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">the only sure thing
is the time interval between the LAST peak and the LAST trough</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">which is</FONT><FONT
size=2></FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman"
size=2></FONT> </DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman" size=2>x
=Cum(1);per=3;s1=L;s11=H;pS=TroughBars(s1,per,1)==0;</FONT></DIV>
<DIV><FONT size=2>endt=LastValue(ValueWhen(pS,x));/*trough time*/</FONT></DIV>
<DIV><FONT size=2>pR=PeakBars(s11,per,1)==0; </FONT></DIV>
<DIV><FONT size=2>endt1=LastValue(ValueWhen(pR,x));/*peak time*/</FONT></DIV>
<DIV><FONT size=2>interval=endt-endt1;</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>For the rest, if it means something to you, you may look
at</FONT></DIV>
<DIV><A href="http://www.amibroker.com/library/detail.php?id=105";><FONT
size=2>http://www.amibroker.com/library/detail.php?id=105</FONT></A></DIV>
<DIV><FONT size=2>at the second comment, where you may calculate the time
interval</FONT></DIV>
<DIV><FONT size=2>between the 3rd peak and the 5th trough or any other
rank.</FONT></DIV>
<DIV><FONT size=2>D. T.</FONT></DIV>
<DIV style="FONT: 10pt arial"> </DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">----- Original
Message ----- </FONT></DIV>
<DIV style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><FONT
face="Times New Roman">From: </FONT><A href="mailto:ajf1111@xxxx";
title=ajf1111@xxxx><FONT color=#000000 face="Times New Roman">Anthony
Faragasso</FONT></A><FONT face="Times New Roman"> </FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">To: </FONT><A
href="mailto:TSOKAKIS@xxxx"; title=TSOKAKIS@xxxx><FONT color=#000000
face="Times New Roman">DIMITRIS TSOKAKIS</FONT></A><FONT face="Times New Roman">
</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">Sent: Sunday, October
07, 2001 12:29 PM</FONT></DIV>
<DIV style="FONT: 10pt arial"><FONT face="Times New Roman">Subject: Days Between
Peak and Trough</FONT></DIV>
<DIV><BR></DIV>
<DIV><FONT size=2>Hi Dimitri; </FONT></DIV>
<DIV><FONT size=2>If Possible, could you Help, Thank you in Advance. <BR>I am
writing a detection formula which requires starting points ( x ) and ( a
), with ( x ) always being the <BR>starting point , whether it be a trough
or peak. I would like to have code check if trough is before peak <BR>or
after peak, <BR>Thank you. <BR>Anthony </FONT></DIV></BODY></HTML>
------=_NextPart_001_000E_01C14F6A.A89EED80--
Attachment:
gif00207.gif
Attachment:
Description: "Description: GIF image"
|