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Another small question... Sorry for not including it in the last message.
In the formula that you suggested, the problematic bar is found because it is the HHV of the last 25 bars. However, because it is the HHV doesn't mean it is bad. I wanted to define the problematic bar as a bar that would have a volume 10 (or 20) times higher than the bar before and the bar after. There must be a way to do this, but I am not sure how.
Thanks again,
Louis
2008/7/1 Louis Préfontaine < rockprog80@xxxxxxxxx>:
Hi Graham,
What I am trying to do is to spot "fake" volume; that is, when there is a big exchange with a volume that is not relevant.
Here is what I tried (with your code):
Bar10 = ValueWhen( HHVBars(H,25)==0, Ref(V,-1) );
Bar01 = ValueWhen( HHVBars(H,25)==0, Ref(V,1) );
Bar0 = ValueWhen( HHVBars(H,25)==0, V);
Then I tried
Buy = Bar0>Bar01;//I just wanted to see it it worked on a selected ticker with the problem.
But it didn't work. Bar 0 is the problematic bar and volume there is like 50 times greater than Bar 10 or Bar 01. What is wrong with the code?
Thanks,
Louis
2008/7/1 Graham < kavemanperth@xxxxxxxxx>:
You could try this to get volume on bars before and after the hhv bar
Bar10 = valuewhen( hhvbars(h,25)==0, ref(v,-1) );
Bar01 = valuewhen( hhvbars(h,25)==0, ref(v,1) );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/2 sidhartha70 <sidhartha70@xxxxxxxxx>:
> Use something like,
>
> BarsSince(HHV(V,25));
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@xxx>
> wrote:
>>
>> Hi again,
>>
>> Another question is puzzling me. Tried to find the answer in the
> manual,
>> but didn't found' it. Luckily, this one should be easy for most
> experienced
>> users.
>>
>> I want to get the HHV of volume of a bar HHV (V,25) but then be
> able to
>> reference the bar before that or after that. Is it possible to get the
>> value of the HHV bar and then be able to get the date of that bar so
> I could
>> use it to determine what happened before or after that bar.
>>
>> E.g. Bar = HHV (V,25);
>> Bar > ref (Bar,-1);
>>
>> Etc.
>>
>> Thanks,
>>
>> Louis
>>
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