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[amibroker] short selling



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Hi,
 
this loop example can be a starting point ( limited 
to 500 previous bars) 
 

SetBarsRequired(<FONT color=#ff00ff 
size=1>100000,<FONT color=#ff00ff 
size=1>100000);
period=255<FONT face="Courier New" 
size=1>;
for ( i=period; i<BarCount ; i++)
{
k=0<FONT 
face="Courier New" size=1>;
for ( j=1<FONT 
face="Courier New" size=1>; j<period ; j++)
{
if(H[i]>H[i-j])
k++ ;
}
Tot[i]=k;
}
Plot(tot,<FONT 
face="Courier New" color=#ff00ff size=1>""<FONT face="Courier New" 
size=1>,2<FONT 
face="Courier New" size=1>,<FONT face="Courier New" color=#ff00ff 
size=1>1);
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=backup_dayad@xxxxxxxxxxxx 
  href="">Kropotkin 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, July 27, 2004 5:19 
PM
  Subject: [amibroker] Re: days since 
  higher price
  I should check - am I reinventing the wheel here? My basic 
  aim is to be able to find new highs without limiting the search to a 
  certain period (e.g. if I search for prices crossing the prior 100 period 
  high, this will miss the break of a 110 day high, and so on). Is this 
  built into a function? or has someone already written the code for 
  this? I've looked but can't find anything. 
  ThanksChris--- In amibroker@xxxxxxxxxxxxxxx, "Kropotkin" 
  <backup_dayad@xxxx> wrote:> I'm trying to find how many days 
  since there was a higher price than > today's. This works:> 
  >      
  Condition=H>LastValue(H);>      
  nH=BarsSince(Condition);> > (thanks to those who helped me with 
  this, incl Dimitris).> > > The problem is that 
  LastValue(H) is not suitable for backtesting, as > it will reference 
  forward to the final bar. > > How can I get around it? Is there 
  a way I can reference the bar for > which the exploration is being 
  done? > > Or can I turn the variable BarIndex() for the present 
  day, from an > array into a number? (Then e.g. I could call that number 
  "today" and > use "Condition=H>H[today];")> > ( I want 
  this scan to also run quickly for when I do intraday scans, > so if 
  possible I'd rather avoid using Cum or If functions which > require 
  computations for every bar of the stock ).> > Thanks, > 
  ChrisCheck AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  __________ 
  NOD32 1.823 (20040726) Information __________This message was checked 
  by NOD32 antivirus system.<A 
  href="">http://www.nod32.com


Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








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