[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: calculating trend line values so as to backtest - AFL help needed



PureBytes Links

Trading Reference Links

condP=Ref(H,-1)>=Ref(H,-2) AND Ref(H,-1)>H AND Ref(H,-1)>Ref(C,-3);
that is the most recent peak condition
the next peak is the defined as
condp1= condp and H>most recent peak

Then I need the days between the peaks
also the number of days since the most recent peak.



In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> I will try to understand some details:
> a.
> pcond= mycondition
> If pcond is a condition, it will be either 1 or 0. what do you mean 
> by "most recent value of pcond"
> b.
> "the values of the peaks " are ValueWhen( pR, s11), where 
> pR = PeakBars( s11, per ) == 0; and are already known
> c.
> The "bars between them" is barssince(pR).
> It would be better to ask your specific question, if it doesn´t 
> bother you.
> Dimitris Tsokakis
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:
> > Thanks to Dimitris I have the code that automatically draws trend 
> > lines but I cannot use that to backtest primarily because it uses 
> the 
> > last value function or something to that effect.
> > 
> > Is there a workaround?
> > 
> > Here is what I am looking for 
> > 
> > pcond= mycondition
> > pcond1= pcond and H>most recent value of pcond
> > 
> > Using the formula for trend lines I can calculate the value of 
the 
> > line today.
> > However, I dont know how to find the values of the peaks and also 
> the 
> > bars between them. any help would be much appreciated
> > 
> > TIA


------------------------ Yahoo! Groups Sponsor ---------------------~-->
ReplayTV: Control live television
Special Sale: 50% off ReplayTV
CNet Ranked #1 over Tivo!
http://us.click.yahoo.com/I93ZAD/A6qGAA/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/