[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Checking the past by referencing current bar price?



PureBytes Links

Trading Reference Links

This is causing me a big headache, hope I can express my problem clearly...

Trying to build an indicator along the following lines:
if price at bar satisfies condition Cond1 then Indicator = 1
UNLESS the price did NOT satisfy Cond2 from last time Indicator was 1
AND Close was == Close at bar, in which case Indicator = 0

I thought of using ValueWhen so

bi = BarIndex();
Indicator[0] = Cond1[0];
Indicator = IIf (ValueWhen(bi, Ind == 1 AND Close == CloseAtBar) <
ValueWhen(bi, Cond2 ), Cond1, 0)

Can't find a way to reference CloseAtBar, tried via Barindex() with
C[Barindex()] but that makes no sense given that Barindex() is an
array and can't be used as a subscript

Also tried to explicitly loop back in the past from current bar to
check if Cond2 was met before price touched again price at bar and
Indicator was 1, kind of like

for (i=BarIndex() ; i > 0; i--) {...

but again Barindex() is not the "current" bar but an array

Maybe I should loop all the history

for( i = 1; i < BarCount ; i++) 

and compute Indicator bar by bar? I did something similar with the
custom backtester but I'd really like a simplier solution, feel like
valuewhen could do the job, but that function always escaped me
somehow :(

Thanks for any help
n.

-- 
Janeczko for President!


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Put more honey in your pocket. (money matters made easy).
http://us.click.yahoo.com/r7D80C/dlQLAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.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/