|
PureBytes Links
Trading Reference Links
|
Using the new option of writing functions in AFL, I wrote a simple
function ( see code (1) ) to track high volumes in the last ndays of
an array. This function I execute in inside the "automatic analysis
window" using code (2).
If I want to look for buy signals at some point in the past (e.g.
6/6/2002) I scan for buy signals for all stocks from 6/6/2002 to
6/6/2002. This does not work. It seems to only be able to scan for
buy signals at the last point in the database.
This is due to "BarCount" in my opinion. How should I rewrite code
(1) to be able to scan for signals at some date in the past?
thanks in advance, Ed
code (1)
///////////////////////////////////////////////////////
// Edward Pottasch, July 2003
// high_volume.afl returns a 1 if an area if high volume is found
// volume: volume array
// tdays: number of days over which the average volume is calculated
// ndays: number of days at the end of the vol array over which the
average high vol is calculated
// factor: the factor the average high vol should exceed average vol
function high_volume(volume,tdays,ndays,factor)
{
// initialize first element
outp = 0;
vtot = 0;
vtote = 0;
if (BarCount > tdays) {
// calculate the average volume
for( i = BarCount - tdays; i < BarCount - ndays;
i++ ) {
vtot = vtot + volume[ i ];
}
vtot = vtot / tdays;
//
for( i = BarCount - ndays; i < BarCount; i++ ) {
vtote = vtote + volume[ i ];
}
vtote = vtote / ndays;
if ((vtote / vtot) > factor) {
outp[ BarCount - 1 ] = 1;
}
else {
outp[ BarCount - 1 ] = 0;
}
}
return outp;
}
///////////////////////////////////////////////////////////////////
code (2)
///////////////////////////////////////////////////////////////////
#pragma nocache
#include <high_volume.afl>
Buy = high_volume(Volume,50,1,6);
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Free shipping on all inkjet cartridge & refill kit orders to US & Canada. Low prices up to 80% off. We have your brand: HP, Epson, Lexmark & more.
http://www.c1tracking.com/l.asp?cid=5510
http://us.click.yahoo.com/GHXcIA/n.WGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|