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[amibroker] Re: BarsSince returns nulls, why?



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It's not clear what code you were testing since your mixing two snippets together that don't coincide with each other.

The point that I'm trying to make is this: BarsSince returns the number of bars since the *last non zero value*.

Breaking it down to the most simplified form;

-- begin file --
// At this point BarsSince(Buy) is "never" or an error depending on whether Buy array is considered undefined here. Sorry I don't have AmiBroker at my disposal.

Buy = 0;
// At this point BarsSince(Buy) is "never", there are no non zero values.

Buy = <any non zero value or array>
// At this point BarsSince(Buy) is the number of bars since last non zero value.
-- end file --

Your observations would seem to suggest that "never" maps to 1e+010. If 1e+010 is the representation of null, then so be it. Again, I don't have AmiBroker in front of me right now to test.

Are you suggesting that you have found a case where you have assigned a *non zero value* to Buy and then found BarsSince(Buy) to be null?

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx> wrote:
>
> Lets forget the logic and figure out why the first barssince assignment always returns nulls. I took all the time and other conditions out and just assigned 
> 
> buy  = cover = maUp;
> sell = short = maDn;
> 
> I assigned sinceBars for all 4 cases above and below the assignment of buy, sell, short and cover and barssince still returns nulls before and true values after. If barssince can never return good values before a logic statement how can it ever be used? I have used barssince before and never ran into this. I must be missing something very basic.
> 
> Buy	= Sell = Short = Cover = 0;
> 
> // barssince returns null here
> bsBuy 	= BarsSince(Buy);
> bsSel 	= BarsSince(Sell);
> bsSht 	= BarsSince(Short);
> bsCov 	= BarsSince(Cover);
> StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy , bsSel, bsSht, bsCov);
> 
> Buy	= fMAup;
> Short 	= fMAdn;
> Sell	= fMAdn;
> Cover	= fMAup;
> 
> // barssince returns the true values here
> bsBuy 	= BarsSince(Buy);
> bsSel 	= BarsSince(Sell);
> bsSht 	= BarsSince(Short);
> bsCov 	= BarsSince(Cover);
> StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy , bsSel, bsSht, bsCov);
> 
> Why is the first barssince always null?
> 
> Thanks,
> Barry
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > I haven't tested this out. But, what value would you expect if the condition you are looking for has never happened?
> > 
> > Zero means most recent occurence is current bar, 1 means one bar ago, 2 means two bars ago, etc. What value means "never happened yet"?
> > 
> > Based on your observations, presumably the answer is 1e+010. You will need to handle that scenario in your logic.
> > 
> > Mike
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@> wrote:
> > >
> > > I must be brain dead this morning. BarsSince is not working as expected. I am trying to use BarsSince in the signal logic but when I try to set the values before the buy sell short and cover the value returned is null, 1e+010. That doesn't make sense. If I get the values after the signals are set the values are correct. But this prevents them from being use in the signal logic. 
> > > 
> > > Why doesn't BarsSince return the correct values in the first assignment?
> > > 
> > > The code follows.
> > > 
> > > Thanks,
> > > Barry
> > > 
> > > // BarsSince test
> > > #include <AT Functions\Colors.afl>
> > > 
> > > fMA = MA(C, 5);
> > > fMAup = fMA >= Ref(fMA, -1);
> > > fMAdn = fMA < Ref(fMA, -1);
> > > Plot(fMA, "MA", MA1color);
> > > 
> > > sysTime = TimeNum();
> > > tradeTime = IIf(sysTime >= 73000 AND sysTime < 161500, True, False);
> > > 
> > > Plot( C, "Close", pricecolor, styleNoTitle | styleBar ); // shows all style options
> > > 
> > > Buy	= Sell = Short = Cover = 0;
> > > 
> > > // #### First assignment
> > > // barssince returns null here
> > > bsBuy 	= BarsSince(Buy);
> > > bsSel 	= BarsSince(Sell);
> > > bsSht 	= BarsSince(Short);
> > > bsCov 	= BarsSince(Cover);
> > > StrFormat("sysTime=%g, TradeTime=%g \nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g",sysTime, tradeTime, bsBuy , bsSel, bsSht, bsCov);
> > > 
> > > Buy	= tradeTime AND fMAup; // works fine
> > > // when I try to use barssince the buy logic is never true.
> > > Buy	= tradeTime AND fMAup AND bsBuy > bsSell; // never true
> > > 
> > > Short 	= tradetime AND fMAdn;
> > > Sell	= tradetime AND fMAdn;
> > > Cover	= tradetime AND fMAup;
> > > 
> > > // #### Second assignment
> > > // barssince returns the true values here
> > > bsBuy 	= BarsSince(Buy);
> > > bsSel 	= BarsSince(Sell);
> > > bsSht 	= BarsSince(Short);
> > > bsCov 	= BarsSince(Cover);
> > > 
> > > StrFormat("\nBS buy=%g, BS sell=%g \nBS short=%g, BS cover=%g", bsBuy , bsSel, bsSht, bsCov);
> > > 
> > > PlotShapes(Buy 	* shapeUpArrow, uparrow, 0, Low, -5);
> > > PlotShapes(Sell * shapeDownArrow, dnarrow,0, High, -5 );
> > > PlotShapes(Short * shapeHollowDownArrow, dnarrow, 0, High, -20 );
> > > PlotShapes(Cover * shapeHollowUpArrow, uparrow, 0, Low, -20);
> > >
> >
>




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