|
PureBytes Links
Trading Reference Links
|
Anthony,
I was away for a couple of days and thus couldnīt answer.
This weird cum(1) functin is still a mystery to me: cum(1) returns "1" right
(0+1), right? whereas cum(2) would return "3", correct(0+1+2)???!!
On the other hand, it is sais in the help section that cum(1) calculates a
mov. average rising one point each day since the beginning of the chart1 How
come? How can the cumulative sum of a CONSTANT rise by one each day?? This
sounds not like being the same!?
I still have sort of a hard time understanding fully what you did. Please be
patient! I found out Iīm not the programmer type of guy!
Besides, do I have to specify that filter=1 in any case if I want all quotes
for all stocks in my database to be examined?? Didnīt I specify that already
by clicking on the "all quotes" and n=1?? I saw this filter=1 in some you
your guysī code in in some not. So????
The rest of the code seems to point to the right direction (wher eI intend
to go).
I still might need your help along the way...
Already many thanks!!!!!
Markus
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, June 30, 2002 12:43 AM
Subject: Re: [amibroker] Re: Calculating bars between two arguments
> Markus,
>
> I am guessing what you want here, but, as you know By default Valuewhen
> () selects the most recent occurrence or ( 1 ), if you want the second
> most recent occurrence then your code should look like the following.
> Notice where I have placed the 2's.
>
> x=Cum(1);
>
> z=IIf(Low<Ref(LLV(Low,5), -1),1,0);
> zz=ValueWhen(z,x,2);
> Low1=ValueWhen(z,Low,2);
>
>
> y=IIf (High>Ref(HHV(High,5), -1),1,0);
> yy=ValueWhen(y,x,2);
> High1=ValueWhen(y,High,2);
>
> Filter=1;
> AddColumn(Low1,"Low");
> AddColumn(ValueWhen(z,DateNum(),2),"date Z",1);
> AddColumn(High1,"high");
> AddColumn(ValueWhen(y,DateNum(),2),"date Y",1);
> AddColumn(abs(zz-yy),"Bars between",1);
>
> Does this help
> Anthony
>
> IVA GmbH wrote:
>
> > 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > > > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > > >
> > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
> > >
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
> >
> >
> > Yahoo! Groups Sponsor
> ADVERTISEMENT
>
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
|