RE: [amibroker] Help needed - 20 period low

["William Peters" <williampeters@xxxxxxxxxxxx>]

KK,

Ok, here's my stab at it. This is probably NOT the most efficient method, i've also added some comments to help with readability.

/*Cond1 - The Low of today is lower than the Lowest Low of the previous 20 days. (A new low)*/
Cond1 = L < Ref(LLV(L,20),-1);

/*Cond2 - The Lowest Low of the 4 days from yesterday is greater than the Lowest Low of the previous 16 days. */
Cond2 = Ref( LLV( L, 4 ), -1) > Ref( LLV( L, 16 ), -5 );


Filter = Cond1 AND Cond2;
AddColumn(Ref( LLV( L, 4 ), -1),"4DayLow",1.2);
AddColumn(Ref( LLV( L, 16 ), -5 ),"16DayLow",1.2);


Regards,
William Peters
www.amitools.com



-----Original Message-----
From: kk12338 [mailto:kk2628@xxxxxxxxxxxxxxxx]
Sent: September 2, 2003 3:06 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help needed - 20 period low


Hi,

A setup I want to translate into AFL is :
1. Today is a new 20-peiod low, and
2. Previous 20-period low is at least 4 periods ago

I've written as follow but seems something is wrong,no signal was 
seen.

lowsetup=L<ref(LLV(L,20),-1) and barssince(L<ref(LLV(L,20),-2))>3;

Any help appreciated.

Thanks
KK



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