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thanks for your reply, hairy_mug
in your formula you put the variable yourLastDateNum. This I should
get somewhere from the date-range I define in the Automatic Analysis
window. I would not know how to get it.
regrads, Ed
--- In amibroker@xxxxxxxxxxxxxxx, "hairy_mug" <WSCHWARZ@xxxx> wrote:
> Ed,
>
> I think instead of "barcount" you might try:
>
> lastBar= lastvalue(valuewhen(datenum()==yourLastDateNum,barindex());
>
> which will return the barnumber at the "yourLastDateNum" point.
>
> Walt
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <empottasch@xxxx>
wrote:
> > 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);
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