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Re: [amibroker] Re: Trading Research and its Statistics



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Title: Re: [amibroker] Re: Trading Research and its Statistics

Hello,


fwiw, streaks are easier calculated using Sum(), this also allows placing the AddColumns() in a loop for n (Plots for testing only):


Day10Dn=C < Ref(C,-1) AND Ref(C,-1)< Ref(C,-2)AND Ref(C,-2)< Ref(C,-3)AND

Ref(C,-3) < Ref(C,-4)AND Ref(C,-4) < Ref(C,-5)AND Ref(C,-5)< Ref(C,-6)AND

Ref(C,-6) < Ref(C,-7)AND Ref(C,-7) < Ref(C,-8)AND Ref(C,-8) < Ref(C,-9) AND

Ref(C,-9) < Ref(C,-10);


// shorter method:

n = 10;

Day10Dn = Sum(C<Ref(C,-1),n)==n;


Best regards,

herman





Saturday, January 31, 2009, 10:25:13 AM, you wrote:


>

--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> wrote:

>

> Price persistency formula in the AFL library has exactly what you are looking for.


That's a nice exploration.


For anyone interested, I've extended it to provide parameterized colors on the output columns here  .



 

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