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Whoops--now you want the average instead of the median?
For that, just sum peak(myOsc,chng,i) and trough(myOsc,chng, i) for the
ith most recent peaks. [Note that the peaks and troughs are supposed to
be > 0, so add a constant if needed.]
A bubble sort just swaps the values in 2 loops [Google bubble sort]. Do
this with AB's for loop instead of calling VBscript.
Regards,
Bob
-----Original Message-----
From: dennisconn@xxxxxxxxxxxxxxxx [mailto:dennisconn@xxxxxxxxxxxxxxxx]
Sent: Friday, November 05, 2004 1:33 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: median calculation
Hi Bob,
Thanks for the response. The only problem is that I want to chart some
further calculations in AB which will be dependent on the median
calculation - so Excel won't get it.
All I can think of is to run a loop which first sets the HHV of the
array to zero, then finds the next highest value, assign it to x, set
THAT high value in the array to zero, then look for the next high value
and average it with x. Then do the same for the negative values in the
array to find the median of the four lowest troughs.
Even if I figure out how to do that, it seems awfully clumsy. There has
to be a better way, but I have a feeling it's going to involve some kind
of nested loop in VBscript or something, to sort them out. I haven't
written anything serious in 20 years, and I've forgotten most of the
how-to-do-it solutions I found then.
While writing this, I noticed your follow-up response mentioning bubble
sorts. I'm not familiar with the term, but I have the feeling it
involves what I considered in the last paragraph.
Still stumped, but plugging away...
DC
----- Original Message -----
From: Bob Jagow
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 05, 2004 4:08 PM
Subject: RE: [amibroker] Re: median calculation
Since "The Median function - finds median (middle element) value of
the
array over period elements", you'd have to identify the "four highest
peaks within a user-defined lookback range as well as the four lowest
troughs below zero" and try to stuff them into a new array in order to
use it.
I'd suggest Excel in preference to AB.
Regards,
Bob
-----Original Message-----
From: conn_dennis [mailto:dennisconn@xxxxxxxxxxxxxxxx]
Sent: Friday, November 05, 2004 12:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: median calculation
So was the question that stupid, or hasn't anyone ever attempted it?
Anyone???
--- In amibroker@xxxxxxxxxxxxxxx, "conn_dennis" <dennisconn@xxxx>
wrote:
>
> I know that the median function will return the median value of the
> entire array, but how would one go about finding the median of only
> some of the values in an array?
>
> So far, I've managed only to identify the peaks in an oscillator
I've
> coded, but I'm trying to have the program find the median of ONLY
the
> four highest peaks within a user-defined lookback range (likewise
> with the four lowest troughs below zero).
>
> I think I can stumble around and figure out how to code what I need
> once I get past this median problem. I've spent two days on this
> trying to figure it out (I feel like Thomas Edison - I've
discovered
> a thousand ways to NOT find the median). : )
>
> Has anyone had a similar problem and found a somewhat simple
> solution, or perhaps be willing to point me in some direction?
>
> DC
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