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<SPAN
class=115210019-12112003>thanks jitu, that's exactly along the lines I was
thinking. kind of surprising there isn't a simpler way.
<SPAN
class=115210019-12112003>
<SPAN
class=115210019-12112003>one other thing: to make it easier to explain, I used
price alone as the criteria. what I'm really looking for is a price filter and a
liquidity filter. the important difference is that the liquidity measure I want
to use is an MA, like this:
<SPAN
class=115210019-12112003> MA(c * v, 50)
<SPAN
class=115210019-12112003>
<SPAN
class=115210019-12112003>the tricky part seems to be that if a stock's
data begins after the start of the AA range, the first 50 bars of that
expression are always null, because the MA needs to get started. that's true
even if price * volume was always high enough to qualify.
<SPAN
class=115210019-12112003>
<SPAN
class=115210019-12112003>any straight ahead ideas on how to handle
that?
<SPAN
class=115210019-12112003>
<SPAN
class=115210019-12112003>thanks again,
<SPAN
class=115210019-12112003>
<SPAN
class=115210019-12112003>dave
<SPAN
class=115210019-12112003>
<BLOCKQUOTE
>As
far as lowest in the range is concerned, try following -bi =
BarIndex();start = LastValue(ValueWhen(Status("firstbarinrange"),
bi));end = LastValue(ValueWhen(Status("lastbarinrange"), bi));numBars
= end - start;llvNumBars = LLV(L, numBars);llvAtEndOfRange =
LastValue(ValueWhen(Status("lastbarinrange"), llvNumBars));//
Filter = llvAtEndOfRange > 10;Filter = True;AddColumn(L,
"L");AddColumn(llvAtEndOfRange, "llvAtEndOfRange");Jitu---
In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:> say I'd like to find stocks whose price has stayed above $1
within the AA> date range. any ideas how to do that?>
> I thought I'd first find the lowest price within that date range,
but I'm> not sure how. the method needs to handle stocks whose
quotes start after the> beginning of the range, or end before the
end of it, finding them if the> quotes that do exist meet the
criteria.> > I think the following gets you the lowest price
since the start of the test> range, but keeps looking past the end
of the test range to the end of all> quotes:>
LastValue(LowestSince(Status("FirstBarInTest"),
c))> > it seems like there should be a clean and simple way to
do this, but I'm not> seeing it.> > thanks in advance
for any ideas.> > dave
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