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IIF works on *both* arrays and scalars, if both arguments are scalar it will return scalar.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "edwol53" <edwol@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 28, 2009 8:42 AM
Subject: [amibroker] Re: Trailing stop does not work -
> Keith
>
> Thanks for your input BUT this is TJ's code, I would expect that it would be correct, I recall reading somewhere that assigning a
> scalar in this fashion works as a Logical AND for scalars againts the entire array.
>
> I had to stare at this for a while myself.
>
> Any other sugesstions?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>>
>> In the code below, TL[i] is a 'value'. IIf() operates on arrays and
>> returns an 'array'. Therefore, you are trying to set a 'value' equal to
>> an array, which is impossible.
>>
>> TL[ i ] = IIf( Cond1 AND Stop[ i ] > Value3, Stop[ i ],
>> IIf( Cond1 AND Stop[ i ] < Value3, Value3,
>> IIf( NOT Cond1, Prev, Stop[ i ] * HoldingDays[ i ] ) ) );
>>
>> Re-read User Manual and/or Help regarding arrays. Re-read it again, and
>> again.
>> This is a classic mistake made by many AFL newbees.
>>
>>
>> edwol53 wrote:
>> >
>> >
>> > Hello
>> >
>> > Could any AFL expert or any one else see why the traing stop (for long
>> > side) in the code below does not work?
>> >
>> > I have uploaded a PDF ("PROFIT LOCKING AND THE RELATIVE PRICE
>> > CHANNEL-2.pdf "
>> > http://f1.grp.yahoofs.com/v1/0IVuSoMsbmfIJkS8BkrK-OzCjyoqwQfjxR02zpQSIVvPq-fWYu_5Bakzj2IZQxSdhHaawLCqyDLqtawdnYI3uJezUqn-/PROFIT%20LOCKING%20AND%20THE%20RELATIVE%20PRICE%20CHANNEL%202.pdf
>> > <http://f1.grp.yahoofs.com/v1/0IVuSoMsbmfIJkS8BkrK-OzCjyoqwQfjxR02zpQSIVvPq-fWYu_5Bakzj2IZQxSdhHaawLCqyDLqtawdnYI3uJezUqn-/PROFIT%20LOCKING%20AND%20THE%20RELATIVE%20PRICE%20CHANNEL%202.pdf>)
>> >
>> > of screen shots of Amibroker and the working version of Metastock for
>> > the same indicator in the files section for temporary reference.
>> >
>> > There seems to be an intial value that I cannot see where it
>> > originates from. There are some commented out attempts to see where
>> > the problem left in the code below that can be deleted - they give the
>> > same result.
>> >
>> > Thanks in advance for some input
>> > Ed
>> >
>> > Code:
>> > //PROFIT LOCKING AND THE RELATIVE PRICE CHANNEL
>> > //Amended - 27 July 2009
>> > //S&C Traders' Tips Issue 1/2008
>> > Version(5.20); //Requires v5.20
>> > SetBarsRequired(sbrAll); //Use all available bars
>> > dt = ParamDate("Date of the trend", "2008-11-21" ); // get start date
>> > Value1 = Param("Bearish Periods", 21, 3, 55 );
>> > Value2 = Param("Multiplication Factor", 3.8, 1, 10 );
>> > Value3 = Param("Initial Stop", 10, 0, 1e6 );
>> > Value4 = Param("Channel Periods", 21, 3, 55 ); // Channel Periods
>> > Value5 = Param("Overbought region", 75, 1, 100 ); // Overbought region
>> > Value6 = Param("Channel Smoothing", 1, 1, 10 );
>> >
>> > Start = Cross(DateNum(),dt);
>> > Started = Flip(Start, 0);
>> >
>> > HoldingDays = BarsSince( DateNum() < dt );
>> >
>> > Index = RSI( Value4 );
>> > OB = EMA( Index - Value5, Value6 );
>> > Bullish = Close - ( Close * OB/100 );
>> >
>> > //Calculate trailing stop line
>> > TL = Null;
>> > Stop = Null;
>> > Prev = 0; //Temporary scalar variable
>> > trailstop = 0;
>> >
>> > Bearish = Sum( abs( Low - Ref( Low, -1 ) ), Value1 ) / Value1;
>> > RangeA = Sum( Close - Low, Value1 ) / Value1;
>> > Stop = Close - ( ( Bearish + RangeA ) * Value2 );
>> >
>> > for( i = 1; i < BarCount; i++ )
>> > {
>> > if(Started[i] == 0 ) continue;
>> > Prev = TL[ i - 1 ];
>> > Cond1 = Stop[ i ] > Prev;
>> >
>> > // if(NOT(Started[i-1]) AND Started[i]) TL[i-1] = Value3; //OR use
>> > TL[i-1] = Stop[i-1];
>> >
>> > /* if( Stop[ i ] > Prev AND Stop[ i ] > Value3)
>> > trailstop = Stop[ i ];
>> > else
>> > if( Stop[ i ] > Prev AND Stop[ i ] < Value3)
>> > trailstop = Value3;
>> > else
>> > if( Stop[ i ] <= Prev)
>> > trailstop = Prev;
>> > else trailstop = Stop[ i ] * HoldingDays[ i ] ;
>> > TL[ i ] = trailstop;
>> > */
>> > /*
>> > TL[ i ] = IIf( Stop[ i ] > Prev AND Stop[ i ] > Value3, Stop[ i ],
>> > IIf( Stop[ i ] > Prev AND Stop[ i ] < Value3, Value3,
>> > IIf( Stop[ i ] <= Prev, Prev, Stop[ i ] * HoldingDays[ i ] ) ) );
>> > */
>> >
>> > TL[ i ] = IIf( Cond1 AND Stop[ i ] > Value3, Stop[ i ],
>> > IIf( Cond1 AND Stop[ i ] < Value3, Value3,
>> > IIf( NOT Cond1, Prev, Stop[ i ] * HoldingDays[ i ] ) ) );
>> >
>> > }
>> > /* _TRACE(" i = " + NumToStr(i, 1.0) + " index date = " + NumToStr(dt,
>> > 1.0) + " Stop i = " + NumToStr(Stop, 3.0) + " TL[i] = " + NumToStr(TL,
>> > 3.0)); */
>> >
>> > // TL = IIf( HoldingDays == 0, Null, TL ); // Plot from the input date
>> > Bullish = IIf( HoldingDays == 0, Null, Bullish );
>> >
>> > Plot( C, "Price", IIf( C > O, colorGreen, colorRed ), styleCandle );
>> > Plot( TL, "TL", colorBlue );
>> > Plot( Stop, "Stop", colorGreen );
>> > // Plot( Prev, "Prev", colorRed );
>> > // Plot( Bullish, "Bullish", colorLightGrey );
>> > // PlotOHLC( TL, TL, Bullish, Bullish, "", ColorRGB( 230, 230, 230),
>> > styleCloud | styleNoLabel );
>> > Title = "{{NAME}} - {{DATE}} - {{VALUES}}";
>> >
>> >
>>
>
>
>
>
> ------------------------------------
>
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------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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