RE: [amibroker] 20 Day High, AmiBroker Email List Archive

The following formula seems to do what you want.

X = HHV( Close , 20 );

Sell = 0;Short = 0;Cover = 0;Buy=0;

Filter= C >= X;

AddColumn(C,"Close",1.2);

AddColumn(X,"HHV 20",8.2);

Donald F Lindberg

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of burlap58
Sent: Tuesday, September 18, 2007 2:50 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] 20 Day High

In using the following AFL:

X = 20; // number of days

NewHigh = HHV( Close, X ); //

Filter = NewHigh;

AddColumn( Close, "Close" ); I'm trying to find symbols in a watch
list whose most recent close is a 20 day high.
I get an exploration, but many of them are not 20 day highs. I'm using
a 20 period Donchian Channel as a comparison. I was expecting all the
listed symbol's most recent close to close greater than yesterday's
channel. I realize the achannel won't be broken. Any suggestions?
Thanks, Lloyd

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