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Thanks Graham.
FWIW, here's some code to give varialbe strength pivot high/low values and how many bars ago it happened. Thanks to Andrew, I'm lumping all these functions into one afl and brining it in via #include. That's a big step for a non-programmer like myself. You all should be proud : )
Regards,
Gary
//================================= PivotHigh(LeftStr, RightStr) ====================================
/*
Returns High value of pivot
*/
function PivotHigh(LeftStr, RightStr)
{
//Find turning points
top = H == HHV(H,LeftStr+1) AND H == Ref(HHV(H,RightStr+1), RightStr);
topH = ValueWhen(top,H);
return topH;
}
//================================= PivotHighBar(LeftStr, RightStr) ====================================
/*
Returns number of bars ago of last pivot high
*/
function PivotHighBar(LeftStr, RightStr)
{
//Find turning points
top = H == HHV(H,LeftStr+1) AND H == Ref(HHV(H,RightStr+1), RightStr);
topBarnumber = ValueWhen(top,BarIndex());
topBarago = BarIndex() - topBarnumber;
return topBarago;
}
//================================= PivotLow(LeftStr, RightStr) ====================================
/*
Returns Low value of pivot
*/
function PivotLow(LeftStr, RightStr)
{
//Find turning points
BOT = L == LLV(L,LeftStr+1) AND L == Ref(LLV(L,RightStr+1), RightStr);
BOTL = ValueWhen(BOT,L);
return BOTL;
}
//================================= PivotLowBar(LeftStr, RightStr) ====================================
/*
Returns number of bars ago of last pivot high
*/
function PivotLowBar(LeftStr, RightStr)
{
//Find turning points
BOT = L == LLV(L,LeftStr+1) AND L == Ref(LLV(L,RightStr+1), RightStr);
BOTbarnumber = ValueWhen(BOT,BarIndex());
botbarago = BarIndex() - botbarnumber;
return botbarago;
}
Graham <gkavanagh@xxxxxxxxxxxxx> wrote:
I think that because it displaces to the right to look into the future it sees the values past the last bar as being null. Because both sides of the = are null they are therefor equal causing the pk to be true.
Cheers,Grahamhttp://groups.msn.com/ASXShareTradinghttp://groups.msn.com/FMSAustralia
-----Original Message-----From: Gary A. Serkhoshian [mailto:serkhoshian777@xxxxxxxxx] Sent: Sunday, 16 November 2003 7:18 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: LITTLE HELP PLEASE RE: [amibroker] Slight problem with this script - I'm Stumped
Hi all,
Can anyone explain what is going on in the array below that would cause it to = 1 for the last four bars on AMD where the Ref(L,-3) is the trough low when n=3. The error only occurs when the tr or pk arrays = 1 and are within n bars or so from the peak or trough, and I assume it has something to do with looking in the future with the outer REF.
I just want to understand the error in coding so I don't make the same mistake. The full code is at the bottom of the e-mail. Thanks, Gary
pk=Ref(HHV(H,2*n+1)==Ref(H,-n),n);tr=Ref(LLV(L,2*n+1)==Ref(L,-n),n);
In Ace's code, what is going on in AB that causes the array
HHV(H,2*n+1)==Ref(H,-n) to = 1 when forecasted 3 bars in the future when those bars don't yet exist. In other words, why the green colored bars on AMD with n=3 for the last 4 bars?
Your solution was a good one, but I just wanted to bring closure to what was happening in Ace's original code related to the Ref looking n bars in future of array above.
"Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx> wrote:
Graham,
In Ace's code, what is going on in AB that causes the array
HHV(H,2*n+1)==Ref(H,-n) to = 1 when forecasted 3 bars in the future when those bars don't yet exist. In other words, why the green colored bars on AMD with n=3 for the last 4 bars?
Your solution was a good one, but I just wanted to bring closure to what was happening in Ace's original code related to the Ref looking n bars in future of array above.
Thanks,
Gary
Graham <gkavanagh@xxxxxxxxxxxxx> wrote:
AceAdd this to your plot and you will see why. These are your conditions for the pk. Plot(Ref(HHV(H,2*n+1),n),"",colorRed,styleLine);Plot(Ref(Ref(H,-n),n),"",colorBlue,styleLine);You could also centre the sh and sl plots around the bars that for the pk &tr bars. Plot( Ref(sh,2*n+1), "SH", colorPink, styleLine); Plot( Ref(sl,2*n+1), "SL", colorLightBlue, styleLine); GraphXSpace=5; Cheers,Grahamhttp://groups.msn.com/ASXShareTradinghttp://groups.msn.com/FMSAustralia -----Original Message-----From: acesheet [mailto:acesheet@xxxxxxxxx] Sent: Saturday, 15 November 2003 12:25 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Slight problem with this script - I'm StumpedHi
all,I plan on using this script to test breakout trading systems and it just about works the way I want it to. But....What I'm trying to do is determine swing highs and lows of "nth" degree. Which means that if I select a n=2 degree Swing High/Low setup the swing high (SH), for instance, must have two lower (or equal) highs both on the left and on the right of it. So I don't know until two days after the SH occured that it actually was an SH.In this script I've colored the bars green and dark red. The greens represent the SL's and the dark red's the SH's. I also plotted an envelope (pink and light blue) of the latest SH's and SL's that are known at the time of each bar.My problem is that for certain selections of 'n' and certain stocks several bars near the last set of bars get colored when the script shouldn't even know if they are SH's or SL's. To see what I mean try plotting AMD with n=3.Can
anyone tell me why these colors are occuring? Better yet, can you offer a solution? Thanks.-ace// --------------------------------------------------// ---------------- Start AFL Script ----------------// --------------------------------------------------// Plotting Swing Highs and Lows// --------------------------------------------------// Degree of SH/SL setn=3;// --------------------------------------------------// Peak and Trough points (SH's and SL's) pk=Ref(HHV(H,2*n+1)==Ref(H,-n),n);tr=Ref(LLV(L,2*n+1)==Ref(L,-n),n);// --------------------------------------------------// SH and SL envelope valuessh1=IIf(pk,H,Null);sh=Ref(HighestSince(pk,sh1,1),-n-1);sl1=IIf(tr,L,Null);sl=Ref(HighestSince(tr,sl1,1),-n-1);// --------------------------------------------------// PlottingPlot( Close, "OHLC", IIf(pk,colorDarkRed,IIf (tr,colorGreen,colorBlack)),132); Plot( sh, "SH", colorPink,
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