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Sorry about the ambiguity. I think I need to use a loop to do this. Let me try giving an example using a daily bar. Let's say on July 20th, the Close of my stock price was 100. My calculated array on July 20th was 50. As a matter of fact, the value of my calculated array was 50 every day going all the way back to July 1st. On July 15th, the Close was 30 and the calculated array was still 50. I am not interested in this crossover; on July 20th, I am interested in the value of Close on July 20th only. Going back to July 1st, the value of my calculated array was 150. This is the value I am interested in, because it is higher than the value of Close on July 20th (which was 100 as above).
I imagine this isn't too clear, but I think it helped me to think this through and maybe solve it.
Marty
--- In amibroker@xxxxxxxxxxxxxxx, "corvidsystems" <corvidsys@xxx> wrote:
>
> Your description is very ambiguous (at least to me) but nevertheless if the "peak" as you describe it had a higher-than/less-than relationship with the "close" then at some point they must have crossed over or under. If it proceeds to "ascend" or "descend" from that point on, then you are looking for the HHV or LLV ending with the point of crossover/under (using the triggers in my last response):
>
> Peak = LLV(myArray, BarsSince (BuyTrigger));
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "maustin30062" <Martin.austin@> wrote:
> >
> > Thank you for your response. In actuality, I am not looking for a crossover. I am just looking for the last time a value (I used moving average as an example, but the actual array I am using is really a type of peak, so it doesn't change continuously). I am actually looking for the last value of this peak when it was less than the current bar's close (not when the close of a bar crossed the peak).
> >
> > Marty
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "corvidsystems" <corvidsys@> wrote:
> > >
> > > In essence, you are looking for a CrossOver, CrossUnder (for example):
> > >
> > > ---------------------
> > > MyMA=MA(C,30);
> > >
> > > BuyTrigger = Cross(Ref(C,-1),Ref(MyMA,-1));//Previous bar's close went above MyMA
> > > ShortTrigger = Cross(Ref(MyMA,-1),Ref(C,-1));//Previous bar's close went under MyMA
> > >
> > > Buy=BuyTrigger;
> > > BuyPrice=Min(Ref(C,-1), Ref(O,0));
> > >
> > > Short=ShortTrigger;
> > > ShortPrice=Max(Ref(C,-1), Ref(O,0));
> > >
> > > ---------------------
> > >
> > > Hope that helps
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "maustin30062" <Martin.austin@> wrote:
> > > >
> > > > Can anybody help me with this?
> > > >
> > > > I would like to look back to see when the the moving average of close is less than the current bar's value of close. That is, I am looking for the last value of MA(C,30) that is less than the value of C at a given bar. In essence, I want to hold the value of Close constant for each bar and compare it to the array MA(C,30). Using the following:
> > > >
> > > > x = valuewhen(C < MA(C,30),MA(C,30));
> > > >
> > > > gives a value of the moving average where the value of C at that bar was less than the moving average (i.e. it compares C and the moving average at the same bar). I can use LastValue(C) to get the most current value, but of course, can't backtest it.
> > > >
> > >
> >
>
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