[amibroker] Percentile for Up Bar array not returning correct value.

[ChrisB <kris45mar@xxxxxxxxxxxx>]

Hi Group

When I do an exploration for the High Range of Up Bars, I cannot get the 
Percentile function in AB to return the same value as in Excel. How can 
I achieve this?


Here is what I am doing.
// this is exploration for EOD forex data.

Factor = Iif(StrRight(Name(),3)=="JPY",100,10000);// converts price to Pips

upBar = C > O; // bars closing up from the open
HR = factor * (H - O);// fills array with the high range of all bars.

UBHR = Iif(upBar,HR,0);// fills array with High Range for Up Days, and 
zero for all other days.
UpTh = UP threshold = Param("Up Threshold",10,10,200,1);
n = Param("N bars back", 100, 1, Barcount -1, 1);

Addcolumn( Percentile ( HR, 20, 80), "80th centile of HR", 3.2, 16, 47,60);
	// this matches my Excel value

Addcolumn( Percentile ( UBHR, 20, 80), "80th centile of UBHR", 3.2, 16, 
47, 60);
	// this does not match my Excel value

How can I get the Percentile array to look only at the Up bars' High ranges?

I need to know what the High Range value is which contains 80% of High 
Ranges on Up Bars only.

Any ideas?

ChrisB



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