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Re: [amibroker] Re: How do I reference the last condition



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Thanks Mike,

 

I think that will work perfectly. I guess the best way to solve the forward looking problem would be to change it to

Phigh = ( Ref (H, -2) > Ref (H, -3) AND Ref (H, -2) > Ref (H, -1) );

which would insure the high was established, or is there a better way?

 

Thanks for your help,

James



----- Original Message ----
From: Mike <sfclimbers@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 22, 2008 9:16:01 PM
Subject: [amibroker] Re: How do I reference the last condition

What about something like:

Phigh = ( H > Ref (H, 1) AND H > Ref (H, -1) );
PhighPrice = ValueWhen(Phigh, H, 1);
Buy = Cross(H, PhighPrice) OR ...

Note that your Phigh calculation is looking into the future. So,
you'll need to adjust for that before taking the buy. Also, I don't
have AmiBroker in front of me right now, so you'll have to
validate whether the above is correct or not.

Mike
--- In amibroker@xxxxxxxxx ps.com, James <jamesmemphis@ ...> wrote:
>
> How do I reference only the last condition? In this case, say I
want to buy when price crosses above the last pivot high or below the
last pivot low. I define pivot high as:
> Phigh = ( H > Ref (H, 1) AND H > Ref (H, -1) );
> I want to buy if price crosses the last occurence of this and not
an occurence 20 bars ago that could be at a lower price. So Phigh is
only the last Phigh. Hope this makes sense.
> Thanks in advance,
> James
>
>
>
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