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RE: [amibroker] Re: Close > At least 4 of the previous 5 Closes



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You are right
but this one probably will
c >= ref(percentile(c, 5, 80), -1);


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Mike
Sent: Friday, 12 September 2008 12:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Close > At least 4 of the previous 5 Closes

I haven't tested, but I don't think that that will work. Given a
history of:

7,7,8,7,10 and current value of 9

Ref(HHV(C, 5), -1) will give 10, correct?

The current value of 9 is not greater than 10 so we get false (or 0).
But, 9 *is* greater than each of 7,7,8,7 so we actually wanted a true
(or 1) here since the current value of 9 is greater than at least 4 of
the preceding 5 values.

Mike

--- In amibroker@xxxxxxxxxps.com, "Paul Ho" <paul.tsho@x..> wrote:
>
> c > ref(hhv(c,5), -1)
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of Mike
> Sent: Friday, 12 September 2008 11:26 AM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Re: Close > At least 4 of the previous 5 Closes
>
>
>
> That would give the number of times within the period that a close
was
> higher than its *immediately* preceding close. But, it would not
give
> the number of times that the current close was higher than *all*
> preceding closes for that period as is being requested.
>
> There may be a more direct way, but the following would probably do
it
> for you:
>
> Count = 0;
>
> for (i = 1; i <= 5; i++) {
> Count += IIF(Close > Ref(Close, i * -1), 1, 0);
> }
>
> Condition = Count >= 4;
>
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "Gordon Sutherland" <gosuth@>
> wrote:
> >
> > Try the following:
> >
> > HigherClose = C > Ref(C,-1);
> > HigherThanLast4 = Sum(HigherClose,5) > 4;
> > Plot(HigherThanLast4,"",colorBlue,2);
> >
> > Cheers,
> >
> > Gordon Sutherland
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@yahoogrou <mailto:amibroker%40yahoogroups.com>
ps.com]
> On Behalf
> > Of ozzyapeman
> > Sent: Friday, 12 September 2008 12:36 p.m.
> > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> > Subject: [amibroker] Close > At least 4 of the previous 5 Closes
> >
> >
> > Quick question - is there a compact way to write the following:
> >
> > Close > At least 4 of the previous 5 Closes
> >
> > I know I can write out each case like:
> >
> > Case_1 =
> > C > ref(C,-1) and C > ref(C,-2)and C > ref(C,-3)and C > ref(C,-
4)and
> C >
> > ref(C,-5)
> >
> > Case_2 =
> > C < ref(C,-1) and C > ref(C,-2)and C > ref(C,-3)and C > ref(C,-
4)and
> C >
> > ref(C,-5)
> >
> > etc....
> >
> > and then write if Case _1 or Case _2 or Case_3 or ...
> >
> > But I'm guessing there must be a simpler way to do this?
> >
> > Any feedback appreciated.
> >
>

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