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The initial subject was about the variable percentage for peak
function. You describe another procedure.
No matter if the code is easier or not, waiting for the next two
peaks would look into the future for a long period. In any Peak code
we should stay as closer to the real peak as possible.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:
> Instead of assigning a variable percentage to identify peaks,
wouldnt
> it be easier to say a high greater than the two preceeding and two
> following highs as determining a peak?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx>
> wrote:
> > is an interesting AFL question. Since Peak() built-in function
does
> not accept variable percentage,
> > we can take the analytic road and see the fixed and variable
> percentage effect.
> > An example curve MA(RSIA(MACD(),5),25), [the black bold line], a
> fixed initial percentage 20%,
> > the respective peak recognition yellow line, a variable percentage
> from 20% to 60% and the respective
> > red line and the result : The variable percentage line skips minor
> peaks P11, P111 and goes from P1
> > directly to P2. The explanation : P1 is ~68, P11 is ~54, less then
> P1-20%P1 and it is a peak for the
> > fixed percentage. But, near P11, the variable percentage is ~45
and
> P11 should be less than 40 to
> > be recognised as a peak again.
> > Play with the IB code
> >
> > F=MA(RSIA(MACD(),5),25);Plot(F,"",1,8);// EXAMPLE CURVE
> >
> > R=20;// THE FIXED PERCENTAGE
> > COEFP=1-R/100;
> > COND1=Ref(Ref(F,-1)==HHV(F,3),1);
> > PeakVALUE=ValueWhen(COND1,F);
> > COND11=PeakVALUE<COEFP*Ref(PeakVALUE,-1) OR PeakVALUE>Ref
(PeakVALUE,-1);
> > PeakVALUE1=ValueWhen(COND11,F);
> > Plot(PeakVALUE1,"",7,8);// FIXED % PEAK LINE
> >
> > R=R+Cum(1)%40;Plot(R,"",9,1);// THE VARIABLE PERCENTAGE
> > COEFP=1-R/100;
> > COND1=Ref(Ref(F,-1)==HHV(F,3),1);
> > PeakVALUE=ValueWhen(COND1,F);
> > COND11=PeakVALUE<COEFP*Ref(PeakVALUE,-1) OR PeakVALUE>Ref
(PeakVALUE,-1);
> > PeakVALUE1=ValueWhen(COND11,F);
> > Plot(1.02*PeakVALUE1,"",4,8);// VARIABLE % PEAK LINE
> >
> > Dimitris Tsokakis
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