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Markus,
You may look at
http://www.amibroker.com/library/detail.php?id=105
http://www.amibroker.com/library/detail.php?id=166
Automatic trendlines from peak to peak, trough to trough,
intermediate lows between two successive highs etc.
DT
--- In amibroker@xxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> Dimitris,
>
> many thanks! Iīll try to implement all you showed me.
>
> >>>>>>>>>One last thing (for the moment ;-o):
> Can draw the swings from the lows and highs directly in the
> chart instead of a separate indicator?<<<<<<<Yes you can.
>
>
> Could you give me a clue where to look that up??
>
> Markus
>
>
> ----- Original Message -----
> From: "dtsokakis" <TSOKAKIS@xxxx>
> To: <amibroker@xxxx>
> Sent: Thursday, July 04, 2002 8:20 AM
> Subject: [amibroker] Re: Calculating bars between two arguments
>
>
> Markus,
> Nice questions.
> I think you should study AFL. From the beginning.
> It is powerfull enough to give answers even to these questions.
> And many many other you can imagine.
> The other AFL advantage :it is very fast. So, if you change your
mind
> and you want to calculate something else and then something else,
you
> can do it immediately.
> This is my ~ 1 year of experience.
> Dimitris Tsokakis
> --- In amibroker@xxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> > Dimitris,
> >
> > you hit the nail on its head pretty well.
> >
> > That was pretty much what I tried to accomplish. I might take it a
> little
> > further with your assistance later on.
> >
> > A few more questions if you allow:
> >
> > 1./ Why do you say below
> > zy=(BarsSince(y)>BarsSince(z))*(BarsSince(z));//bars from z to y
> > yz=(BarsSince(z)>BarsSince(y))*(BarsSince(y));//bars from y to z
>
> To solve the question without problems and without more explanatory
> lines...
>
> > Isnīt ZY=Barssince (y)- barssince (z)???? Analogue for YZ? Why ">"
> and "<",
>
> You may try with barssince, if you prefer.
> You should know which y and which z, when you use barssince.
>
> > please??
> >
> > 2./ Can draw the swings from the lows and highs directly in the
> chart
> > instead of a separate indicator?
> Yes you can.
>
> >
> > 3./ what code would I have to use when -after having detected z
and
> y- I
> > additionally wanted to check for the lowest low in between?
> See my H&S formula in AFL Library for similar question.
> Well,
> > Lowestsince might work. But if I wanted to detect the next
> > llv>Ref(llv(low,5),-1) before y (letīs call that one point x) and
> then check
> > if Y was the highest high between x and y, lowestsince wouldnīt
> work anymore
> > since it would relate to ALL quotes after sx, correct? Is there
any
> cokkand
> > that checkest for the highest hifh or the lowest low for a desired
> period of
> > time instead of all following bars after a condition is met?
>
> > Appreciate it, Dimitris!!!!
> >
> > Markus
> >
> > ----- Original Message -----
> > From: "dtsokakis" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxx>
> > Sent: Sunday, June 30, 2002 1:10 PM
> > Subject: [amibroker] Re: Calculating bars between two arguments
> >
> >
> > Markus,
> > As I wrote in my previous reply, zz and yy, as defined through
> > Valuewhen function, are continuous Arrays, with values for every
bar
> > and not only for the condition bars. Consequently you can not
define
> > a time interval between yy and zz.
> > You just suppose and you are interested for yy and zz values on
the
> > condition days.
> > So, I will keep your
> > "I basically tried to determine howe many bars (i.e. time
interval)
> > would be
> > in between thos two conditions" to continue.
> > This is the time interval between y and z [or respectively z and
y]
> > and we shall try to express it.
> > The next question is about multiple z or multiple y.
> > Like buy/sell, we usually have a series
> > 00z0zzz00yyy0yy000000zz0zzz0zz0000y.
> > Do we search the interval between the first z till the first y OR
> the
> > interval between the last z till the first y?
> > Let us solve the first z till the first y.
> > a. Begin with the two conditions
> > z=IIf(Low<Ref(LLV(Low,5), -1),1,0);
> > y=IIf (High>Ref(HHV(High,5), -1),1,0);
> > b. Write them without iif statement
> > z=Low<Ref(LLV(Low,5),-1);
> > y=High>Ref(HHV(High,5), -1);
> > It is the exactly the same, z is 1 when cond=true and 0 when
false.
> > c. Remove excessive z or excessive y
> > z=ExRem(z,y);y=ExRem(y,z);
> > Now you may calculate the days from z to y or from y to z.
> > The full code is
> >
> > z=Low<Ref(LLV(Low,5),-1);//the z condition
> > y=High>Ref(HHV(High,5), -1);//the y condition
> > z=ExRem(z,y);y=ExRem(y,z);//remove excessive z or excessive y
> > Plot(20*z,"",1,2);//z condition graph, 20* is for scaling purposes
> > Plot(20*y,"",4,2);//y condition graph
> > zy=(BarsSince(y)>BarsSince(z))*(BarsSince(z));//bars from z to y
> > yz=(BarsSince(z)>BarsSince(y))*(BarsSince(y));//bars from y to z
> > Plot(zy,"",3,1);Plot(yz,"",2,1);
> >
> > The code calculates and plots the days [bars] from z to y and then
> > the bars from y to z and so on.
> > If you need something more, let me know.
> > Dimitris Tsokakis
> >
> > --- In amibroker@xxxx, "IVA GmbH" <funnybiz@xxxx> 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@xxxx>
> > > 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/
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
>
>
>
>
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
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