PureBytes Links
Trading Reference Links
|
Hi,
A maximum run is defined as the maximum number of days (daily data)
consecutive runing up or running down for a certain time of period.
For example, a 100 day maximum run being 5 means the maximum number
of days consecutively running up (or down) is 5.
I need a help to write a AFL code for this. Thanks.
liugq_99
My AFL code below has a "if" error:
r=log(C/Ref(C,-1));
n=100; //n--period
i=0;
arun=1;
brun=1;
do
{
x=IIf(Ref(r,-i)>0,1,0);
y=IIf(Ref(r,-i-1)>0,1,0);
t=IIf(x-y=0,1,0);
arun=arun+t;
maxr=Max(arun,brun);
brun=maxr;
if(t==0) arun=1;
i=i+1;} while (i<n);
Plot(brun,"",1,1);
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|