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RE: [amibroker] Indicator Values at Buys



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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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