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<FONT face=Verdana color=#800000
size=2>Another solution is:
Ind
= RSI(10); // Define your indicator
<FONT face=Verdana color=#800000
size=2>Ind_Buy_Value = iif(Buy,Ind,0);
<FONT face=Verdana color=#800000
size=2><FONT face=Verdana color=#800000
size=2>Ind_Short_Value = iif(Short,Ind,0);
<FONT face=Verdana color=#800000
size=2>
<FONT face=Verdana color=#800000
size=2>It will produce arrays with the value of
the indicator on buy/short bars and 0 elsewhere.
<FONT face=Verdana color=#800000
size=2>You can tabulate it as stated by Steve
using :
<FONT face=Verdana color=#800000
size=2>Filter = Ind_Buy_Value!=0 OR
Ind_Short_Value!=0;
<FONT face=Verdana color=#800000
size=2>
<FONT face=Verdana color=#800000
size=2>Your mail gives me a idea I want to work
on:
<FONT face=Verdana color=#800000
size=2>create a "all-the-time-winning-system"
(something like : buy on troughs and sell on
peaks)
<FONT face=Verdana color=#800000
size=2>record the value of any indicator on the
buy/sell days
<FONT face=Verdana color=#800000
size=2>compute statistics to identify efficient
thresholds
<FONT face=Verdana color=#800000
size=2>A good way to test if old sayingslike
"buy when RSI is lower than 70" have some statistical
soundness.
<FONT face=Verdana color=#800000
size=2>
<FONT face=Verdana color=#800000
size=2>Waz
<FONT face=Tahoma
size=2>-----Original Message-----From: Steve Dugas
[mailto:sjdugas@xxxx]Sent: dimanche 28 avril 2002
23:38To: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Indicator Values at Buys
Hi Ken,
If you set
Filter = BUY or SELL;
and then use AddColumn to add a column for each indicator,
your exploration results will contain one line for each trade signal, which
will contain the value of your indicators on that day. If the actual
trade is delayed, you can set up AddColumn as follows:
AddColumn<FONT
size=2>(Ref( Your Indicator Here, Periods To
Delay), "Header");
Is this what you were looking for?
Steve
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxx
href="">AmiBroker List
Sent: Sunday, April 28, 2002 4:00
PM
Subject: [amibroker] Indicator Values
at Buys
Can someone suggest a method and code to record and/or
display the value ofone or more indicators when EACH Buy and Sell
occurs. This is not anexploration on any one day or number ofdays
in the past. It seems like itis a Buy/Sell system with the
desireability of recording conditions wheneach B/S occurs.
ValueWhen function requires that you specify the nth mostrecent
occurance of a "Condition". How do you record the value over
everyoccurance of the condition?RSICondition =
ValueWhen(BUY,RSI(),??????);In this case RSICondition is a scalar
and not an array, correct?How would I make it an array and find every
occurance??Help!KenYour use of
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