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Jayson,
I donīt want to get the cum values for z and y.
They are cum values in themselves.
Plus, I donīt want the # of bars which make up the
distance between z and y. Rather, I want the cum value (i.e. bar number) when
the swing top, labeled firstswingtop, and the swing bottom, firstswingbottom,
occur.
Take for instance the chart of Comp-I.
There, firstwingtop (NOTE I changed the swingsize
to 18 for better visibility) has a value of 1,467.35 and
the firstswingbottom has a value of 1,327.19. And itīs THEIR cum value that I
want not the ones of firstlinechangedown and firstlinechangeup.
Firstlinechangeup and firstlinechangedown are some
sort of "assisting variables" which I need to determine first since a swing top
is located in between.
Take for instance the firstswingtop: it is the
highest high between firstlinechangeup and firstlinechangedown, provided that
firstlinechangedown comes first (seen from the end of the chart).
Firstswingbottom is the lowest low between
firstlinechangeup and SECONDlinechangedown. As you can see,
firstswingbottom happens AFTER firstswingtop (again seen from the end of the
chart). So it must have a lower cum value than firstswingtop.
As you can see, the tops and the bottoms occur
alternately. The fact that firstswingtop occurs before firstswingbottom has to
do with the fact that I required in my filter that firstlinechangedown must
occur before firstlinechangeup.
Had it required the other way around, then
firstswingbottom had occured before firstswingtop.
Do you now see which cum values Iīm after? My
cum values might differ from yours since the first day loaded in the chart
is 11/02/84.
Please ask back if I havenīt made myself clear
enough!
Incidentally, I copied a post from me and TJīs
reply from a while ago regarding the lastvalue issue if youīre
interested.
Appreciate your help
Markus
- - - - - - -
Markus,
I have pointed you and other people tens of times to
<A
href="">http://www.amibroker.com/newsletter/09-2001.html<A
href="">
where in "Understanding AmiBroker Formula Language"
article it is explained
that (almost) AFL all functions operate on arrays and
return array.
Array always contains multiple values - one for every bar of
your data.
ValueWhen function is NO exception here.
Otherwise it would not work at all. Consider
this:
ValueWhen( DayOfWeek() == 5, Close );
If this would give you only ONE value it would not allow you
to do anything useful,
but since it gives you array - it allows you to plot Weekly
(Friday) close:
graph0 = ValueWhen( DayOfWeek() == 5, Close );
Best
regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
IVA GmbH
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, November 26, 2002 12:02
PM
Subject: Re: [amibroker] TJ, your kind
offer - Thanks!
TJ,
many thanks for getting back on this admittedly
"weird" piece of work>g>.
Iīve found out why my code didnīt work and wanted
to share this with you and the rest of the bb members:
I mistakenly supposed that
Valuewhen(cond1,cum(),1) would give me a single output (though this would
seem logical) which I could then continue to use.
As you know, I used the output above to compare
it with the cum() value of another condition to determine which one happened
first or thereafter by using:
Valuewhen(cond2 and
cum<Valuewhen(cond1,cum(),1) ,cum(),1)
This gave me no output (column in Exploration
remained blank)! Just when I used
Valuewhen(cond2 and cum<<FONT
color=#ff0000>LASTVALUE(Valuewhen(cond1,cum(),1))
I could use it further.
I donīt understand it, īcause Valuewhen(...)
gives you a single output to which AFL "should"<g> be able to compare
further conditions.
Just wanted to bring this to your attention -
itīs cost me weeks to find this out by coincidence!
But Iīve enjoyed all your kind contributions and
assisting comments and continue to learn from the helping hands of this
forum!
Have a great day!
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, March 08, 2003 9:55
PM
Subject: RE: [amibroker] Canīt find the
cum value!!!!!!!!!!!!
<SPAN
class=496454320-08032003>Markus,
I am
not sure I understand. If you want the cum(1) value when a variable was True
then your first example should do it.
<SPAN
class=496454320-08032003>
<FONT
size=2>Example: <FONT
size=2>
AddColumn(<FONT
color=#0000ff>ValueWhen(z,<FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1),<FONT
color=#ff00ff>1)<FONT
color=#282828>,"barcount At Z"<FONT
color=#282828>);<FONT
color=#0000ff>
AddColumn(<FONT
color=#0000ff>ValueWhen(y,<FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1),<FONT
color=#ff00ff>1),<FONT
color=#ff00ff>"barcount at Y");<FONT
color=#0000ff>
AddColumn(<FONT
color=#0000ff>ValueWhen(<FONT
color=#282828>z,<FONT
color=#0000ff>Cum(<FONT
color=#ff00ff>1),<FONT
color=#ff00ff>1)<FONT
color=#282828>-ValueWhen<FONT
color=#282828>(y<FONT
color=#282828>,Cum<FONT
color=#282828>(1<FONT
color=#282828>),1<FONT
color=#282828>),"Bars in Swing"<FONT
color=#282828>);
I
may be wrong but I wonder why you are using lastvalue for firstlinechangeup
and down. Would'nt you want simply the bar count as it
occurs?
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Saturday, March 08, 2003 1:14
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Canīt find the cum value!!!!!!!!!!!!
Jayson, Anthony and others,
I recently posted a question that I couldnīt find
a cum value for a high (or low) value I found with my code
(attached).
This question is posing a problem I canīt resolve
on my own.
If anybody has an idea, please feel free to step
in!
The code comes below. It pinpoints the high ad
low values correctly. I now need their cum values.
I tried for instance
Valuewhen(high=firstswingtop,
cum(1),1) or
Iif (cum(1)>firstlinechangeup and
cum(1)<firstlinechangedown and
high=hhv(high,firstlinechangeup-firstlinechangedown),cum(1),0)
but neither works.
Thanks for your help!
Markus
- - - - - - - - -
swingsize=5<FONT
face="Courier New" color=#6600aa>;// could be any value of your choice
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=#000000>AND<FONT face="Courier New"
color=#6600aa> 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>20000<FONT face="Courier New"
color=#6600aa>;<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>(firstlinechangeup,<FONT face="Courier New"
color=#ff00ff>"1dlcup"<FONT face="Courier New"
color=#6600aa>,1.1<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#0000ff>
AddColumn<FONT face="Courier New"
color=#6600aa>(firstlinechangedown,<FONT face="Courier New"
color=#ff00ff>"1dlcdown"<FONT face="Courier New"
color=#6600aa>,1.1<FONT
face="Courier New" color=#6600aa>);<FONT face="Courier New"
color=#0000ff>
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>);Send BUG
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