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Registered User
Joined: 3/4/2005
Posts: 94
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In stockfinder, I would like to be able to find the max high in the say last 100 bars. I would then like to be able to subtract the min low from that high. If i looked at the min low for the last 100 bars I could get a min low that was before the max high.
Thanks for the help.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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The following RealCode Indicator includes the Low of the Bar of the MaxHigh when calculating the range since there is no way of knowing if that Low happened before or after the High of the Bar:
'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:Range Since High
'|******************************************************************
'# Period = UserInput.Integer = 100
Static Top As Single
Static TopIndex As Integer
Static Drop As Single
If CurrentIndex > Period Then
If Price.High >= Top Then
Top = Price.High
TopIndex = CurrentIndex
Drop = Price.Low
Else If CurrentIndex - TopIndex = Period Then
Top = Price.MaxHigh(Period)
For i As Integer = 0 To Period - 1
Drop = System.Math.Min(Drop, Price.Low(i))
If Price.High(i) = Top Then
TopIndex = CurrentIndex - i
Exit For
End If
Next
Else
Drop = System.Math.Min(Drop, Price.Low)
End If
Plot = Top - Drop
Else If CurrentIndex = Period Then
Top = Price.MaxHigh(Period)
Drop = Price.Low
For i As Integer = 0 To Period - 1
Drop = System.Math.Min(Drop, Price.Low(i))
If Price.High(i) = Top Then
TopIndex = CurrentIndex - i
Exit For
End If
Next
Plot = Top - Drop
Else
Plot = Single.NaN
End If
-Bruce
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Registered User
Joined: 3/4/2005
Posts: 94
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Bruce:
That works great. Thanks for the solution.
Va_Bear
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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