Re: [amibroker] Re: Calculating bars between two arguments

["IVA GmbH" <funnybiz@xxxx>]

Dimitris,

thanks for taking the time.

I understand what you said about z and y. As far as zz and yy goes, they
are giving me a specific low and or high value, right? And thus, why is the
time interval between them "meaningless" (what do you mean by THAT,
please?). The reason to split the forumula in z and zz is just for easier
reading. I could have put everything in one formula as I did below.

I basically tried to determine howe many bars (i.e. time interval) would be
in between thos two conditions. I thought of datenum function but realized
that I could not use them for computation like datenum(yy) - datenum(zz) to
determine the time interval (number of days).

I assume that barssince is as well not an ideal solution since you see for
zz that I want to check when the condition was true for the FIRST time. This
is someting barssince doesnīt provide. It could for instance happen that
z/zz happened AFTER y/yy (looking from retrospective). In this case I want
those signals to be skipped since this case doesnīt apply to the pattern I
try to detect.

I cut and pasted the code below and got and error message (need to define a
filter variable). What is the problem here? I went one step further and put
the conditions for z and zz together like
z=ValueWhen((IIf(Low<Ref(LLV(Low,5), -1),1,0)==1),Low,1) but again got the
same error. I canīt see my mistake! Everything seems to be logic??

What information would you need to judge how to go, Dimitris?

Many thanks!!!!!

Markus

----- Original Message -----
From: "dtsokakis" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 29, 2002 9:17 PM
Subject: [amibroker] Re: Calculating bars between two arguments


Hi Markus,
There is something to be explained here:
z and y are conditions, their value is 0 or 1.
zz and yy are continuous functions with various values.
Perhaps you need the time interval from z to y [or from y to z]. It
has some meaning, because z and y are events.
The time interval between zz and yy is meaningless.
Try the
z=IIf(Low<Ref(LLV(Low,5), -1),1,0);
zz=ValueWhen(z==1,Low,1);
y=IIf (High>Ref(HHV(High,5), -1),1,0);
yy=ValueWhen(y==1,High,1);
Plot(z,"",1,2);Plot(y,"",4,2);
Plot(zz,"",5,1);Plot(yy,"",7,1);
to see what I mean.
Can you be more specific ?
DT
--- In amibroker@xxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> Folks,
>
> would someone help me with this:
>
> I need to calculate how many time periods have been passed since
>
> zz and yy
>
> whereby
>
> z=iif(low<Ref(llv(low,5), -1),1,0)
> zz=valuewhen(z==1,low,1)
>
> and
>
> y=iif (high>Ref(hhv(high,5), -1),1,0)
> yy=valuewhen(y==1,high,1)
>
> ???????????????
>
> I thought of
>
> barssince (y==1) - barssince (zz==1) but that dosnīt return the
desired result.
>
> Thanks a lot!!
>
> Markus





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