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When you say "after" do you mean the next bar ?
If positive, then the
Cum(IIF(Ref(cross...,-1),up,0)
would give you the cumulative up for the whole history of your stock.
The above Cum divided by the Cum(1) would produce statistics
The respective Sum(...,100) would give the sum of ups for the last
100 bars.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "gordinshumway"
<gordinshumway@xxxx> wrote:
> up = close-ref(close,-1) // positive
> down = close-ref(close,-1) // negative
>
> sorry for the confusion. thanks for your suggestion but i have not
> seen any method of what i am trying to accomplish. any other
> suggestions are welcome
>
> br
> g
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Janos, Michael"
> <michael.janos@xxxx> wrote:
> > g,
> >
> > You certainly can but you will need to figure out what you mean
> by "up"
> > or "down". Is it Close - Open on the following day or is it based
> on
> > some trailing stop or a profit target. Read the Amibroker manual
on
> > backtesting which will give you some ideas. The backtester will
> give you
> > some statistics. You can do further analysis by exporting the
data
> to
> > Excel.
> >
> > Michael
> >
> >
> > -----Original Message-----
> > From: gordinshumway [mailto:gordinshumway@x...]
> > Sent: Thursday, 24 June 2004 2:00 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] statistical info
> >
> >
> > hello,
> >
> > i am looking to find any statistical information on the following:
> >
> > can i generate a report to find how often and how much the price
> of
> > a security went up after the stochrsi crossed the 30 threshhold
> and
> > how often and how much a security went down after the stochris
> > crossed the 70 threshhold?
> >
> > i am looking for cumulative values of 1. if the price went up or
> > down and 2. how much the price went up or down.
> >
> > any assistance would be appreciated. sorry if this is a beginners
> > question but i am .. well .. a beginner ;)
> >
> > br
> > g
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
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