[amibroker] Re: Exploration on last bar in chart

["Mike" <sfclimbers@xxxxxxxxx>]

You cannot tell which stocks have turned on the last day (today) because you do not yet know what tomorrow's price is. The best you can do is find which stocks turned on the previous day, as confirmed by today (the last day), which is exactly what your code is doing.

Mike 

--- In amibroker@xxxxxxxxxxxxxxx, "s2trader" <sudarshansukhani@xxx> wrote:
>
> Mike,
> 
> I wish to identify stocks which turned on the last day. I am getting stocks that turned before the last day.
> 
> Thanks.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Hi,
> > 
> > What exactly is your question?
> > 
> > Mike 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "s2trader" <sudarshansukhani@> wrote:
> > >
> > > I am migrating from Easylanguage to AFL. I wrote an exploration to identify the change in direction of High or low standard error bands. My settings are: n days: 1, since I wished to get a list of tocks that have turned on the last day. 
> > > 
> > > The last date is March 4. But I am getting stocks that made the turn one day earlier on march 3. Which means the pivot low was made on March 3 - March 3 is higher than March 2, March 2 is lower than previous day, thus March 2 pivot is confirmed on March 3. The database is end of day. The code is given below. Help will be appreciated.
> > > 
> > > Periods = Param("Standard Error", 8, 3, 100, 1); 
> > > 
> > > 
> > > function SteBand( array, periods, upper ) 
> > > { 
> > >   Lr = LinearReg( array, periods ); 
> > >   se = StdErr( array, periods ); 
> > >   return LR + IIf( upper, 1, -1 ) * 2 * se; 
> > > } 
> > > 
> > > upperstderrband = MA(SteBand( C, Periods, True ),3); 
> > > lowerstderrband = MA(SteBand( C, Periods, False ),3); 
> > > midstderrband = (upperstderrband + lowerstderrband )/2; 
> > > 
> > > ThisIsLastBar = BarIndex() == LastValue( BarIndex() ); 
> > > 
> > > IsVolume = Volume * Close > 10000000;
> > > 
> > > HighMovesDown = Ref(upperstderrband,-1) > upperstderrband AND Ref(upperstderrband,-1) > Ref(upperstderrband,-2);
> > > LowMovesUp = Ref(lowerstderrband,-1) < lowerstderrband AND Ref(lowerstderrband,-1) < Ref(lowerstderrband,-2);
> > > 
> > > Filter = ThisIsLastBar  AND IsVolume AND  (HighMovesDown OR LowMovesUp);
> > > 
> > > AddColumn( Close, "Close" );
> > >
> >
>




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