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Hi;
I'm trying to go beyond a simple cross over system but find
that 'remembering' prior values (for instance, when a crossover
occurs I want to 'store' that value and then keep it active to
continue to compare to Close to see if in fact it is going to
continue 'upward'.
My code (which isn't working to my specs) is this:
R2PDS=20; /*for automatic adjustments to the r2 critical value line
use one of
the periods listed above*/
xv[0] = 0;
pxv[0] = xv[0];
Crit = Optimize("Crit",0.6,0.01,1,0.01);
R2=Correlation(Cum( 1 ),C,r2pds)*Correlation(Cum( 1 ),C,r2pds);
slope=LinRegSlope(C,r2pds);
zsig = TEMA(slope,10);
zxover = Cross(slope,zsig);
zxunder = Cross(zsig,slope);
xv = IIf(zxover == 1,C,pxv[0]);
printf("\n" + C + " " + xv + " pxv " + pxv + "\n");
//Crit=IIf(R2PDS==5,.77,IIf(R2PDS==10,.40,IIf(R2PDS==14,.27,IIf
(R2PDS==20,.20,IIf(R2PDS==25,.16,IIf(R2PDS==30,.13,IIf
(R2PDS==50,.08,IIf(R2PDS==60,.06,IIf(R2PDS==120,.03,0)))))))));
zbuy = IIf(zxover AND slope > 0 AND r2 > Crit,1,0);
zsell = IIf(zxunder AND slope < 0 AND r2 > Crit,1,0);
Buy = zbuy;
Sell = zsell;
Cover = Buy;
Short = Sell;
...
it could have been a much simpler example, that's just what I
currently am testing.
when I run this, the printf shows that when there is a crossover it
makes xv = C, but the next bar it's zeroed. I've tryed all sorts of
combinations (yes, including Ref(xv,-1) ... it simply WON'T 'keep' a
value so I can continue to compare to it.
If it takes low level if and for loops then ... ok... but someone
needs to explain to me how to do that then... this ;can't mix Array
and loops' really puzzles me. I've rewritten a test or two where I
load values from a for / if loop but checking the array afterwards
shows it is 'zero' almost like after the loop xv as an array is a
different variable than xv[i] that I made an assignment to in the
for loop.
really confused;
zen
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