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Re: [amibroker] PREV of MS in AmiBroker

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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 -----
From: Yves
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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