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For today to be a new 20-day low, the LLV function should only be over
19 days (ie. today is lower than the lowest value of the previous 19
days):
Perlow = Ref(LLV(Low, 19), -1);
Newlo = Low < Perlow;
>> 2. The previous 20-day low must have occurred at least four trading
sessions earlier.
LastLow4 = Ref(BarsSince(Newlo), -1) >= 3;
Note that I haven't tried this, but I think it should give what you want.
Regards,
GP
--- 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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