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Ken i solved the problem i mentioned in my previous mail.
The high in the fake ticker inccrements by a count of 1 for each
day.
you can reference the value of the high in the fake ticker using
foreign.
when a buy condition of the normal ticker is true, i can use a
formula that notes the value of the high on the fake ticker.
If i want to exit 50 days(calender days)later then its simply when
buy condition is true, then value of fake tickers high + x amount of
extra days i want to exit.
when fake tickers high value is equal or > than the above it will
trigger a sell.
in an exploration the value will jump from e.g. if it was friday
and the value was 101, the next bar will have a value of 104 as it
has counted the weekend.
If you want the fake ticker posted, reply to this thread.
You wont need to update the ticker either as its dates go to 2010.
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx>
wrote:
> Bob i created a fake ticker in excel which spans about 50 years,
> It contains the correct dates including weekends,
> but trying to count the days, including the weekends does not work
> in ami.
> I reference the fake ticker to count days using the foreign
> function when a buy condition was true ( the buy cond is used on a
> normal ticker).
>
> even though the fake ticker includes weekends, I assumed using
cum
> on this fake ticker when the buy cond on a normal ticker was true,
> would increment the count from
> e.g. if the cum value was 5 on a friday then i thought the cum
value
> would be 8 on a monday.
>
> It seems to count the same as the actual ticker i am using the
buy
> cond on.
>
> Do you know of any way to count the days on a ticker with weekend
> data, as i could email you the fake ticker in which the dates range
> from 1960 to 2010
>
>
> Peter,(not the same peter below).
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxxx> wrote:
> > Therre was an unclosed paren, Peter.
> > ----
> > function HermeticJulian( d, m, y )
> > {
> > result = ( 1461 * ( y + 4800 + ( m - 14 ) / 12 ) ) / 4 +( 367
> *
> > ( m - 2 - 12 *( ( m - 14 ) / 12 ) ) ) / 12 -( 3 * ( ( y + 4900 +
(
> m -
> > 14 ) / 12 ) / 100 ) ) / 4 + d - 32075;
> >
> > return result;
> > }
> > function ScienceworldJulian( d, m, y )
> > {
> > result = 367 * y - int(7 * (y + int((m + 9) / 12)) / 4)
> > + int(275* m / 9) + d + 1721013.5;
> >
> > return result;
> > }
> > ---
> > The two return different results and neither gives the correct
> dayofweek(), which is needed in order to calculate ApplyStop.
> > The correct dayofweek() is given by -32076 and +1721015,
> respectively.
> >
> > Bob
> >
> > -----Original Message-----
> > From: bluesinvestor [mailto:investor@x...]
> > Sent: Wednesday, April 30, 2003 7:27 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] Calendar Dates vs Trading Dates a la
4.34
> BETA
> >
> >
> > Using the new function ability of Amibroker I have tried the
> following:
> >
> > function HermeticJulian( d, m, y )
> > {
> > result = ( 1461 * ( y + 4800 + ( m - 14 ) / 12 ) ) / 4 +( 367
> *
> > ( m - 2 - 12 *( ( m - 14 ) / 12 ) ) ) / 12 -( 3 * ( ( y + 4900 +
(
> m -
> > 14 ) / 12 ) / 100 ) ) / 4 + d - 32075;
> >
> > return result;
> > }
> >
> > /*function ScienceworldJulian( d, m, y )
> > {
> > result = 367 * y - int(7 * (y + int((m + 9) / 12)) / 4 + int
> (275
> > * m / 9) + d + 1721013.5;
> >
> > return result;
> > }*/
> >
> > Filter=C>0;
> > AddColumn(HermeticJulian(Day(),Month(),Year()),"Hermetic");
> > //AddColumn(ScienceWorldJulian(Day(),Month(),Year
> ()),"ScienceWorld");
> >
> > While I was able to get the first formula to work, the second
> returned
> > an error (although I am not sure why).
> >
> > Regards,
> > Peter
> >
> > -----Original Message-----
> > From: Bob Jagow [mailto:bjagow@x...]
> > Sent: Saturday, April 26, 2003 3:28 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] Calendar Dates vs Trading Dates
> >
> > I only promised to teach you to fish, Ken 8>)
> >
> > Forgetting leapyears, the 30 days has Sept... lookup code would be
> > ----
> > DaysInMonth = dim = IIf(Month()==2,28,IIf((Month()==4 OR Month()
==6
> OR
> > Month()==9 OR Month()==11),30,31));
> > ----
> > Given the buy datenum , add the hold period and calculate the sell
> > datenum using dim.
> > ie, if holdP = 30 and bDate = 1030329; sDate = bDate + holdP =
> 1030359 =
> > 103459 +100 -59 +59%dim = 1030528;
> >
> > But I'm not sure that datenum() is what you really want. I'd
prefer
> > ApplyStop(3,1,tradingDays), which would involve subtracting Sat
> > and Sun.
> >
> > Comes back, therefore, to Julian Day because jd%7 is dayofweek()
> and you
> > could calc TradingDays by
> > ---
> > td = holdp;
> > for ( i = jd; i < jd+holdP; i++)
> > {
> > m = i%7;
> > if (m == 0 OR m == 6) td--;
> > }
> >
> > Googling julian days gave lots of hits:
> > ---
> > http://www.hermetic.ch/cal_stud/jdn.htm
> > The Julian day (jd) is computed from Gregorian day, month and
year
> (d,
> > m, y) as follows:
> > jd = ( 1461 * ( y + 4800 + ( m - 14 ) / 12 ) ) / 4 +( 367 * ( m -
> 2 - 12
> > *( ( m - 14 ) / 12 ) ) ) / 12
> > -( 3 * ( ( y + 4900 + ( m - 14 ) / 12 ) / 100 ) ) / 4 + d - 32075;
> >
> > or
> >
> > http://scienceworld.wolfram.com/astronomy/JulianDate.html
> > JD = 367*y - Int(7*(y + int((m+9)/12))/4 + int(275*m/9) +d
> +1721013.5
> >
> > ---
> > Haven't tried either; would recommend that you check which ever
you
> > choose against one of the web jd calculators.
> >
> > Bob
> >
> >
> >
> >
> > -----Original Message-----
> > From: Ken Close [mailto:closeks@x...]
> > Sent: Tuesday, April 29, 2003 4:26 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] Calendar Dates vs Trading Dates
> >
> >
> > Thanks Bob. I hope I get something more specific. I imagine there
is
> > some manipulation of the DateNum() function but I have not been
> able to
> > figure it out.
> >
> > Ken
> >
> > -----Original Message-----
> > From: Bob Jagow [mailto:bjagow@x...]
> > Sent: Tuesday, April 29, 2003 4:34 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] Calendar Dates vs Trading Dates
> >
> > I don't believe AB has a clue re calendar vs. trading days; you
> need the
> > difference in Julian days.
> > If you don't want to use a JDay dll and only need to know, for
> example,
> > when the .75% Fido commission expires, consider a 30 days
> > has Sept.... lookup.
> >
> > Bob
> >
> > -----Original Message-----
> > From: Ken Close [mailto:closeks@x...]
> > Sent: Tuesday, April 29, 2003 1:10 PM
> > To: AmiBroker List
> > Subject: [amibroker] Calendar Dates vs Trading Dates
> >
> >
> > Help....I want to count the number of calendar days since a buy or
> > short...
> >
> > I have read msg # 16104 about creating a For loop inside a
Jscript,
> but
> > frankly can not understand what it is advising.
> >
> > Can someone show me a simple way to determine the number of
calendar
> > days that have elapsed? Maybe the new For loop can help?
> >
> > I want to code in a "close trade" flag if there are more than x
> number
> > of calendar days since the trade was initiated. Because of other
> > aspects of the code, I do not want to (can not) use the dll time
> stop
> > that is in the files area.
> >
> > Any help would really be appreciated.
> >
> > Ken
> >
> >
> >
> >
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