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Hello,
I am an AFL neophyte and have been working for some time learning
AFL and how to use it in Amibroker. I generally try to learn by
following code which gives interesting results that seem to fit my
trading style. I appreciate the code for monthly swing highs and
lows that I have attached. Unfortunately I lost the original message
and cannot go back to the author with this question. So I will post
to the board and hope someone can either help with the problem or
steer me to the author.
I am trying to look for stocks which have not moved much over the
last several months. So I want to explore for monthly highs and
lows which are within $1 of the previous time period. The code is
as follows:
//Swing Hi/Lo - use monthly for day charts
//Swing Hi: High with lower high on both sides
//Swing Low: Low with higher Low on both sides
PlotOHLC(Open,High,Low,Close,"",colorBlack,styleCandle);
TimeFrameSet(inMonthly);
Res = High < Ref(High,-1) AND Ref(High,-1) > Ref(High,-2);
Sup = Low > Ref(Low,-1) AND Ref(Low,-1) < Ref(Low,-2);
MonthDate = ValueWhen(res,Month(),1)-1; // Month when Swing Hi
occurs - provides correct value.
YearDate = ValueWhen(res,Year(),1);
MonBars = ValueWhen(res,BarIndex(),1);
MonthlyHigh = TimeFrameExpand(High,inMonthly,expandFirst);
MonthlyLow = TimeFrameExpand(Low,inMonthly,expandFirst);
//Plot monthly High and Low values - OK
Plot(MonthlyHigh,"",colorAqua,1);
Plot(MonthlyLow,"",colorAqua,1);
TimeFrameRestore();
// The 2 lines below work OK. I have used numeric value (9) instead
of Monthdate.
SW_High = ValueWhen(Month()==9/*Monthdate*/,Monthlyhigh,1);
SW_BarInx = ValueWhen(Month()==9/*Monthdate*/ AND
High==SW_High,BarIndex(),1);
// These 2 lines below use the variable "Monthdate" that has the
correct value (9) as printed in interpretation window, but does not
provide correct value for SW_High
SW_High = ValueWhen(Month()==Monthdate,Monthlyhigh,1);
SW_BarInx = ValueWhen(Month()==Monthdate AND High==SW_High,BarIndex
(),1);
"Mon high " + WriteVal(Monthlyhigh,1.2);
"Mon Date " + WriteVal(MonthDate,1.0);
"Sel Date " +WriteVal(Month(),1.0);
"SW_High " + WriteVal(SW_High,1.2);
"SW_BarInx " + WriteVal(SW_BarInx,1.0);
"Bar Index " + WriteVal(BarIndex(),1.0);
What would the explore statement look like that would allow me to
find stocks which have not moved much in the past n time periods ( 1
to 3 months)
Thanks in advance for the help!!!
Michael Harrison
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