Hi Anthony, I went through that formula. And indeed its a pretty good work. But I have some questions.
1. If there is an N day up(or down)trend, ending with N+1st day, then that streak will also change the 1 day Up count, 2 day up count,3 day up count.. all the way to N; 2. Also,why is the need for Percent'X'DayUp or Percent'X'DayDown needed to be compared with Pct'X-1'DayUp. Does it give something to draw conclusions on? Soham --- In amibroker@yahoogroups.com, "Anthony Faragasso" <ajf1...@...> wrote: > > 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 > > > > > > > ------------------------------------------------------------------------------ > > > > No virus found in this incoming message. > Checked by AVG - http://www.avg.com > Version: 8.0.176 / Virus Database: 270.10.16/1925 - Release Date: 1/30/2009 7:37 AM >