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Re: Peaks and Troughs detection



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Franco,
If the previous code was confusing you, try this one.
In AA select a stock and EXPLORE for all quotations.
Then double click on the results list.
You read the values of the last Peak [Last trough] above [below] last 
close value [I forced the useless reading to zero] and the arrows 
mark the respective points.
If you need anything else, please advise.
DT

perc=5;//Calibrate sensitivity
//Last Peak detection
p1=PeakBars(H,perc,1)==0;
H1=ValueWhen(p1,H,1);p2=H1>LastValue(C);
p=p1 AND p2;x1=Cum(p);x1max=LastValue(x1);
//Last Trough Detection
t1=TroughBars(L,perc,1)==0;
L1=ValueWhen(t1,L,1);t2=L1<LastValue(C);
t=t1 AND t2;y1=Cum(t);y1max=LastValue(y1);
PeakA=p AND x1==x1max;
TroughA=t AND y1==y1max;
Filter= PeakA OR TroughA;
AddColumn(IIf(PeakA,H,0),"Last Peak",1.2);
AddColumn(IIf(TroughA,L,0),"Last Trough",1.2);
Sell=p AND x1==x1max;
Buy=t AND y1==y1max;

--- In amibroker@xxxx, "dtsokakis" <TSOKAKIS@xxxx> wrote:
> Franco, 
> please, read again 
> http://groups.yahoo.com/group/amibroker/message/14929
> It is an exploration. It works in Automatic Analysis.
> Select a stock, Explore for All quotations and then doubleclick on 
> the results list.
> You will see the arrows marking the points you ask.
> It is NOT an ind. builder formula, there is nothing to be plotted.
> The arrows are at the last peak [last trough] which satisfies the 
> above LastValue(close) requirement [respectively below LastValue
> (close)]. If a peak [trough] does not fulfil this criterion is 
> skipped [we may change this priority, if you like.]
> DT
> 
> --- In amibroker@xxxx, franco fornari <ffpsi@xxxx> wrote:
> > Dimitris,
> > 
> > I'm manifestly not able to make me clear. Probably it
> > depends on my poor english.
> > Since I received more than one messages, out of
> > chronological order (because Yahoo mail), I'll try to
> > summarize my (maybe wrong) point of view.
> > 
> > 1. Look, please, at the first two attached gif. They
> > plot my and your formulas, respectively. Do you see
> > any difference? I can't. Moreover, I suppose for the
> > two lines of code:
> > 
> > AddColumn(H,"Last Peak",1.2);
> > AddColumn(L,"Last Trough",1.2);
> > 
> > you really meant as follows:
> > 
> > AddColumn(H1,"Last Peak",1.2);
> > AddColumn(L1,"Last Trough",1.2);
> > 
> > 2. Look, now, at the third attached gif. I have
> > manually added a yellow line, wich shows what level I
> > wish to detect: the last trough higher than last
> > closing price. Not the last trough by absolute. In
> > this case it is the second last, but sometimes it
> > could be the third from last or more.
> > 
> > 3. Running your exploration system, I don't find the
> > value I need on the last line of results, but on the
> > second last one. Then, it is not available for further
> > applications.
> > 
> > 4. You said "Single points localization is not the
> > easiest AFL sport". Well, I think AmiBroker is very
> > powerful, but I don't expect it is omnipotent. If you,
> > or any other person so expert as you are, says a
> > certain thing is not possible, 
> 
> As far as I read my text, I did not say anything impossible.
> [how should I write such a thing !!]
> Although this discussion is a bit confused, we could simplify 
things.
> 
> I can accept this.
> > Maybe Tomasz will turn it possible in future, or maybe
> > not. Anyway, the life will go on.
> > 
> > Best regards and thanks again for the time you spend
> > to help me.
> > 
> > Franco
> > 
> > 
> 
______________________________________________________________________
> > Vinci i Mondiali - La Grande Sfida dei Mondiali FIFA
> > http://it.yahoo.com/mail_it/foot/?http://lasfida.yahoo.net/
> > 
> > 
> 
______________________________________________________________________
> > Vinci i Mondiali - La Grande Sfida dei Mondiali FIFA
> > http://it.yahoo.com/mail_it/foot/?http://lasfida.yahoo.net/
> > 
> > 
> 
______________________________________________________________________
> > Vinci i Mondiali - La Grande Sfida dei Mondiali FIFA
> > http://it.yahoo.com/mail_it/foot/?http://lasfida.yahoo.net/