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Does the condition
Ref(C,-1)<Ref(C,-2) AND Ref(H,-1)>Ref(H,-3);
give any guarantee that the next bar will be ascending ?
The question needs some statistics.
The exploration over the whole N100 database [since Jan2000] gives
61/101 stocks with positive reaction.
I think it is a good starting point.
Cond=Ref(C,-1)<Ref(C,-2) AND Ref(H,-1)>Ref(H,-3);
pos=Ref(cond,-1) AND C>Ref(C,-1);
perc=LastValue(100*Cum(pos)/Cum(Cond));
Filter=perc>50;
AddColumn(perc,"perc");
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:
>
> comd=your cond
> cum(cond)
> see if this helps
>
>
> -- In amibroker@xxxxxxxxxxxxxxx, "kubikconcepts"
<kubikconcepts@xxxx>
> wrote:
> >
> > Hello,
> > I want to find out how many times a particular condition led to a
> > certain other set of conditions. For example: How many times
did a
> > a tag of the lower bollinger band identify an uptrend
successfully?
> > For a particular security I would like to know the number of
times
> > it failed and number of times it succeeded.
> >
> > Any ideas on how to accomplish this using AFL?
> >
> > Thank.
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