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[amibroker] Re: How to find out when a new 52 week Low was set in the past 90 days?



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--- In amibroker@xxxxxxxxxxxxxxx, "Padhu" <ccie8340@xxx> wrote:
>
> Folks:
> 
> How to find out when a new 52 week Low was set in the past 90 
days?. I'd like to find the date or the barssince this occured.
> 
> 
> 
> FiftyTwoWeek_Low=L <=LLV(low,252);
> 
> FiftyTwoWeek_Low_New=FiftyTwoWeek_Low and Ref(FiftyTwoWeek_Low,-1)
==0;
> 
> 
> 
> But once a new 52 week low is cut below, new 52 week low emerges 
and if trend continues, we will have new 52 week lows everyday.
> 
> What I am looking for is the VERY FIRST occurance of 
the "FiftyTwoWeek_Low_New" in the past 90 days.
> 
> 
> 
> Any thoughts on this?.
> 
> 
> 
> Thanks,Padhu
>

Heres another approach (I am working on the high side but it is just 
the same if reversed for the Lo).

//P_HigherHiPeriods

NewHi = H > HHV(Ref(H, -1), 250) AND BarIndex() > 250; 

Tally = Cum(NewHi);

Plot(Tally,"Tally",1,1);

NH = IIf(Tally > Ref(Tally,-1), BarsSince(Ref(Tally,-2)<Ref(Tally,-
1)),0);

Plot(NH,"BarsSince",5,1|styleOwnScale);

As it is it will give you the start of a series of new highs (it 
ignores the rest in the series) and how many bars since the end of 
the last series (refer to Plot(NH).

I am pretty certain that a relatively simple variation will give you 
the first occurrence of a new high(periods) in the last x number of 
days.

brian_z




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