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

["foginthehills" <andrewdelin@xxxxxxxxxxx>]

Thanks David, this was very helpful. How similar is your example to a 
Gann swing low?

thanks again..

---------------

--- In amibroker@xxxxxxxxxxxxxxx, "david.weilmuenster" 
<dweilmuenster95125@xxx> wrote:
>
> 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@> 
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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