[amibroker] Re: finding a stock's lowest price within AA date range

["Andrew" <a.perrin@xxxxxxxxxxxxxxx>]

Dave
with respect to the MA being null for the first 50 bars what about 
something like:
Pd = Cum(IsNull(MA(V,51)))-1;
dollar_volume = MA(C * V, pd);
This results in a 50 period MA when data is available but up to that 
point the longest MA possible.  The 51 period MA is necessary 
because my observations show AB requires 1 extra period of data to 
calculate a MA (ie. will only calculate a 3 period MA on the fourth 
period of data.  Look at the following Explore) 
  
Pd = Cum(IsNull(MA(V,51)))-1;
DolVol = MA(C * V, pd);
Filter = pd <60;
AddColumn(pd,"pd");
AddColumn(dolVol,"dol vol");
AddColumn(MA(C*V,1),"ma 1 pd");
AddColumn(MA(C*V,2),"MA 2 pd");
AddColumn(MA(C*V,50),"MA 50 pd");
AddColumn(C*V,"V");

Hope this helps
Andrew

--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> 
wrote:
> hmmm, good idea fred, simpler.
> 
> so, including dealing with the MA being null for the first 50 bars 
after
> data starts, and spread out for readability, we get something like 
this:
> 
> ----------
> dollar_volume = MA(c * v, 50);
> dollar_volume_ok = IsNull(dollar_volume) or dollar_volume >=
> MinDollarVolume;
> price_ok = c >= MinPrice;
> ok_to_buy = Status("BarInRange") == 0 or (dollar_volume_ok and 
price_ok);
> ----------
> 
> make sense? (haven't tried it; AB's busy...)
> 
> dave
> 
>   -----Original Message-----
>   From: Fred [mailto:fctonetti@x...]
>   Sent: Wednesday, November 12, 2003 1:56 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: finding a stock's lowest price within 
AA date
> range
> 
> 
>   "barinrange" - returns 1 when current bar is within current auto-
>   analysis From-To range
> 
>   --- 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


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/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/