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I am trying to make the stochastic periods adapt to volitility somehow.
i can do this using lastvalue but then i cant backtest it.
i want to make the stochastic periods =
(hhvbars(h,288)-llvbars(L,288))
--- In amibroker@xxxxxxxxxxxxxxx, Alan Northam <alan@xxx> wrote:
>
> Instead of giving the code to debug perhaps if you describe the function
> you are trying to perform someone can help you with another way to code it.
>
> j0etr4der wrote:
> >
> > I cannot help you with a solution, but can tell you there are only a
> > limited number of functions that can accept an array as an argument.
> > You might be able to do this in loop.
> >
> > Good luck.
> >
> > >From the User's Guide somewhere:
> >
> > The following functions support variable periods (where periods
> > parameter can be array and change from bar to bar):
> >
> > * AMA
> > * AMA2
> > * MA
> > * DEMA
> > * TEMA
> > * HHV
> > * HHVBars
> > * LLV
> > * LLVBars
> > * LinRegSlope
> > * LinearReg
> > * LinRegIntercept
> > * Ref
> > * StdErr
> > * Sum
> > * TSF
> > * WMA
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> > "jilm_jones" <Jilm_Jones@> wrote:
> > >
> > >
> > >
> > > say i want to write this:
> > >
> > > t=hhvbars(h,100);
> > > x=stochk(t);
> > >
> > > plot(x....
> > >
> > > i cant use lastvalue(t);
> > >
> >
> >
>
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