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--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> thanks for looking; replies below.
>
> > a. You consider absolute threshold values. It is almost useless,
you
> > should take percentage.
> > A threshold = 10 would give hundreds of signals for NDX values and
> > rare signals for CSCO or no signal for a stock below 10$. NDX
would
> > need a threshold=100, which would never give any signal for MSFT.
>
> I think you're assuming that the input to this function is a stock
price. I
> was thinking it would be an indicator, something like MAM, RSI,
RSIStoch,
> CCI, MTI etc.. you're still correct that with some indicators, a
percentage
> change would make more sense, but some are more like linear. for
instance,
> you'd want to look for 10 unit changes in CCI, not a 10% change.
>
>
> > b. In your
> >
> > tracking = 0; // last peak we're comparing to
> > action = 0; // last action taken; +1 = up, -1 = down
> > > result[0] = 0;
> > > for(i = 1; i < BarCount; i++)
> > > {
> > > result[i] = 0; // default output for this bar if no
> > move
> > > if(action != 1) // looking for a rise
> >
> > you begin, in the second line, define action=0.
> > Then, without any other "action" reference, you ask
> > if(action != 1)
> > But, of course "action" is still =0 from the 2nd line and is not
> > equal to 1.
>
> notice the 'for' loop, which iterates for every bar. action gets set
> initially at the top of the function, outside the loop, meaning
that no
> action has taken place yet. then the loop goes through each bar,
possibly
> setting an action value if a threshold has been hit. the test
you're talking
> about is inside the loop, reacting to the last action set: if we
last did an
> up move, we're looking for a down move next; if we last went down,
we're
> looking for an up.
>
> make sense? try running it with MAM as an input, for instance.
>
>
> > From your description :"...single bar that's at least the
threshold
> > amount greater than the minimum value seen...", if we agree to
> > change the "amount" with "percentage", I have a solution, posted
long
> > time ago, the "realistic peak condition" and, instead of
searching, I
> > may repost it.
> > I can detect the point which is 3% lower than the last "visible"
> > peak. If it is what you search, please let me know and I will
revert.
> > Dimitris Tsokakis
>
> I'd say that both percentage and simple level conditions would be
valuable,
> so yes, please, point me at your realistic peak function.
>
> I'm still surprised that it seems difficult to build these kinds of
things
> in AFL.
Your requirement was not a difficult one, perhaps there was a
misunderstanding for the specific conditions you were trying to
implement. As you have already seen, the force of habit made think
more complicated solutions. From my experience, peaks should be
significant, not just peaks.
Anyway, I hope it is clear now.
Dimitris Tsokakis
I think my code does work, but I expected a simpler, array function
> version to have appeared by now.
>
> btw, that's not a criticism of you or anyone else here. every
language has
> things you can express really easily and quickly and ones you
can't. I guess
> this is one of those not-so-easy combinations.
>
> thanks again, keep in touch,
>
> dave
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