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Yep. That's what I thought and tried. . .
>
> Top = BarsSince(CurDD==0)==0 AND MaxDD == Ref(MaxDD,-1) AND
BIR;
Finding
it "prior to" where the MaxDD occurred is the trick. It finds every
occurrence of the places where CurDD == 0. ValueWhen to try and get the
most recent occurrence of CurDD==0 seemed not to work.
Another
hint?
The bar you are looking for will be
BarsSince(CurDD == 0) bars prior to where the MaxDD ocurred
...
----- Original Message ----- From: Ken Close
Date: Thursday, August 14, 2008 12:37 pm Subject: RE:
[amibroker] Another Code Puzzle To: amibroker@xxxxxxxxxxxxxxx
>
Absolutely. Thanks. > > . . .now the bar associated with the
CurDD==0 just preceding > the bar on > which
MaxDD==LastValue(MaxDD) is . . . ? > > Seriously, I tried to find
the bar (date) associated with the > beginning of > the MaxDD but
it still alludes me. > > > MDD = MaxDD==LastValue(MaxDD) AND
CurDD==MaxDD; > MDDBar = ValueWhen(MDD,BarIndex(),1); > //Top =
BarsSince(CurDD==0)==0 AND AND BIR; > Top2 =
ValueWhen(CurDD==0,BarIndex(),1); > Top3 =
ValueWhen(MDD==1,BarIndex()); > Top = BarsSince(CurDD==0)==0 AND MaxDD ==
Ref(MaxDD,-1) AND BIR; > Top2X = BarIndex()==Top2 AND BIR AND MaxDD !=
LastValue(MaxDD); > > Nothing works. > > _____
> > From: amibroker@xxxxxxxxxxxxxxx >
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf > Of
ftonetti@xxxxxxxxxxxxx > Sent: Wednesday, August 13, 2008 4:07 PM >
To: amibroker@xxxxxxxxxxxxxxx > Subject: Re: [amibroker] Another Code
Puzzle > > > I assume what you'd be looking for is the bar
on which MaxDD = > LastValue(MaxDD) and CurDD = MaxDD ... > >
----- Original Message ----- > From: Ken Close > Date: Wednesday,
August 13, 2008 1:59 pm > Subject: [amibroker] Another Code Puzzle >
To: amibroker@xxxxxxxxxxxxxxx > > > Once again, I stumble across
seemingly simple things that are > > hard (for me) > > to
do. > > > > Task: Find the Date of the MaxDD which occurs in
a price > series > > (Equity or > > price). >
> More complex task: Find the Date when the current MaxDD > started,
> > ie, the > > highest price associated with the
MaxDD. > > > > FredT has had code for finding the MaxDD since
almost from > when > > AB started. > > We all have
used it countless times. > > Yet I can not adapt or adopt it to finding
the date when the > > MaxDD occurs > > much less find the
Date of the highest price associated with > the > > Maxdd.
> > Can anyone suggest an approach? > > > >
Ken > > > > Code snippits: > > > >
> > > > > > BIR = IIf(Status("BarInRange") > 0,
1, 0); > > Price = C; > > MaxPrice = Highest(Price); >
> CurDD = IIf(BIR, 100 * (MaxPrice - Price) / MaxPrice, 0); > >
MaxPriceDate = IIf(BIR,ValueWhen(MaxPrice != > >
Ref(MaxPrice,1),DateTime(),0),0); > > MaxDD = Highest(CurDD); >
> RCurDD = round(CurDD * 100) / 100; > > MaxDD =
Highest(CurDD); > > MaxDDDate = ValueWhen(MaxDD !=
Ref(MaxDD,-1),DateTime(),0); > > > > This last line, my
attempt, is not correct; it works some of > the > > time
but > > not with all cases. > > > > > >
> > > >
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