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PureBytes Links
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Thank you GP.
I've had a look at these.
However, I don't think think the issue is with how AB calculates the
Percentile.
In the attached Perc_Excel.png the value in cell E3 matches that for the
Value in AB's exploration seen in the attached Perc_Expl.png. See last
value in column HR PC.
However, when I try to return the Percentile value for the array of High
Ranges for UpBar days, (last value in UBHR PC) this does not match the
value in cell M3 in the Perc_Excel.png. So I am either
a. not able to use this in AB if the Array continues zero or null
values, although clearly I can in Excel
or
b. not using the Addcolumn(Percentile(UBHR,20,80),"UBHR PC", 3.2, 16,
55, 60); correctly
So I come back to my first question:
how shall I get AB to return to correct Percentile value for an array
that has High Range values only on UpBar days?
I was glad to see the Percentile function in AB because I thought this
would be a short way around. If I cannot use this I may need help with a
more long winded way.
Thanks for the link.
ChrisB
gp_sydney wrote:
>
>
> I'm not sure of the answer to your question, but note that there are
> different ways of calculating percentile. See:
>
> http://www.itl. nist.gov/ div898/handbook/ prc/section2/ prc252.htm
> <http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm>
>
> That document specifically mentions how Excel does it.
>
> Regards,
> GP
>
> --- In amibroker@xxxxxxxxx ps.com <mailto:amibroker%40yahoogroups.com>,
> ChrisB <kris45mar@x ..> wrote:
> >
> > Hi Group
> >
> > When I do an exploration for the High Range of Up Bars, I cannot get
> the
> > Percentile function in AB to return the same value as in Excel. How can
> > I achieve this?
> >
> >
> > Here is what I am doing.
> > // this is exploration for EOD forex data.
> >
> > Factor = Iif(StrRight( Name(),3) =="JPY",100, 10000);// converts price
> to Pips
> >
> > upBar = C > O; // bars closing up from the open
> > HR = factor * (H - O);// fills array with the high range of all bars.
> >
> > UBHR = Iif(upBar,HR, 0);// fills array with High Range for Up Days, and
> > zero for all other days.
> > UpTh = UP threshold = Param("Up Threshold",10, 10,200,1) ;
> > n = Param("N bars back", 100, 1, Barcount -1, 1);
> >
> > Addcolumn( Percentile ( HR, 20, 80), "80th centile of HR", 3.2, 16,
> 47,60);
> > // this matches my Excel value
> >
> > Addcolumn( Percentile ( UBHR, 20, 80), "80th centile of UBHR", 3.2, 16,
> > 47, 60);
> > // this does not match my Excel value
> >
> > How can I get the Percentile array to look only at the Up bars' High
> ranges?
> >
> > I need to know what the High Range value is which contains 80% of High
> > Ranges on Up Bars only.
> >
> > Any ideas?
> >
> > ChrisB
> >
>
>
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