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Eugene: take advantage of Boolean logic (in which a condition, when
true, equals 1, and when false, equals zero).
SumPosROCs=C>Ref(C,-16) + C>Ref(C,-17) + C>Ref(C,-18);
Taking these three lookbacks (you expand to what you want), SumPosROCs
will be equal to 3 if all three conditions are true, 2 if only 2 are
true, etc.
Since you said you wanted to assign -1 if the ROC was less, then you
could write
SumROC=C>Ref(C,-16) - C<Ref(,-16) + etc.....
Here you will get +1 if the ROC is positive and -1 if the ROC is
negative (for the first two terms only of course).
Hope this helps.
Ken
-----Original Message-----
From: Eugene [mailto:johngalt1234@xxxxxxxxx]
Sent: Monday, April 21, 2003 12:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Is there an easier way?
I am working with a mutual fund and am trying the following:
iif(close>ref(c,-16),1,iif(c=ref(c,-16),0,-1))
am comparing the close today to the close 16 days earlier and
assigning a +1 if it is greater, 0 if it is equal and -1 if it is lower.
I want to compare todays price with the price 16,17,18,19 and 20 days
earlier. and repeat the same with prices for the preceeding 5 days.
and sum all the values obtained.
Not being a programmer, I see that I have to write a lot of lines. Is
there a simpler way?
TIA
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