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Jayson,
I overlooked your comment since it was not in
blue!
Lemme think about it.
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, February 17, 2003 4:46
PM
Subject: RE: [amibroker] Can´t detect
proper cum values - TJ please read
<SPAN
class=793204015-17022003>Markus,
<SPAN
class=793204015-17022003>
I do
not know how you calculated firstswing but have you
tried...
<SPAN
class=793204015-17022003>
<FONT face=Arial color=#000000
size=2>Value1=Valuewhen(firstswingtop,cum(1),1)
and
<FONT face=Arial color=#000000
size=2>Value2=Valuewhen(firstswingbottom,cum(1),1)
In
your original cum(1) would be returned for the last time High was equal to
your trigger if this number occurs several times than your cum(1) could be
misrepresented......
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Monday, February 17, 2003 10:05
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Can´t detect proper cum values - TJ please read
TJ,
I´m trying to retrieve the cum values
for the two variable below clled "firstswingtop" and "firstswingbottom". I
sent the complete code so that you understand what those two variable are made
up of.
I figured that the cum values were
this
<FONT face=Arial
color=#000000>Value1=Valuewhen(h==firstswingtop,cum(1),1)
and
<FONT face=Arial
color=#000000>Value2=Valuewhen(l==firstswingbottom,cum(1),1)
but I aly get the last bars cum value. Why
is that since the conditions above can´t apply to this very last
bar????????
I´m really puzzled, since firstswingtop and
firstswingbottom detect the right high and low
values ;-))
Markus
- - - - - - - - - - - - - - - - - - - - - -
- - - - - -
swingsize=5<FONT
face="Courier New" color=#6600aa>;
weeklyrange=(Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1)-<FONT
face="Courier New" color=#0000ff>Ref<FONT face="Courier New"
color=#6600aa>(LLV<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1))*<FONT
face="Courier New" color=#ff00ff>0.1<FONT face="Courier New"
color=#6600aa>;
Thresholddown=Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)-weeklyrange;
Thresholdup=Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,swingsize),-<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)+weeklyrange;
Linechangeup=<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>>Thresholdup;
Linechangedown=<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa><thresholddown;
z=Linechangedown;
y=linechangeup;
firstlinechangedown=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen<FONT face="Courier New"
color=#6600aa>(z,Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1),<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>));
firstlinechangeup=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen<FONT face="Courier New"
color=#6600aa>(y,Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1),<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>));
firstswingtop=Ref<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#0000ff>HHV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>High<FONT face="Courier New"
color=#6600aa>,(firstlinechangedown-firstlinechangeup)+<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),-(<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))-firstlinechangedown));
secondlinechangedown=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen(z
AND<FONT
face="Courier New" color=#6600aa> <FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)<<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(firstlinechangeup),<FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),1<FONT
face="Courier New" color=#6600aa>));
secondlinechangeup=<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#0000ff>ValueWhen(y
AND<FONT
face="Courier New" color=#6600aa> <FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>)<<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(secondlinechangedown),<FONT face="Courier New"
color=#0000ff>Cum(<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),1<FONT
face="Courier New" color=#6600aa>));
firstswingbottom=<FONT face="Courier New"
color=#0000ff>Ref(<FONT
face="Courier New" color=#0000ff>LLV<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Low<FONT face="Courier New"
color=#6600aa>,(firstlinechangeup-secondlinechangedown)+<FONT
face="Courier New" color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>),-(<FONT face="Courier New"
color=#0000ff>LastValue<FONT face="Courier New"
color=#6600aa>(Cum<FONT
face="Courier New" color=#6600aa>(<FONT face="Courier New"
color=#ff00ff>1<FONT face="Courier New"
color=#6600aa>))-firstlinechangeup));<FONT face="Courier New"
color=#6600aa>
Filter<FONT face="Courier New"
color=#6600aa>=firstlinechangedown>firstlinechangeup;<FONT
face="Courier New" color=#0000ff>
AddColumn(<FONT
face="Courier New" color=#0000ff>Cum<FONT face="Courier New"
color=#6600aa>(1<FONT
face="Courier New" color=#6600aa>), <FONT face="Courier New"
color=#ff00ff>"total bars"<FONT face="Courier New"
color=#6600aa>,1.0<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#0000ff>
AddColumn<FONT face="Courier New"
color=#6600aa>(firstswingtop,"1.
swing top",<FONT
face="Courier New" color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);
AddColumn<FONT face="Courier New"
color=#6600aa>(firstswingbottom,<FONT face="Courier New"
color=#ff00ff>"1. swing bottom"<FONT face="Courier New"
color=#6600aa>,1.2<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#6600aa>
AddColumn(<FONT
face="Courier New" color=#0000ff>MA<FONT face="Courier New"
color=#6600aa>(<FONT face="Courier New"
color=#000000>Volume<FONT face="Courier New"
color=#6600aa>,50<FONT
face="Courier New" color=#6600aa>),<FONT face="Courier New"
color=#ff00ff>"50DMA Vol."<FONT face="Courier New"
color=#6600aa>,1.2<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#0000ff>
AddColumn(<FONT
face="Courier New" color=#000000>Close<FONT face="Courier New"
color=#6600aa>, "last
close",<FONT
face="Courier New" color=#ff00ff>1.2<FONT face="Courier New"
color=#6600aa>);Post
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