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[amibroker] Re: AFL loop question



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Hello Rich,

I have done this using variations of the code at the bottom of the 
Pivots post (not so called 'Pivots' at the top which are really 
volatility bands).

I have quantified ROC(pivots) and identified serial pivots using 
Valuewhen(Pivot,1) etc.... that was a while ago ... the memory fades.

Note this version is sophisticated enought to 'count'bars with == 
lows or highs but I have also used simpler versions with only three 
bars that have differential H or L.



http://zboard.wordpress.com/




--- In amibroker@xxxxxxxxxxxxxxx, "richpach2" <richpach2@xxx> wrote:
>
> G'Day Graham,
> 
> Thank you for your comprehensive reply. All the rules you have 
listed
> seem logical as a statement. I learn by example so, I need to 
analyze
> a few examples to gain a better understanding of looping functions.
> 
> I am trying to write a code which will detect first higher low 
trough
> after a downtrend move which can be defined as two lower low troughs
> and two lower low peaks. I am not sure if Zig function is best to do
> that. Should I consider loops for this or use existing Zig function.
> I could not locate anything in the library of similar nature so, I 
can
> use is as an example of such a trend detection pattern.
> Are you aware of any existing AFLs which addresses this or similar
> pattern detection?
> 
> Kind Regards
> Richard
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >
> > As a general rule I use loops when
> > 
> > 1. Existing AB functions cannot fulfil requirements.
> >       eg use of AMA, Zig, Cum, or ApplyStop functions, or one of 
the
> > many others available
> > 
> > 2. The current bar value of a variable is calculated using the
> > previous bar value of that same variable.
> >        eg EMA if that was not already a built in function in AB
> > 
> > 3. The value of a variable is determined from a specific 
occurrence of
> > a true condition, where that condition can have true values after 
that
> > specific occurrence.
> >        eg trail stop value after Buy signal, that is not one of 
the
> > existing ApplyStop function possibilities.
> >            This could be one that if could write simply would be
> > HighestSince( Buy, H - ATR( 10 ) ), but this gets reset by any
> > subsequent buy signals that you may not want to remove
> >            AB Applystop (ModePoint) currently has 2 possibilities 
if
> > my memory is correct, they are
> >                A: Non-Volatile  HighestSince( Buy, H ) - ValueWhen
(
> > buy, ATR( 10 ) ); and
> >                B: Volatile        HighestSince( Buy, H ) - ATR( 
10 );
> >            These bits of code would vary if you have a entry delay
> after signal.
> > 
> > 4. Loop through a set number series that have no direct relation 
to
> > bar array identification as normally used in bar loops
> >       eg for( n=1; n<=5; n=n+2 )
> > 
> > 5. Probably some others as well, but have written so many cannot
> > always remember everything.
> > 
> > Hopefully my examples of code above are correct, I just typed them
> > into here from my poor memory
> > 
> > -- 
> > Cheers
> > Graham Kav
> > AFL Writing Service
> > http://www.aflwriting.com
> > 
> > 
> > 
> > 2009/2/20 richpach2 <richpach2@>:
> > > Hello,
> > >
> > > Can some please expain use of loop (if, while etc) expression 
in AFL?
> > > When do one need to use a loop and when can one just rely on
> > > processing of the array bar-by-bar. I am still learining AFL 
language
> > > and this area is a bit grey.
> > >
> > > I noticed many Stop processing AFL use "for" loop but I don't
> > > understand why.
> > > Also, if I can use this statement toi define EMA;
> > >
> > > P = ParamField("Price field",-1);
> > > Periods = Param("Periods", 15, 2, 300, 1, 10 );
> > > Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color",
> > > colorCycle ), ParamStyle("Style") );
> > >
> > > why would I try this AFL doc example;
> > >
> > > myema[ 0 ] = Close[ 0 ];
> > > for( i = 1; i < BarCount; i++ )
> > > {
> > >    myema[ i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];
> > > }
> > > This example iterates all bars of close array to calculate
> > > exponential moving average.
> > >
> > > Regards
> > > Richard
> > >
> > >
> > >
> > > ------------------------------------
> > >
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> > >
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> > >
> > >
> > >
> >
>




------------------------------------

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