Re: [amibroker] Nearest price in an array

["Bob Johnson" <bjohnson314@xxxxxxxxx>]

Try this:

 

dA=abs(Open - ArrayA);

dB=abs(Open - ArrayB);

dC=abs(Open - ArrayC);

 

Mindiff=Min(Min(dA,dB),dC);

 

NearestValue=iif(Mindiff == dA, ArrayA,  iif(Mindiff == dB,  ArrayB,  ArrayC));

 

When the differences are equal NearestValue will get set to the first Array that matches in the iif statement.

 

More complex logic would be required if you have preference for, for instance, the lower Array price when differences are equal

unless your BuyPrices are consistently ordered.  Then all you have to do is order the tests in the iif statement according to the

Array you want to give preference to.

 

Regards,

 

Bob

 

----- Original Message -----

From: dralexchambers

To: amibroker@xxxxxxxxxxxxxxx

Sent: Wednesday, April 04, 2007 11:33 AM

Subject: [amibroker] Nearest price in an array

I have a variety of prices in arrays:

ArrayA = BuyPricesA
ArrayB = BuyPricesB
ArrayC = BuyPricesC

How do I find which of these is closest to each bar's open price, eg:

ArrayA[20] = 20.04
ArrayB[20] = 19.55
ArrayC[20] = 24.00

Open[20] = 18.76

Therefore, NearestValue[20] = Arrayb[20] = 19.55

Many thanks,
Alex

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