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[amibroker] Re: RSI -Last 5 highest values of the last 200 bars.



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Thanks for your help. That's exactly what I wanted!

--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> wrote:
> You may see both top10 and bottom10 in the same graph.
> 
> // Highest 10/Lowest 10 from 200
> R=RSI();
> X0=RSI();Y0=RSI();
> L1=LastValue(Cum(1));
> N=200;// the lookback period
> TOP=10;// the topX calibration
> for(K=1;K<=TOP;K++)
> {
> X1=LastValue(HHV(X0,n));
> BAR1=LastValue((ValueWhen(X0==X1,Cum(1)-1)));
> X0[BAR1]=-10;
> Y1=LastValue(LLV(Y0,n));
> BAR2=LastValue((ValueWhen(Y0==Y1,Cum(1)-1)));
> Y0[BAR2]=110;
> }
> COLOR=IIf(X0==-10,colorRed,IIf
(Y0==110,colorBrightGreen,colorBlack));
> Plot(IIf(Cum(1)>L1-N,R,-1E10),"RSI",COLOR,2);
> 
> For easier reading select Scaling : Custom min=0, max=100
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "run_for_your_life2003" 
> <run_for_your_life2003@xxxx> wrote:
> > I read this on the message board but what do I add to the AFL 
code 
> > that it also looks at the lowest low 5 values  of the 200 bars.
> > 
> > Could anyone tell me what to add so it looks at the lowest 5 RSI 
> > values  together with the last 5 highest values of the 200 bars.?
> > I'm be using the 50% mark as the zero mark of the RSI.
> > 
> > Comments with AFL code:
> > /*
> > 
> > Since we paint the top 10 points Outside the loop execution, we 
> know 
> > all the rest details, when it happened, the respected value, 
> Outside 
> > the loop, 
> > consequently the result is ready for any further use.
> > The trick was to find the Highest value, find the bar it happens 
> AND 
> > then, in the very next step, make this value negative [-10 in 
the 
> > example]. 
> > The next cycle of the loop will search for the 2nd Highest value 
> etc.
> > for other indicators, replace -10 with another, enough negative 
> > value, lower than the usual indicator values, to ensure that you 
> > will excude this
> > bar from the next cycle of the loop. if you do NOT know the 
> negative 
> > values, a Lowest(Indicator)-1 is enough.
> > */
> > 
> > // Top 5 from 200
> > R=RSI();
> > L0=RSI();
> > L1=LastValue(Cum(1));
> > N=200;// the lookback period
> > TOP=5;// the topX calibration
> > for(K=1;K<=TOP;K++)
> > {
> > H1=LastValue(HHV(L0,n));
> > BAR1=LastValue((ValueWhen(L0==H1,Cum(1)-1)));
> > L0[BAR1]=-10;
> > }
> > Plot(IIf(Cum(1)>L1-N,R,-1E10),"",IIf(L0==-
> 10,colorRed,colorBlack),2);
> > 
> >  Title = Name()+"   "+FullName()+
> > "  RSI Count=200  Last 5 High = Red (Sell Zone)";


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