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Title: AFL Function Reference - MEDIAN
Hi Searnp --
The User's Guide states:
MEDIAN
- calculate median (middle element) |
Statistical functions
(AFL 2.5) |
| SYNTAX |
Median( array, period )
|
| RETURNS |
ARRAY |
| FUNCTION |
The Median function - finds median (middle element) value of the
array over period elements. |
| EXAMPLE |
// list only
symbols which volume is greater than
// median Volume from past 50 days
Filter =
Volume >
Median( Volume, 50 );
AddColumn( V, "Volume" ); |
Period must be a scalar -- a constant. When you run this code:
RM = Median(Close, BarIndex() + 1);
The entire Close array is passed to the Median function at one time. The value of BarIndex changes with each element of the Close array. Looked at simplistically, the afl processor does not know which value of BarIndex to use, so it coughs.
You will have to write your own function using looping code.
Before you start, are you certain that you want the median value of an expanding list of data values? Today's value will depend on how much data was loaded, which is generally not a good programming or systems idea. Will Median(C,50), or some variation, give you what you need?
Thanks,
Howard
On Mon, Nov 3, 2008 at 11:26 AM, searnp <searnp@xxxxxxxxx> wrote:
I am trying to calculate a running median that starts at bar 0.
Code:
RM = Median(Close, BarIndex() + 1);
Then I get the following error message:
Error 5. Argument #2 has incorrect type (the function expects different argument type here)
I am using "Barindex() + 1" to get a running count at each bar to be used in the median's lookback period. Is there a way to implement this?
Thanks.
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