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>From the way I work the median in AB, it goes like this
median(C,5) list out the last 5 bars and sorts them in numeric order.
The mid price(ie 3rd) is used as the median. In the case of say 6 bars
the 3rd is also used
for 7 & 8 bars the 4th used etc
On Fri, 5 Nov 2004 20:33:50 -0500, dennisconn@xxxxxxxxxxxxxxxx
<dennisconn@xxxxxxxxxxxxxxxx> wrote:
>
> ----- Original Message -----
> From: Bob Jagow
>
> Whoops--now you want the average instead of the median?
>
> *** I want the median of the four highest peaks, which is the same thing as the average of the second and third highest peaks, yes? ***
>
> 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.]
>
> *** I only want the median value of the four highest peaks and the median value of the four lowest troughs - how is summing all the peaks and troughs going to help find the median? I assume "chng" is short for "change"? The change from what to what? Seriously - I really am not following what you're trying to convey here... ***
>
> A bubble sort just swaps the values in 2 loops [Google bubble sort]. Do
> this with AB's for loop instead of calling VBscript.
>
> *** OK, I'll try the "for" loop solution... are you thinking nested loops? I once programmed a couple of nested for-next loops to find the median value of a fixed-length array, and even though I don't know what a Google bubble sort is, what I did sounds like a bubble sort (as I mentioned, that was 20 years ago). I guess I'll have to try to recreate it using the AB version of the next-less "for" routine (I have a hard time with the idea that you can use "for" without "next", but that's my old-dog-can't-learn-new-tricks mindset). As for VBscript, is that the same thing as Visual BASIC? If so, is VB pretty much the same as plain old generic BASIC? I might be better off just using that, since I can grasp BASIC easier than I seem to be getting AFL...***
>
> ???
>
> DC
>
> -----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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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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