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[amibroker] Re: Coding a pattern of variable length



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Of course, no worries.

Ind_A = Daily Range of an individual Bar (diff between High & Low)

Ind_B = Smoothed version of the above

In this example I want to find patterns where:

1. on first bar & last bar of pattern the Daily Range (Ind_A) is 
greater than the Smoothed Daily Range (Ind_B). [Increased Volatility]
2. Each of the middle bars in pattern have a reduced Daily Range. 
Ind_A < Ind_B [Reduced Volatility]


However, I also have some other ideas which are similar but rely on 
different indicators so hence my wording in my original question.

Basically, to allow me to use this code as a template for my other 
ideas, I'm trying to code:

1. First & Last bars in Pattern = Indicator_A > Indicator_B
2. Each of the middle bars in Pattern = Indicator_A < Indicator_B


Hopefully, the above makes sense.

Thanks again for your help with this one....

regards,

Chorlton

 

--- In amibroker@xxxxxxxxxxxxxxx, "Mr. Valley" <valleymj@xxx> wrote:
>
> Please explain what IndA and IndB are as it would make it much 
easier to
> determine what you are trying to accomplish?
> Example?
> 
>   -----Original Message-----
>   From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of chorlton_c_hardy
>   Sent: Saturday, March 01, 2008 9:35 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: Coding a pattern of variable length
> 
> 
> 
>   Hi Mr Valley,
> 
>   Thanks for the reply & the code.
> 
>   Would it be possible for you to explain a few things though as my
>   coding knowledge is pretty basic?
> 
>   1. I think your code assumes a pattern length of 5 which in 
reality I
>   wouldn't know in advance.
> 
>   2. Can you explain Cond1. I think its saying that Close has to 
cross
>   above the average Closing Price over the last 5 periods. Sorry but
>   I'm not sure what this achieving. Could you clarify please?
> 
>   3. How does one confirm that the middle condition will be 
inbetween
>   the first and last bars? According to the Pattern Condition, all 3
>   conditions Cond1, Cond2 and Middle just have to be TRUE. The order
>   they appear in doesn't seem controlled to me unless I am
>   misunderstanding something.
> 
>   Any help much appreciated,
> 
>   Kind regards,
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "Mr. Valley" <valleymj@> wrote:
>   >
>   > Something Like this?
>   >
>   > IndA= Close;
>   >
>   > IndB = MA(Ref(C,-5),5);
>   >
>   > Middle = Close < MA(C,34);
>   >
>   > Cond1 = Cross(IndA,IndB);
>   >
>   > Cond2 = Cross(IndA,IndB);
>   >
>   > Cond3 = Middle ;
>   >
>   > Pattern = Cond1 AND Cond2 AND Cond3;
>   >
>   > Plot(Close,"Close",1,64);
>   >
>   > Plot(Pattern,"Pattern Hunter v1",6,2 | styleOwnScale);
>   >
>   >
>   >
>   > -----Original Message-----
>   > From: amibroker@xxxxxxxxxxxxxxx 
[mailto:amibroker@xxxxxxxxxxxxxxx]
>   On
>   > Behalf Of chorlton_c_hardy
>   > Sent: Saturday, March 01, 2008 8:42 PM
>   > To: amibroker@xxxxxxxxxxxxxxx
>   > Subject: [amibroker] Re: Coding a pattern of variable length
>   >
>   >
>   > Hi again,
>   >
>   > In addition to my original question, I will need to add further
>   > conditions which will allow me to assess each of the various 
bars
>   of
>   > the complete pattern
>   >
>   > eg. If the pattern consisted of 5 bars in total, then I need the
>   > flexibility to assess each of the bars (bar1, bar2, etc)
>   individually
>   > & make comparisons between them. ie. Bar5's Close > Bar1's 
Close,
>   > etc, etc.
>   >
>   > Would this be easy to do in relation to my original question??
>   >
>   > Thanks in advance,
>   >
>   > Chorlton
>   >
>   > --- In amibroker@xxxxxxxxxxxxxxx, "chorlton_c_hardy" <chorlton-
c-
>   > hardy@> wrote:
>   > >
>   > > Hello All,
>   > >
>   > > Can anyone offer some help regarding a coding problem, which 
I'm
>   > having?
>   > >
>   > > Basically I want to search for a "pattern" which consists of:
>   > >
>   > > 1. On the First & Last Bars of the pattern, "Indicator A" is
>   > > ABOVE "Indicator B"
>   > >
>   > > 2. On ALL the bars in the middle of the pattern, "Indicator A"
>   is
>   > > BELOW "Indicator B"
>   > >
>   > > What makes this difficult (well for me anyway) is that the
>   number
>   > of
>   > > bars in the middle can vary. If the pattern consisted of a
>   specific
>   > > number of bars, then it would be easy, but with this 
variation,
>   I'm
>   > > intially stumped.
>   > >
>   > > Consequently, is it possible for someone to point me in the
>   right
>   > > direction of how to begin coding this please?
>   > >
>   > > Many Thanks,
>   > >
>   > > Chorlton
>   > >
>   >
>




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