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Hi Bill,
Well, uh, thanks, but...
It's not the median of the last four peaks or troughs I'm after... I want to calculate the median of the four highest peaks and the median of the four lowest troughs, which won't necessarily be the last four peaks or troughs.
DC
----- Original Message -----
From: Bill Barnard
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 06, 2004 2:14 AM
Subject: [amibroker] Re: median calculation
--- In amibroker@xxxxxxxxxxxxxxx, <dennisconn@xxxx> wrote:
> My dictionary defines it as the average of the two middle values
when the number sequence contains an even number of values. If the
sequence contains an odd number of values, the middle value would be
the median.
>
> I'm just having a heck of a time trying to figure out how to get AB
to segregate the four highest and four lowest values out of the entire
array in order to obtain the medians...
>
> Any ideas?
>
Amibroker's Peak and Trough functions identify extreme points which
are characterized by a reversal of a certain percentage. If this is
how you identified your points of interest, then the following code
would find the medians of the last four peaks and the last four
troughs.
// Code Start
Osc = 100*(EMA((C - EMA(C, 50)) / C, 20)); // <<< example oscillator
reversalPcnt = 5; // <<<< percent to define peak or trough
// Peak and trough functions work correctly only on arrays
// containing data greater than zero, so for an oscillator,
// if it goes below zero, add a constant before finding
// peaks and troughs. Later subtract it from the results.
Const = IIf(Lowest(Osc) < 0, -1*Lowest(Osc), 0);
p1 = Peak(Osc+Const, reversalPcnt, 1) - Const;
p2 = Peak(Osc+Const, reversalPcnt, 2) - Const;
p3 = Peak(Osc+Const, reversalPcnt, 3) - Const;
p4 = Peak(Osc+Const, reversalPcnt, 4) - Const;
biggestP = Max(p4, Max(p3, Max(p2, p1)));
smallestP = Min(p4, Min(p3, Min(p2, p1)));
MedianP = (p1 + p2 + p3 + p4 - biggestP - smallestP) / 2;
t1 = Trough(Osc+Const, reversalPcnt, 1) - Const;
t2 = Trough(Osc+Const, reversalPcnt, 2) - Const;
t3 = Trough(Osc+Const, reversalPcnt, 3) - Const;
t4 = Trough(Osc+Const, reversalPcnt, 4) - Const;
biggestT = Max(t4, Max(t3, Max(t2, t1)));
smallestT = Min(t4, Min(t3, Min(t2, t1)));
MedianT = (t1 + t2 + t3 + t4 - biggestT - smallestT) / 2;
Plot(Osc, "osc", 32);
_TRACE("DBGVIEWCLEAR");
_TRACE("const = "+ Const);
_TRACE("p1 = "+ p1);
_TRACE("p2 = "+ p2);
_TRACE("p3 = "+ p3);
_TRACE("p4 = "+ p4);
_TRACE("biggestP= "+ biggestP);
_TRACE("smallestP= "+ smallestP);
_TRACE("MedianP = "+ MedianP);
_TRACE("t1 = "+ t1);
_TRACE("t2 = "+ t2);
_TRACE("t3 = "+ t3);
_TRACE("t4 = "+ t4);
_TRACE("biggestT= "+ biggestT);
_TRACE("smallestT= "+ smallestT);
_TRACE("MedianT = "+ MedianT);
// Code End
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