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That seems to work well, but there is still the problem of system
resources use - it slows down my computer so much, and when an
auto-scan started, Amibroker hung and had to be foced close (first
time in Amibroker). So, not suitable for me, but thanks for your work.
I'll just use the LLV & HHV, as below - works well enough in practice.
Cheers
Chris
//-------------------------------------
dut = 2; // Don't Use Today's price (dut=1). If dut=2, doesn't
trigger if the high being broken occurred in the previous two days.
nH = nL = 0; //ensure that value is 0 prior to first iteration of the
function. Perhaps not necessary, but I like to be sure.
function break (n) //break of n period high or low.
{
HLine = Ref( HHV(H,n-dut ), -dut );
bH = Cross(C, HLine); //AND HLine > HHV(Hi, dut ) ;
nH = IIf(bH, Max(n,nH),nH);
LLine = Ref( LLV(L,n-dut ), -dut );
bL = Cross(LLine, C); //AND LLine < LLV(Li, dut ) ;
nL = IIf(bL, Max(n,nL),nL);
return;
}
break (20); //use whatever values of n you choose.
break (50);
break (100);
break (200);
Filter = nH>0 OR nL>0;
AddColumn( IIf(nH>0, nH, IIf(nL>0,nL,Null) ),"H/L",1,colorDefault,
colorDefault ); // This is the straightforward version. For the
second term in the IIf function, I prefer IIf(nL>0,-666,nH), which
will give nH, or the error flag which i chose as -666, to highlight if
both nL and nH are >0, which would obviously mean an error in my
formulas.
//-------------------------------------
--- In amibroker@xxxxxxxxxxxxxxx, "johsun" <johanskatt@xxxx> wrote:
> Hi,
>
> My code returns empty value whenever there is an all time high/low,
> you cannot say that it's been n days since price was lower than
> today if it's an all time low. However if you want the function to
> return the barnumber in these cases just use the code below.
>
> 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;}
> else n[i]=i; // <-- added this line
> }
> }
> }
> 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:
> > 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
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