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Anthony,
what is cum(1) for?
Donīt I have to specify in valuewhen on which occurence the statement has to
be true??
The code runs but Iīd like to know WHAT it detects...
Thanks
Markus
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 29, 2002 11:34 PM
Subject: Re: [amibroker] Re: Calculating bars between two arguments
> Does this help:
>
> x=Cum(1);
>
> z=IIf(Low<Ref(LLV(Low,5), -1),1,0);
> zz=ValueWhen(z,x);
>
>
> y=IIf (High>Ref(HHV(High,5), -1),1,0);
> yy=ValueWhen(y,x);
>
> Filter=1;
> AddColumn(ValueWhen(z,DateNum()),"date Z",1);
> AddColumn(ValueWhen(y,DateNum()),"date Y",1);
> AddColumn(abs(zz-yy),"Bars between");
>
> IVA GmbH wrote:
>
> > 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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> >
> >
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