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[amibroker] Re: AFL: Fastest way of determining when a price was hit



PureBytes Links

Trading Reference Links

check the function Cross(array1,array2)

--- In amibroker@xxxxxxxxxxxxxxx, "strifej1818" <strifej1818@xxx> 
wrote:
>
> Hi,
> 
> I am somewhat new to AFL, so please bear with me.
> 
> I'm trying to find the fastest way to determine when a price was hit
> intraday, either it be some mid value or a peak/lowest low.
> 
> For the highest high and lowest low, I could do a HHVBars/LLVBars to
> find the number of bars since that point, then use a Ref() on OCHLV 
to
> work with the data of that bar.
> 
> For non peak/bottom prices, I'm not sure of any way of finding the
> time/bar when it occurred except by doing a for loop scan of the
> entire array.  Performance is an issue, otherwise I'd just do that. 
> Is there an elegant way of saying NumBarsSince(condition) ? 
> ValueWhen() returns the value of an array when a condition is met, 
but
> I'd have to do multiple calls to that to get data from that bar.  
I'd
> rather get the bar index and use that to access the data, as I 
believe
> it'd be much faster than re-calculating ValueWhen().  
> 
> Just thought of something.. what if that function did a linear 
search
> of the arrays.... :(  That's just as slow.
> 
> I've gone through the user's guide and the amibroker message
> board/this yahoo board and haven't seen very many questions along 
this
> line, and no real answers.
> 
> Anyone have any suggestions?
> 
> Thanks
>




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