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I'm not sure of the answer to your question, but note that there are
different ways of calculating percentile. See:
http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm
That document specifically mentions how Excel does it.
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, ChrisB <kris45mar@xxx> wrote:
>
> 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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