[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] simple High value question



PureBytes Links

Trading Reference Links

Buy = Cross(C, MA(C, 100));
PrevBarHH = HHV(Ref(H, -1), 20);
HHPreviousNBars = ValueWhen(Buy, PrevBarHH);
Plot(C, "Close", colorLightBlue, 128);
PlotShapes(Buy * shapeUpArrow, colorGreen, 0, L, -12);
Plot(HHPreviousNBars, "HHPreviousNBars", colorRed, 1);

Thomas
www.PatternExplorer.com



From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Noah Bender
Sent: Sunday, March 29, 2009 3:01 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] simple High value question


Here is a simple question. 

I am trying to code this -HHV (highest bar) of previous 20 bars from signal
bar . 

Meaning once I have a signal bar I would like to find the high value of the
previous 20 bars before the signal bar. 

anyone know how to code that? I am sure it is not to hard  

thanks 
noah 







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

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/