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[amibroker] CODING SPIKES



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Dear Mike,

1) Should I count number of days in LastSpikeBars and in NextSpikeBars from Dec 11, 2007 ? 

2) If I want to know when the spike previous to LastSpikeBars took place, or when the subsequent spike took place after NextSpikeBars, what should be my codes for that?

Thanks for your help.

Vinay


> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Specifically; I believe that the following code will do what you are
> looking for. For a good test, set from:/to: dates as Dec 11, 2007 and
> run your exploration across all stocks of NYSE, NASDAQ, AMEX. Using
> my data provider, I get 4129 rows. If you just want to try with a
> single symbol, use "A".
>
> Mike
>
> BackRef = 150;
> VolumeSpike = (V>(MA(V,BackRef)+StDev(V,BackRef)));
>
> LastSpikeBars = BarsSince(VolumeSpike);
> LastSpikeVal = ValueWhen(VolumeSpike, Volume);
>
> NextSpikeBars = ValueWhen(VolumeSpike, BarIndex(), 0) - BarIndex();
> NextSpikeVal = ValueWhen(VolumeSpike, Volume, 0);
>
> Filter = LastSpikeBars >= 0;
> AddColumn(LastSpikeVal, "Last Spike");
> AddColumn(LastSpikeBars, "Bars Ago", 4.0);
> AddColumn(NextSpikeVal, "Next Spike");
> AddColumn(NextSpikeBars, "Bars Later", 4.0);
>
> _SECTION_BEGIN("Volume1");
> Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", colorBlueGrey ),
> ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick,
> maskHistogram  ), 2 );
> _SECTION_END();
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
>>
>> In ordert o see into future you will need to use Valuewhen function
>>
>> --
>> Cheers
>> Graham Kav
>> AFL Writing Service
>> http://www.aflwriting.com
>>
>>
>>
>> 2008/6/1 Vinay Gakkhar. <vgakkhar@>:
>> > Dear Grahan,
>> >
>> > Thanks for your help.
>> >
>> > At present I calculate the number of days in the past period
> since the last volume spike using the following formula:
>> > BackRef = 150; // Number of days to look back
>> > DaysSinceLastVolumeSpike = BarsSince(V>(MA(V,BackRef)+StDev
> (V,BackRef)));
>> >
>> > Now I want to find the number of days in the future period till
> the next volume spike.
>> > For example, if today I select a past date (suppose 22nd Jan
> 2008) both  in the 'from' and in the 'to' boxes of 'Range'
> in 'Automatic Analyssis' and press the 'Explore', maybe it will show
> to me that the next volume spike took place 9 days after 22nd Jan
> 2008.
>> >
>> > I hope I have explained in an understandable manner.
>> >
>> > Can you please guide me now?
>> >
>> > Best regards,
>> >
>> > Vinay
>> >
>> > On Sun, 01 Jun 2008 07:04:28 +0530, Graham <kavemanperth@>
> wrote:
>> >
>> >> Not sure what you are asking
>> >> What is the future that you want?
>> >>
>> >
>> > ------------------------------------
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>>
>
> --- End forwarded message ---
>
>
>




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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links






------------------------------------

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
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