[amibroker] Re: Exploration on last bar in chart

["Mike" <sfclimbers@xxxxxxxxx>]

Hi,

What exactly is your question?

Mike 

--- In amibroker@xxxxxxxxxxxxxxx, "s2trader" <sudarshansukhani@xxx> wrote:
>
> I am migrating from Easylanguage to AFL. I wrote an exploration to identify the change in direction of High or low standard error bands. My settings are: n days: 1, since I wished to get a list of tocks that have turned on the last day. 
> 
> The last date is March 4. But I am getting stocks that made the turn one day earlier on march 3. Which means the pivot low was made on March 3 - March 3 is higher than March 2, March 2 is lower than previous day, thus March 2 pivot is confirmed on March 3. The database is end of day. The code is given below. Help will be appreciated.
> 
> Periods = Param("Standard Error", 8, 3, 100, 1); 
> 
> 
> function SteBand( array, periods, upper ) 
> { 
>   Lr = LinearReg( array, periods ); 
>   se = StdErr( array, periods ); 
>   return LR + IIf( upper, 1, -1 ) * 2 * se; 
> } 
> 
> upperstderrband = MA(SteBand( C, Periods, True ),3); 
> lowerstderrband = MA(SteBand( C, Periods, False ),3); 
> midstderrband = (upperstderrband + lowerstderrband )/2; 
> 
> ThisIsLastBar = BarIndex() == LastValue( BarIndex() ); 
> 
> IsVolume = Volume * Close > 10000000;
> 
> HighMovesDown = Ref(upperstderrband,-1) > upperstderrband AND Ref(upperstderrband,-1) > Ref(upperstderrband,-2);
> LowMovesUp = Ref(lowerstderrband,-1) < lowerstderrband AND Ref(lowerstderrband,-1) < Ref(lowerstderrband,-2);
> 
> Filter = ThisIsLastBar  AND IsVolume AND  (HighMovesDown OR LowMovesUp);
> 
> AddColumn( Close, "Close" );
>




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