Need AFL Help: Previous days High Low Close
- Thread starter john03
- Start date
- Tags afl amibroker chart high low close
Hi
I am trying to plot 3 day rolling pivot using
high of last 3 days + low of last 3 days + close of yesterday
----------------------------------------------------------
divided by 3
but i am getting different values in afl when i compare to manual calculation results
Please help
_SECTION_BEGIN("3DRP Levels");
TDH = TimeFrameGetPrice("H", inDaily, -3); // Last 3 days high
TDL = TimeFrameGetPrice("L", inDaily, -3); // Last 3 days low
TDC = TimeFrameGetPrice("C", inDaily, -1); // YESTERDAY close
if ( True )
{
TDPP = (TDH + TDL + TDC)/3;
}
// PARAMETERS
SHALD = ParamList("3DRP Levels", "all|selected only|hide" );
//day
PDP = ParamList("TDPP", "SHOW|HIDE" );
DayCOLOR = 34;
PP2 = (TDH + TDL)/2;
PPU = TDPP+(TDPP-PP2);
PPL = TDPP-(TDPP-PP2);
/*--------------------------------------*/
// PLOTS
style = IIf(ParamList("Chart style", "styleCandle|styleBar")=="styleCandle",64,128);
//Plot (C,Date ()+" close",11,style);
//day
if ((PDP=="SHOW" OR SHALD=="all") && SHALD!="hide")
Plot (TDPP,"TDPR",DayCOLOR,1);
Plot(PPU, "",colorLime,styleDashed);
Plot(PPL, "",colorLime,styleDashed);
//PlotOHLC(PPL,PPU,PPL,PPU,"",colorSkyblue,styleCloud | styleNoLabel);
_SECTION_END();
I am trying to plot 3 day rolling pivot using
high of last 3 days + low of last 3 days + close of yesterday
----------------------------------------------------------
divided by 3
but i am getting different values in afl when i compare to manual calculation results
Please help
_SECTION_BEGIN("3DRP Levels");
TDH = TimeFrameGetPrice("H", inDaily, -3); // Last 3 days high
TDL = TimeFrameGetPrice("L", inDaily, -3); // Last 3 days low
TDC = TimeFrameGetPrice("C", inDaily, -1); // YESTERDAY close
if ( True )
{
TDPP = (TDH + TDL + TDC)/3;
}
// PARAMETERS
SHALD = ParamList("3DRP Levels", "all|selected only|hide" );
//day
PDP = ParamList("TDPP", "SHOW|HIDE" );
DayCOLOR = 34;
PP2 = (TDH + TDL)/2;
PPU = TDPP+(TDPP-PP2);
PPL = TDPP-(TDPP-PP2);
/*--------------------------------------*/
// PLOTS
style = IIf(ParamList("Chart style", "styleCandle|styleBar")=="styleCandle",64,128);
//Plot (C,Date ()+" close",11,style);
//day
if ((PDP=="SHOW" OR SHALD=="all") && SHALD!="hide")
Plot (TDPP,"TDPR",DayCOLOR,1);
Plot(PPU, "",colorLime,styleDashed);
Plot(PPL, "",colorLime,styleDashed);
//PlotOHLC(PPL,PPU,PPL,PPU,"",colorSkyblue,styleCloud | styleNoLabel);
_SECTION_END();
Your algorithm could be wrong.
When you use TimeFrameGetPrice("H OR L", inDaily, -3), you are reference to the 3rd Last Bar from Current Bar.
IF You intended to find "High of last 3 days + Low of last 3 days + Close of yesterday", THEN
You need to treat 3days as 1 single bar, just like weekly bar as 5bars per day.
In such the High of last 3 days should be HHV(ref(H, -1), 3) AND
Low of last 3 days should be LLV(ref(L, -1), 3) AND
Close of yesterday should be ref(C, -1);
When you use TimeFrameGetPrice("H OR L", inDaily, -3), you are reference to the 3rd Last Bar from Current Bar.
IF You intended to find "High of last 3 days + Low of last 3 days + Close of yesterday", THEN
You need to treat 3days as 1 single bar, just like weekly bar as 5bars per day.
In such the High of last 3 days should be HHV(ref(H, -1), 3) AND
Low of last 3 days should be LLV(ref(L, -1), 3) AND
Close of yesterday should be ref(C, -1);
PHP:
TimeFrameSet(inDaily);
TDH = HHV(Ref(H, -1), 3); // Last 3 days high
TDL = LLV(Ref(L, -1), 3); // Last 3 days low
TDC = Ref(C, -1); // YESTERDAY close
TimeFrameRestore();
Last edited:
Kevin either should work in my view.
I just used the path that has the least changes to his code and the values he already got from Timeframegetprice
ref(tdh, -1)
when tdh is the highest high of last 3 bars including current bar. So ref(xx,-1) of that will give the highest high of 3 bars as of yday including yday bar
I just used the path that has the least changes to his code and the values he already got from Timeframegetprice
ref(tdh, -1)
when tdh is the highest high of last 3 bars including current bar. So ref(xx,-1) of that will give the highest high of 3 bars as of yday including yday bar
Thanks Pratap Sir & Kelvin Sir
TimeFrameSet(inDaily);
TDH = HHV(Ref(H, -1), 3); // Last 3 days high
TDL = LLV(Ref(L, -1), 3); // Last 3 days low
TDC = Ref(C, -1); // YESTERDAY close
TimeFrameRestore();
This worked
I have also tried in other way which also worked, found afl for 4 day high low on net which I adjusted to 3 day now both afl giving same result
_SECTION_BEGIN("3 day rolling pivot method");
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
DC=TimeFrameGetPrice( "C", inDaily, 0);
TDC=TimeFrameGetPrice( "C", inDaily, -1);
dh=TimeFrameGetPrice( "H", inDaily, 0);
dh1=TimeFrameGetPrice( "H", inDaily, -1);
dh2=TimeFrameGetPrice( "H", inDaily, -2);
dh3=TimeFrameGetPrice( "H", inDaily, -3);
dh4=TimeFrameGetPrice( "H", inDaily, -3);
DL=TimeFrameGetPrice( "L", inDaily, 0);
dl1=TimeFrameGetPrice( "l", inDaily, -1);
dl2=TimeFrameGetPrice( "l", inDaily, -2);
dl3=TimeFrameGetPrice( "l", inDaily, -3);
dl4=TimeFrameGetPrice( "l", inDaily, -3);
do1=TimeFrameGetPrice( "O", inDaily, -1);
doo=TimeFrameGetPrice( "O", inDaily, 0);
Maxh1=Max(dh1,dh2);
Maxh2=Max(dh3,dh4);
Maxh=Max(Maxh1,Maxh2);
//Plot(Maxh,"maxh",colorBrown,styleLine);
Minl1=Min(dl1,dl2);
Minl2=Min(dl3,dl4);
Minl=Min(Minl1,Minl2);
//Plot(Minl,"minl",colorYellow,styleLine);
TDPP = (Maxh + Minl + TDC)/3;
DayCOLOR = 34;
PP2 = (Maxh + Minl)/2;
PPU = TDPP+(TDPP-PP2);
PPL = TDPP-(TDPP-PP2);
Plot (TDPP,"TDPR",DayCOLOR,1);
Plot(PPU, "",colorLime,styleDashed);
Plot(PPL, "",colorLime,styleDashed);
Title = EncodeColor(colorBlack)+ "" + "" + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorBlue) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+" 3dh= "+WriteVal(Maxh)+" 3dL= "+WriteVal(Minl);
_SECTION_END();
Thank you Sir once gain for prompt help
TimeFrameSet(inDaily);
TDH = HHV(Ref(H, -1), 3); // Last 3 days high
TDL = LLV(Ref(L, -1), 3); // Last 3 days low
TDC = Ref(C, -1); // YESTERDAY close
TimeFrameRestore();
This worked
I have also tried in other way which also worked, found afl for 4 day high low on net which I adjusted to 3 day now both afl giving same result
_SECTION_BEGIN("3 day rolling pivot method");
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
DC=TimeFrameGetPrice( "C", inDaily, 0);
TDC=TimeFrameGetPrice( "C", inDaily, -1);
dh=TimeFrameGetPrice( "H", inDaily, 0);
dh1=TimeFrameGetPrice( "H", inDaily, -1);
dh2=TimeFrameGetPrice( "H", inDaily, -2);
dh3=TimeFrameGetPrice( "H", inDaily, -3);
dh4=TimeFrameGetPrice( "H", inDaily, -3);
DL=TimeFrameGetPrice( "L", inDaily, 0);
dl1=TimeFrameGetPrice( "l", inDaily, -1);
dl2=TimeFrameGetPrice( "l", inDaily, -2);
dl3=TimeFrameGetPrice( "l", inDaily, -3);
dl4=TimeFrameGetPrice( "l", inDaily, -3);
do1=TimeFrameGetPrice( "O", inDaily, -1);
doo=TimeFrameGetPrice( "O", inDaily, 0);
Maxh1=Max(dh1,dh2);
Maxh2=Max(dh3,dh4);
Maxh=Max(Maxh1,Maxh2);
//Plot(Maxh,"maxh",colorBrown,styleLine);
Minl1=Min(dl1,dl2);
Minl2=Min(dl3,dl4);
Minl=Min(Minl1,Minl2);
//Plot(Minl,"minl",colorYellow,styleLine);
TDPP = (Maxh + Minl + TDC)/3;
DayCOLOR = 34;
PP2 = (Maxh + Minl)/2;
PPU = TDPP+(TDPP-PP2);
PPL = TDPP-(TDPP-PP2);
Plot (TDPP,"TDPR",DayCOLOR,1);
Plot(PPU, "",colorLime,styleDashed);
Plot(PPL, "",colorLime,styleDashed);
Title = EncodeColor(colorBlack)+ "" + "" + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorBlue) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+" 3dh= "+WriteVal(Maxh)+" 3dL= "+WriteVal(Minl);
_SECTION_END();
Thank you Sir once gain for prompt help
Hi,
1.What will be the afl to locate a series of n consecutive bars where all of them has got equal lows (or highs)?
This afl will locate all such groups of bars in a single security throughout its history.
2. How to scan for those stocks that has ONLY n most recent bars whose highs(or lows) are equal?
This afl will be run everyday after the day's data is imported, and will scan throughout the whole database.
Please help a newbie
1.What will be the afl to locate a series of n consecutive bars where all of them has got equal lows (or highs)?
This afl will locate all such groups of bars in a single security throughout its history.
2. How to scan for those stocks that has ONLY n most recent bars whose highs(or lows) are equal?
This afl will be run everyday after the day's data is imported, and will scan throughout the whole database.
Please help a newbie
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