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RE: [amibroker] Calculating statistical occurrences



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Is there a way to restrict the range, UM?
That is, n = 1 outputs a summary of all the signals for all quotations
[per the Database setting '# of bars to load'] irrespective of
conditions such as
Filter = DateNum() > 10301;

TIA,
Bob

-----Original Message-----
From: uenal.mutlu@xxxxxxxxxxx [mailto:uenal.mutlu@xxxxxxxxxxx]
Sent: Thursday, April 10, 2003 10:20 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Calculating statistical occurrences


Hi, try this:

- paste the AFL code below into the Automatic Analysis window
- select your stock (fe. DROOY)
- select "Apply to current stock"
- select "Range: all quotiations"
- click Explore
- doubleclick on one of the result lines

This will mark these days where the condition was met
with a green or red arrow on the main chart (but only if doubleclicked)
and in the table a counter will be given....
UM

/***** code starts here *****/
Diff    = 0.20;    // set your own value

CountL  = 0;
CountH  = 0;

prevC   = Ref(C, -1);
FilterL = L <= (prevC - Diff);
FilterH = H >= (prevC + Diff);

CountL = CountL + FilterL;
CountH = CountH + FilterH;

Buy  = FilterL;
Sell = FilterH;
Filter = Buy or Sell;

AddColumn(cum(CountL),  "LCounter", 1.0);
AddColumn(cum(CountH),  "HCounter", 1.0);
AddColumn(cum(CountL) + cum(CountH),  "Sum", 1.0);
/***** code ends here *****/


----- Original Message -----
From: "epintoem" <epintoem@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 10, 2003 5:28 PM
Subject: [amibroker] Calculating statistical occurrences


> How would I go about Calculating the number of times a certain event
> happens with regard to a security.
>
> the problem in this case is as follows:
>
> In a security...I would like to determine how many times in its
> lifetime dit the next days high or low come to within say 20 cents of
> the previous days close. and mark that position on the chart.
>
> TIA






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