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In my last post, I put in code for break of high/low. Here's a better
version, with a column that says whether it's a high or low.
//-------------------------------------
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.
AddTextColumn(WriteIf(nH>0, "High","")+WriteIf(nL>0, "Low",""),"H/L" )
;
//-------------------------------------
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