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Hello Jayson,
youīre great post has made many problems associated
with my code crystal clear to me.
I never thought of scrutinizing visually my code, Í
was rather concerned of the numbers being retuned were right.
Your suggestions were just great and may have put
me on the right track. But it seems logical to do with firstswingtop/~bottom
what you did with firstlinechangeup/~down.
There is one final BUT on which
Iīd like to ask for your advice:
Though by forgetting about the "lastvalue"
condition seems to elimate the unwanted instances of bars in the newly created
indicators firstlinechangeup/firstlinechangesdown, it SCREWS UP the results in
exploration mode:
Eliminating the lastvalue command returns different
results than leaving it there. If swingsize=5 the results are the same, but
changing it to 18 retunrs differing results (from leaving lastvalue
function).
Could it be that I have to leave it while being in
exploration mode (i.e. caclulating the points) whereas elimating lastvalue when
being in plotting mode (.i.e. drawing the points)?????
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, March 09, 2003 6:20
AM
Subject: RE: [amibroker] Canīt find the
cum value!!!!!!!!!!!!
<SPAN
class=814511101-09032003>Markus,
<SPAN
class=814511101-09032003>Firstswingtop (and bot) calculates a value. A value
that occurs on every single bar. What you need is binary, something
that is either 0 or one, True or False. In other words something that does not
return a value for every single bar on the chart. <FONT
face=Arial color=#0000ff size=2>Add a plot to
your code to see what I mean....
<FONT
color=#0000ff>
Plot(<FONT
color=#000000>Close<FONT
face=Arial>,""<FONT
color=#282828>,<FONT
color=#000000>colorGreen<FONT
face=Arial>,<FONT
color=#000000>styleCandle<FONT face=Arial
color=#282828 size=2>);<FONT
face=Arial>
Plot(firstswingtop,<FONT
color=#ff00ff>"Swing",<FONT
color=#ff00ff>5,<FONT
color=#ff00ff>2);
finding the cum
value is of no use to you on these variables.
<SPAN
class=814511101-09032003><FONT
face=Arial color=#0000ff size=2><SPAN
class=814511101-09032003>Example;
<SPAN
class=814511101-09032003>
<SPAN
class=814511101-09032003>x=c>ref(c,-1) and
c>ref(c,-2);
This
statement is either true or false. Valuewhen(x,cum(1),1) will tell
you on what bar X was true.
<SPAN
class=814511101-09032003>
x=
c+1;
This
is a value. Each bar will return a value of close plus 1.
<SPAN
class=814511101-09032003>
On
your chart you have a red line connecting your swing highs and lows. you
could, for example, find the turning point of that
line....
<SPAN
class=814511101-09032003>
<SPAN
class=814511101-09032003>x=your line
<SPAN
class=814511101-09032003>swingtop=ref(x,-2)<ref(x,-1) And
x<ref(x,-1);
<SPAN
class=814511101-09032003>
here
we see the pivot point. So Valuewhen(swingtop,cum(1),1) would identify the
first bar after the turn.
<SPAN
class=814511101-09032003>
<SPAN
class=814511101-09032003>Firstlinechangeup may offer you some info but not
with lastvalue attached. Plot it as you currently have it
coded.
<SPAN
class=814511101-09032003>
<SPAN
class=814511101-09032003>plot(firstlinechangup,4,2);
<SPAN
class=814511101-09032003>
You
see a line on every bar that is the same value (the last value!!). Now remove
the lastvalue part for the variable and plot again.
note
the stair step effect. Now lets plot just the point where the stair
changes.......
<SPAN
class=814511101-09032003>
<FONT
face=Arial>
Plot(firstlinechangeup<FONT
color=#282828>>Ref<FONT
color=#282828>(firstlinechangeup,-1<FONT
color=#282828>),<FONT
color=#ff00ff>"Swing",<FONT
color=#ff00ff>5,<FONT
color=#ff00ff>2|<FONT
color=#000000>styleOwnScale<FONT
color=#282828>);
Now we have a value
that is either 0 or 1. When it is one we have a bar. This bar can be checked
for it's cum(1) value. The same is true for firstlinecharngedown....
This variable may not be what you want but the concept should take you in the
right direction.
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Saturday, March 08, 2003 7:19
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Canīt find the cum value!!!!!!!!!!!!
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!!!!!!!!!!!!
<FONT face=Arial
size=2>
<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
face=Arial>Example: <FONT
color=#0000ff>
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=(<FONT face="Courier New"
color=#0000ff>Ref(<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=<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>,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,<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>));
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,<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>));
firstswingtop=<FONT face="Courier New"
color=#0000ff>Ref(<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,<FONT face="Courier New"
color=#ff00ff>"1. swing top"<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=#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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