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tick = 0.01;
d20L = Ref(LLV(L,20),-1);
isd20L = L < d20L;
d20H = Ref(HHV(H,20),-1);
isd20H = H > d20H;
ttlb = isd20L AND BarsSince(Ref(isd20L,-1)) >= 3 AND C >= d20L+5*tick;
ttls = isd20H AND BarsSince(Ref(isd20H,-1)) >= 3 AND C <= d20H-5*tick;
//you need to decide on the tick value and how many ticks, the code
above uses 0.01 and 5.
--- In amibroker@xxxxxxxxxxxxxxx, "nguyen_atd" <nguyen_atd@xxx> wrote:
>
> Hi,
>
> I'm trying to learn more about AFL and would like to code the
following
> from Turtle Soup:
>
> 1. Today's low must make a new 20-day low.
> i.e
> Perlow =Ref( LLV( Low , 20 ) , -1 );
> Newlo= Low > Perlow;
>
> 2. The previous 20-day low must have occurred at least four trading
> sessions earlier.
>
> Tried various combinations of barsince, and read about trough but
don't
> understand enough of it to figure this out. Can someone help?
>
> Thanks.
>
> Andy
>
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