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Re: [amibroker] Re: Backtest Market Order



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Read the help manual. Especially the one about array processing and 
how AmiBroker is an array processing language. Read it multiple 
times :) .. took me three times before it clicked. Once it did, 
everything was much simpler

1 - Peakbar with the 0 will give you the high without a percentage 
Change... I just noticed ther eis also hhvbars.. so you can use that 
to get the bar number..but that function gives you "number of 
periods that have passed since the closing price reached its 'N' 
peak'" where N is the number of periods.. in your case.. 20..

2 - the formula I put down gives you the bar number. if you know the 
bar number, then HIGH[bar] gives you the high.. 

You only loop if you want to go through the array. otherwise all 
functions work on the entire array(hint..hint.. High is an array of 
highs for the current symbol :) )


--- In amibroker@xxxxxxxxxxxxxxx, "fborriel" <f.borriello@xxxx> 
wrote:
> Thanks a lot, Yes this is roughly what I intend to do...
> 
> If you allow me : 
> 1) The peakbar 'll give a High with a change of "0" ???
> 2) I was looking for some thing like HHV (H,20)
> 3) I can't help myself, I keep thinking that - NOW that AB allows 
us 
> to program loop (IF, While and FOR...) - it would be quite easier 
if 
> we could natively get a cell bar number 
> 
> Thanks again
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "elee67" <elee67@xxxx> wrote:
> > I'll take a crack at this :
> > 
> > FirstPeak = PeakBar( High, 0, 1);
> > SecondPeak = PeakBar( High, 0, 1);
> > 
> > //The above should provide the number of bars since the first and
> > //second peak. Now I assume that you only want to get the 
> subsequent
> > //highs from the last value in the database
> > // Now barcount gives the total number of bars
> > // I'll assume you want an atr of 20
> > 
> > FirstIndex = barcount - FirstPeak[barcount] ;
> > SecondIndex = barcount - SecondPeak[barcount] ;
> > FirstHigh = High[FirstIndex] ;
> > AtrArray = ATR(20) ;
> > 
> > 
> > for ( i=SecondIndex; i < FirstIndex ; i ++
> > {
> >    if ( Low[i] < FirstHigh - AtrArray[i] )
> >             // do whatever you want if its true
> > }
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "fborriel" <f.borriello@xxxx> 
> wrote:
> > 
> > > Hi, Jason
> > > 
> > > Thanks a lot. I learned a lot studying your IB.. but ...
> > > In fact what I want exectly is : to locate TWO subsequent 
HIGHs 
> and 
> > > then look if there is between those two Highs a Low smaller 
than 
> the 
> > > first High minus ATR. Does it make sense ?
> > > 
> > > Thanks again
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> 
> wrote:
> > > > Fborriel,
> > > > 
> > > > I am not sure exactly what you are after but this should get 
> you 
> > > started....
> > > > 
> > > > 
> > > > x=HHV(C,20);
> > > > y=BarsSince(C==LastValue(x));
> > > > 
> > > > you could plot this to check it out......
> > > > 
> > > > 
> > > > x=HHV(C,20);
> > > > y=BarsSince(C==LastValue(x));
> > > > Plot(C,"",4,64);
> > > > Plot(C==LastValue(x),"High ",4,2|styleOwnScale);
> > > > //Title="hhv "+x+" bars since high "+y;
> > > > Plot(x,"",5,1);
> > > > Title="hhv"+x+" Price "+C+ " Barssince high " +y;
> > > > 
> > > > 
> > > > 
> > > > Regards,
> > > > Jayson
> > > > -----Original Message-----
> > > > From: fborriel [mailto:f.borriello@x...]
> > > > Sent: Thursday, March 04, 2004 10:31 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: What is the number of a specific 
> array's 
> > > cell ?
> > > > 
> > > > 
> > > > Thanks, for sure you must be right but..
> > > > 1)I'm not very "easy" with Barssince and..
> > > > 2) Eventually I think I MUST get the bar number because I 
> intend to
> > > > program a loop between two bars
> > > > 
> > > > Is there a way ?
> > > > 
> > > > TIA
> > > > 
> > > > 
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> 
> wrote:
> > > > > sounds like barssince()
> > > > >
> > > > > Regards,
> > > > > Jayson
> > > > > -----Original Message-----
> > > > > From: fborriel [mailto:f.borriello@x...]
> > > > > Sent: Wednesday, March 03, 2004 11:52 AM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Subject: [amibroker] What is the number of a specific 
array's
> > > > cell ?
> > > > >
> > > > >
> > > > > I'm sure it must be quite easy but I didn't get the answer 
> going
> > > > > through the Help book.
> > > > > In fact my real problem is : I look for the HHV for 
instance 
> and 
> > > I
> > > > > want to Know tne number of bar elapsed till NOW and this 
> sort of
> > > > > things. TIA
> > > > >
> > > > >
> > > > >
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