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<SPAN
class=448505519-11022003>Thomas, thoughts in blue between your
lines....
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: tchan95014
<tchan95014@xxxxxxxxx> [mailto:tchan95014@xxxxxxxxx]Sent:
Tuesday, February 11, 2003 1:25 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] trend identifier, need
help
Hi, all, I am trying to use the
following criteria to determine the market
trend: 1) Market is in UP trend
when: any CLOSE (AFTER the
previous DOWN trend trigger) crosses up (lowest HIGH occurred AFTER previous
DOWN trend trigger * (1 + 10%))<FONT
color=#0000ff face=Arial size=2>
To
find lowest high over "X" number of days you could try LLV(h,x days) of course
this requires that you know how many days since your trigger occurred. to find
this value you might try barssince(trigger) and pass that number to your
LLV
<SPAN
class=448505519-11022003>
<SPAN
class=448505519-11022003>Have fun
<SPAN
class=448505519-11022003>
<SPAN
class=448505519-11022003>jayson
<SPAN
class=448505519-11022003>
<SPAN
class=448505519-11022003>
2) Once in UP trend, we start looking for DOWN trend, which
is: you guessed it, when any
CLOSE (AFTER the previous UP trend trigger) crosses down (highest LOW
occurred AFTER previous UP trend trigger * (1 -
10%)) 3) You stay in UP trend until a DOWN
trend is identified, you stay in DOWN trend until an UP trend is
identified. 4) an indefinite time can pass
AFTER the (lowest HIGH) or (highest LOW) threshold is identified until a
trend is trigged because of this adjustable % (10% here), so that this
threshold can be violated but NO trend changed, or they can be violated
without new trend then another threshold is confirmed and new value to
determine the trend change recalculated.
5) Since this indefinite time duration issue, a fixed look back does not do
it.
It is very easy to identify visually but I
have hard time implementing this, any help is appreciated.
Best without using script, but any
solution is
welcome.
Thanks
ThomasPost
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