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Ron
I checked your code and mine on a few charts and there is no difference.
Then I checked then on my ASX database using more than 100 bars, and still
no difference. Once I ran the code separately on "minimum" bars the
difference showed up. I think it is easily explained by the fact that my
code will force the exploration to scan 101 bars (Sum(x,100) + Ref(x,-1)),
whereas the BarsSince code does not force any minimum number of bars.
Sum() uses a specified number of periods but BarsSince() does not - and the
Explorer falls victim to this difference when set to minimum periods.
Roy
> I have a question about using the BARSSINCE function vs. using the SUM
> function in this case.
> The BARSSINCE function has an issue about the number of bars loaded in
> the chart.
> However, I thought the following code should match Roy's:
>
> BarsSince(L<Ref(HHV(H,10),-1)*0.9)<100
>
> It doesn't. It finds all of Roy's plus several false positives when run
> against the same ticker list.
> using <=100 finds even more false positives.
>
> If it isn't too much trouble, could somebody explain what is happening
> in the two pieces of code that create the difference?
> Roy's code is more accurate than the Barssince code.
>
> TIA
> Ron
>
> Roy Larsen wrote:
>
> > Barry
> >
> > This should do it. Test it as an indicator first.
> >
> > Sum(L<Ref(HHV(H,10),-1)*0.9,100)>0;
> >
> > Roy
> >
> >
> > > I use EOD data, and I use Explorer to locate stocks that are trending
> > > up. I currently have to then eliminate stocks that are too prone to
> > > sudden large falls by eye-balling the charts. It seems to me that I
> > > should be able to automate this.
> > >
> > > Specifically, I would like to filter out any share that recorded a
daily
> > > low that was more than 10% lower than the highest high in the
preceding
> > > 10 days, and this event occurred at any time during the most recent
100
> > > days.
> > >
> > > I would value either a filter formula, or ideas on how to create one.
> > > Thanks in advance.
> > >
> > > Barry
> > >
> >
> >
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