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Is this exploration possible?
Today’s High minus Low is greater than the (High minus Low of
previous 250 periods).
AND
Yesterday’s High minus Low is greater than the (High minus Low
of previous 250 periods).
csbro
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Re-statement: Is this exploration possible? Today’s High minus today's Low is a greater difference than the difference of the High minus Low of any of the other individual previous 250 periods). csbro
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Hi csbro
H – L > Ref(H – L ,- 250) doesn't do what you want but I'm sure the following line will.
H-L > Ref(HHV(H-L,250), -1);
Roy
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Hi Roy, Thanks for the response. Unfortunately each variance of the various formulas returned the same error. I'm assuming the H-L is the problem. H-L >
Ref(HHV(H-L,250), -1); Error in col F:invalid time period (zero or negative)
passed to HHV() function.
H-L > HHV
(Ref (H-L,250), -1) Error in col F:invalid time period (zero or negative)
passed to HHV() function.
H-L > HHV
(Ref (H-L,-250), 1) Error in col F: invalid time period (zero or negative)
passed to HHV() function.
H-L > HHV
(Ref ((H-L),-250), 1) Error in col F: invalid time period (zero or negative)
passed to HHV() function I switched the 1st, with the 2nd, 3rd,
& 4th based on the Formula Primer HHV() set up. I tried more variances
but finally, after receiving the same error on all, wore out. csbro
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How many bars do you load in your exploration?
As for your exploration , what difference does the range of today makes vs the range of a bar 1 year ago?
were there any stock splits during that time frame?
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Hi csbro
The problem is not with the code but I'm guessing that you have the Explorer set to load less than 250+ records. Try setting it to 260 records. Even a Minimum Records setting should work fine, but nothing less than 250 will for this particular line of code.
When an exploration column fails for some reason it's a good idea to create a test indicator with the code. An indicator is usually much easier to troubleshoot than an exploration because of the ability to plot multiple signals across a multiple bars.
Roy
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Trying to create Bulkowski's "Pipes". I've loaded 4000 bars v.s. 250 - Currently using his High Tight Flag (@ Breakout) with good success.
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This is a weekly exploration. I'm trying to compare the true range of the last two weeks with the previous year on an week by week basis. If these last two weeks true range are greater than each of the previous 50 week periods (not 250 as stated) and they are on a correction trend, then there is a good chance that they will reverse. (88% per Bulkowsk's study)
Col A: Week1 ATR(1)>ATR(7)*1.5
Col B: Week2 Ref(ATR(1),-1)>ATR(8)*1.5
Col C: RevPoint If(L<LLV(Ref(L,-2),5), 1, 0)
Col D: Ref(L,-1)<=L+.25
Col E: Volume V> Mov(V, 25, E)
Col F: H-L > Ref(HHV(H-L,250), -1);
Filter enabled Yes
Periodicity Weekly
Records required 4000
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