Hello,
This MS code:
result = (C>HautP AND C>BasP,5,
If(C<BasP,0,PREV))
can be translated to:
result = 0;
for( i = 1; i < BarCount; i++ )
{
prev = result[ i - 1];
result[ i ] = IIF( C[ i ] > HautP[ i ] AND C[ i ]
> BasP[ i ], 5, IIF( C[ i ] < BasP[ i ], 0, prev ) );
}
Although loop version is longer, it will execute 100 faster than in
Metastock, because
MS PREV is extremely inefficient.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, October 24, 2009 6:45
AM
Subject: [amibroker] PREV of MS in
AmiBroker
I?m try to translate this formula(Metastock) in Amibroker(AB)
(C>HautP AND C>BasP,5,
If(C<BasP,0,PREV))
A guy from AB said to use the loop.
I?m use a formula on site Internet of AB(Percentage Trail
Stop)
Why when I?m use my Formula, I?m obtain :
Error 6. Condition in IF, WHILE, FOR statements has to be Numeric or
Boolean type. You can not use array here, please use [] (array subscript
operator) to access array elements
And when I?m use the formula Percentage Trail Stop,
I don?t obtain ERROR 6
?????????????
WHY ???????
Thank
YLTech
|
Percentage Trail Stop |
My Formula |
|
StopLevel = Param("Percentage Trail
Stop",0.05,
0.01,
0.6,
0.01 );
LK= 50;
FF= 10;
A1= IIf(
L> Ref(HHV( Close,LK),-5),
1,
0);
A2= Sum( A1, LK )
;
A3= IIf(C>0, FF,
0);
Buy = Cross(A2,A3);
Sell = 0;
trailARRAY = Null;
trailstop = 0;
for ( i = 1; i <
BarCount; i++ )
{
if(
trailstop == 0 AND Buy[ i ] )
{
trailstop = High[ i ] * ( 1-stoplevel);
}
else
Buy[ i ] = 0; // remove excess buy
signals
if(
trailstop > 0 )
{
trailstop = Max( High[ i ] * (1-stoplevel),
trailstop );
trailARRAY[ i ] = trailstop;
}
if(
trailstop > 0 AND Low[ i ] < trailstop )
{
Sell[ i ] = 1;
SellPrice[ i ] = trailstop;
trailstop= 0;
}
}
PlotShapes (Buy*shapeUpArrow,colorBlue,0,Low);
PlotShapes (Sell*shapeDownArrow,colorRed,0,High);
Plot (
Close,"Price",colorBlack,styleBar);
Plot ( trailARRAY,"trailing stop level", colorRed ); |
_SECTION_BEGIN ("Cr.HautP.");
TimeFrameSet ( inDaily
); // switch now to Daily
HautP= Ref(H,-1) ;
BasP= Ref(L,-1)
;
TimeFrameRestore ();
// restore time frame to
original
StopLevel = BasP ;
Buy = Cross(C,HautP) ;
Sell = 0 ;
trailARRAY = Null;
trailstop = 0;
for ( i = 1; i <
BarCount; i++ )
{
if(
trailstop == 0 AND Buy[ i ] )
{
trailstop = HautP ;
}
else
Buy[ i ] = 0; // remove excess buy
signals
if(
trailstop > 0 )
{
trailstop = Max( HautP, trailstop );
trailARRAY[ i ] = trailstop;
}
if(
trailstop > 0 AND Low[ i ] < trailstop )
{
Sell[ i ] = 1;
SellPrice[ i ] = trailstop;
trailstop= 0;
}
}
PlotShapes (Buy*shapeUpArrow,colorBlue,0,Low);
PlotShapes (Sell*shapeDownArrow,colorRed,0,High);
Plot (
Close,"Price",colorBlack,styleBar);
Plot ( trailARRAY,"trailing stop level", colorRed );
_SECTION_END (); |
Merci
YLTech ( Yves L.
)
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