Price persistency formula in the AFL library has exactly what you are looking 
for.


  ----- Original Message ----- 
  From: Soham 
  To: amibroker@yahoogroups.com 
  Sent: Friday, January 30, 2009 1:50 PM
  Subject: [amibroker] Trading Research and its Statistics


  Hi guys,

  Although I am familiar with AFL but strangely finding myself not able
  to get my work done.

  I am having a requirement to:

  1. Count the number of days,Close is above [or below] the bollinger band
  2. And count the number of days for which it has trended in the same
  direction.

  I would additionally love to see, a standard histogram of trending days.

  Can you help me out?

  Soham



   


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