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Terry and Graham, Thank you both for replying. As usual, I probably wasn't clear enough in my question, because I'm still not getting the right data returned. I've posted my code below (the pertinent stuff, I believe) to hopefully clear it up. I'm using it as an exploration right now. If I can get smart enough to understand scans and backtesting I would hope to use the same code to test how effective such a system would be. I perform the exploration on all stocks and all quotations. VolFilter=V>5*MA(V,50) AND MA(V,50)>=100000;
PriceFilter=C>O AND C>1 AND C>Ref(C,-1) AND O>Ref(C,-1); MaxHigh=HighestSince(Volfilter AND pricefilter,H,1); PeriodstoMaxHigh=HighestSinceBars(Volfilter AND pricefilter,H,1); Filter=Volfilter AND PriceFilter; AddColumn(C,"Close"); AddColumn(MaxHigh,"MaxHigh"); AddColumn(PeriodstoMaxHigh,"PeriodstoMaxHigh");
Basically, it's looking for high volume breakouts. Since I run the exploration on all stocks and all quotations, several instances of each stock will show up. For checking, I look at ABAX. You'll notice it satisfied the criteria on 3/20/2006. It closed at 24.65 that day and reached a high of 24.99 that day. On 3/21/2006, it reached a high of 26.00 and that was the highest high from the signal day (3/20/2006) till yesterday. My code doesn't
return the 26.00, it returns the 24.99 - the high of the signal day.
Again, thank you both for educating me. Jeff
fatboycato <fatboycato@xxxxxxxxx> wrote:
I'm trying to find the highest value since a signal was given, but the
HighestSince() function doesn't work the way I anticipated it to work.
Hopefully, someone can give me insight into how to solve the problem.
Suppose stock ABC matches some criteria I'm looking for (e.g. high
volume breakout) on 1/1/2006. I would like to know the highest high
price it reached from then to now, 4/7/2006. When I try HighestSince
(myCriteria,H,1) I get the high value of the day the criteria were
true, i.e. 1/1/2006. What am I missing, please?
I'm sure there's a smarter way to do this in
backtesting, but that's a
whole 'nother can of worms that I'm trying to understand. For now, if
I could just get the data I need exported to a .csv file I could do my
analysis somewhere else.
Thank you in advance.
Jeff
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