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Trading Reference Links
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Maybe the answer is a box-type filter:
==========
Box filter
==========
---8<------------------------------
{ Box filter v2.0 }
{ Filters out three-highest/lowest values }
{ ©Copyright 2004 Jose Silva }
{ http://users.bigpond.com/prominex/pegasus.htm }
{ Insert price or indicator formula below}
x:=Mo(5);
pds:=Input("HHV/LLV lookback periods",
2,2520,21);
Hi1:=HHV(x,pds);
Hi2:=HHV(ValueWhen(1,x<Hi1,x),pds);
Hi3:=HHV(ValueWhen(1,x<Hi2,x),pds);
HiMin:=Min(Hi1,Min(Hi2,Hi3));
Lo1:=LLV(x,pds);
Lo2:=LLV(ValueWhen(1,x>Lo1,x),pds);
Lo3:=LLV(ValueWhen(1,x>Lo2,x),pds);
LoMin:=Max(Lo1,Max(Lo2,Lo3));
HiLim:=Max(HiMin,LoMin);
LoLim:=Min(HiMin,LoMin);
xBoxed:=If(x>HiLim,HiLim,If(x<LoLim,LoLim,x));
x;xBoxed
---8<------------------------------
jose '-)
--- In equismetastock@xxxxxxxxxxxxxxx, bellamy_29m@xxxx wrote:
> That works Jose for unique values of the high and low,
> but what about eliminating the three highest values
> if they all happen to be the same value?
>
> I tried one, but it used a whole pile of PREVs which didn't look
> pretty, so I stopped....
>
> wabbit :D
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