[amibroker] Re: How to backtest using a swing low?

["david.weilmuenster" <dweilmuenster95125@xxxxxxxxx>]

How about:

swing_low = valuewhen(L>ref(L,-1) and 
                      ref(L==lowestsince(L<ref(L,-1),L,1),-1),
                      ref(L,-1),
                      1);

This handles the case of multiple successive Lows at identical prices.

David



--- In amibroker@xxxxxxxxxxxxxxx, "foginthehills" <andrewdelin@xxx> wrote:
>
> Hi,
> 
> I want to create a SELL condition in a backtest that exits a position 
> when the Close price falls 2% below the most recent swing low. Thinking 
> of Gann or similar.
> 
> I am not clear how to define the swing low - can someone give me some 
> code how to do this in AFL?
> 
> many thanks -
> 
> Fog (Andy)
>




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