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Thanks,
I couldn't get those to work completely. (Johan's mostly worked, but
gave a lot of "{Empty}" where it shouldn't have.)
I've also realised that the approach I suggested doesn't account for
all time highs. So, I am just using a function to test for break of
n-day high & low, called from within a do-while loop which
progressively increases the value of n, (using "n=n*1.5;" and "while
n<1000").
Not perfect, but it'll do for now.
Thanks again.
Chris
--- In amibroker@xxxxxxxxxxxxxxx, "johsun" <johanskatt@xxxx> wrote:
> Here's a function that seems to work. If you want to limit the
> lookback period just use
>
> for(i=LastValue(BarIndex())-lookback; i<BarCount; i++)
>
> in the loop.
>
> Regards,
> Johan
>
>
>
> //-------------------------------------
> SetBarsRequired(100000,0);
> function nDayExtreme(f)
> //NOTE: f should be a string, "H" or "L".
> {
> n=Null; sgn=IIf(f=="H",-1,1);
> a=IIf(f=="H",H,IIf(f=="L",L,Null));
> if(LastValue(Cum(!IsTrue(a)))==0)
> {
> for(i=0; i<BarCount; i++)
> {
> for(j=i-1; j>=0; j--)
> {
> if(sgn*a[j]<sgn*a[i]){n[i]=i-j; /*break loop*/ j=-1;}
> }
> }
> }
> return n;
> }
>
> nH=nDayExtreme("H");
> nL=nDayExtreme("L");
>
> Filter=nH>=20 OR nL>=20;
> AddColumn(nL,"nL",1.0);
> AddColumn(nH,"nH",1.0);
>
> Plot(C,"",colorDefault,styleCandle);
> Title="It's been "+NumToStr(nL,1.0)+
> " bars since low was lower than current low,"+
> "\nand "+NumToStr(nH,1.0)+
> " bars since high was higher than current high";
> //----------------------------------------------
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Kropotkin" <backup_dayad@xxxx>
> wrote:
> > 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.
> >
> > Thanks
> > Chris
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