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Registered User
Joined: 1/19/2008
Posts: 23
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This should be a simple thing to do, but I'm not getting the hang of it. I want to write a PCF for the prior day's high being the highest high of the past 60 days. Wouldn't that be:
H1 > MAXH60?
and to determine if any one of the past 5 trading day highs is the highest high of the past 60 days, would that be:
MAXH5 > MAXH60?
or is it
H > MAXH60 OR H1 > MAXH60 OR H2 > MAXH60 OR H3 > MAXH60 OR H4 > MAXH60 OR H5 > MAXH60
Thanks in advance.
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Registered User
Joined: 12/30/2004
Posts: 369
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cqrey2
I think to determine if any one of the past 5 trading day highs is the highest high of the past 60 days, would be:
MAXH5>MAXC60
-amberpax
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Registered User
Joined: 1/19/2008
Posts: 23
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amberpax,
I think what you wrote would be to find the high within the past 5 days which is greater than the close of the past 60. I'm looking for the high of the past 5 days which is greater than the high of the past 60.
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Registered User
Joined: 12/30/2004
Posts: 369
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cqrey2,
After thinking about it, I thought that I made a mistake, so I came back to look at the post, and yes, you are correct.
-amberpax
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Registered User
Joined: 1/1/2005
Posts: 2,645
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A number cannot be strictly greater than the maximum of a set of numbers of which it is a member, e.g., the PCFs:
H1 > MAXH60
and:
MAXH5 > MAXH60
and:
H > MAXH60 OR H1 > MAXH60 OR H2 > MAXH60 OR H3 > MAXH60 OR H4 > MAXH60 OR H5 > MAXH60
cannot return True.
Thanks,
Jim Murphy
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Registered User
Joined: 1/19/2008
Posts: 23
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Thanks, Jim Murphy. That makes sense. I guess I'll try
H1 = MAXH60
and see how that works.
cgrey2
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Registered User
Joined: 1/28/2005
Posts: 6,049
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cgrey2
I would use:
H1>MAXH60.2
(MAXH60.2) is the highest high over 60 bars 2 bars ago.
You didn't state the condition of today's high? If you want
H1 to be the highest you need to specify that today's high
is lower. Which would make the PCF:
H1>MAXH60.2ANDH<H1
Thanks
diceman
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Registered User
Joined: 1/1/2005
Posts: 2,645
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QUOTE (cgrey2) I want to write a PCF for the prior day's high being the highest high of the past 60 days. Wouldn't that be:
H1 > MAXH60
cgrey2,
A PCF for the prior day's high being the highest high of the most recent 60 days is:
H1 = MAXH60
A PCF for the prior day's high being the unique highest high of the most recent 60 days is:
H1 > H0 AND H1 > MAXH58.2
Thanks,
Jim Murphy
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Registered User
Joined: 1/19/2008
Posts: 23
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Jim Murphy and diceman, thanks for your helpful replies.
cgrey2
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