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LookHigh= ref( hhv( h, period), period); // standard way
LookHigh= hhv( ref( h, period), period); // your
alternative
Well, I guess that both of the above will work.
But I would recommend you use the standard way.
Why? First, you will find it easier to converse with other
users about such code if you use the standard way.
Second, the standard way leads itself to much tidier mental
pictures of the internal arrays that AB uses. After you
have worked with AB for a while, your mind will catch on to
all the array data structures in AB. When you do, the
stardard way will be a lot easier to "visualize" than the
alternative.
b
--- dimension@xxxxxxxxxxxxx wrote:
> Thanks,
> I do need to use that min function I believe, but still
> getting some strange
> behaviors with larger look ahead periods, but this time
> on older triggers.
>
> For one thing, shouldn't the LookHigh formula be
> inverted,
> LookHigh= hhv( ref( h, period), period);
>
> Since I want to find the high or low in a period beyond
> the current bar,
> shouldn't I start by reference the end bar of the look
> ahead period, then do
> an HHV or LLV from that bar?
>
> I'll continue to looking into this...thanks much for your
> help.
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Graham
> Sent: Tuesday, November 29, 2005 1:12 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Looking ahead
>
> You can always limit the look ahead period to what bars
> are available
>
> Period = min( 10, barcount-1-barindex() );
> LookHigh = ref( hhv( h, period ), period ) ;
>
>
> I think this is correct maths
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
> On 11/29/05, dimension@xxxxxxxxxxxxx
> <dimension@xxxxxxxxxxxxx> wrote:
> > This returns 0 if the look ahead number exceeds then
> number of bars that
> > actually exists.
> >
> > For instance, if the trigger date is 11/20 and I use:
> > LookHigh = ref( hhv( h, 10 ), 10 ) * (
> barindex() < barcount-11 );
> >
> > LookHigh returns 0 for the 11/20 bar. In this case,
> I'd prefer if it
> simply
> > find the low of the existing bars following 11/20.
> >
> > If I just simply use:
> > LookHigh = ref( hhv( h, 10 ), 10 )
> >
> > It behaves a bit better, but I noticed that at some
> point, as I continue
> to
> > increase the look ahead number (i.e. make it 100), the
> LookHigh value
> > changes. This makes sense in most case, but in the
> above example,
> assuming
> > 11/20 as the trigger date, it should be a constant
> value for anything
> beyond
> > a look ahead number of 6, since there are only trading
> 6 bars following
> > 11/20. This does not happen however, it almost looks
> like it is looking
> > back in this case.
> >
> > A bit confused on this, but trying to figure out why
> this is...
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> > Of Graham
> > Sent: Tuesday, November 29, 2005 12:27 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Looking ahead
> >
> > sorry made a mess of that, -10 instead of 10 for the
> ref
> >
> > LookHigh = ref( hhv( h, 10 ), 10 );
> >
> > LookHigh = ref( hhv( h, 10 ), 10 ) * ( barindex() <
> barcount-11 );
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> >
> > On 11/29/05, Graham <kavemanperth@xxxxxxxxx> wrote:
> > > I find the best to use is
> > > LookHigh = ref( hhv( h, 10 ), -10 );
> > > this looks at the 10th bar into the future, for the
> HHV of 10 bars
> > > after today ( today is not included in the HHV)
> > >
> > > If you want to make certain that you exclude the end
> of the chart add
> > > a condition
> > > LookHigh = ref( hhv( h, 10 ), -10 ) * ( barindex() <
> barcount-11 );
> > >
> > > --
> > > Cheers
> > > Graham
> > > AB-Write >< Professional AFL Writing Service
> > > Yes, I write AFL code to your requirements
> > > http://e-wire.net.au/~eb_kavan/ab_write.htm
> > >
> > > On 11/29/05, dimension@xxxxxxxxxxxxx
> <dimension@xxxxxxxxxxxxx> wrote:
> > > >
> > > >
> > > >
> > > > Hi,
> > > >
> > > > Given a "trigger date/bar", how can I look ahead
> two weeks from that
> > bar/date and determine what the low was within those
> two weeks, providing
> > there exists data in that look ahead time frame? Is
> there something like
> > LLV and HHV for looking ahead? (I tried using a
> negative number to no
> > avail).
> > > >
> > > >
> > > >
> > > > thanks
> > > >
>
>
>
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>
>
>
>
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