"We represent bars by integers... we have five primitive indicators: high, low, open, close, and volume"
It looks like they are using a single implicit bar chart as the input for the program; a "bar' is just an integer reference into that chart; the only thing you can do with a Bar is pass it to an indicator, and the interesting bits are hardwired into the primitive indicators (which they don't supply source for in the paper). -- ryan 2008/10/20 Daryoush Mehrtash <[EMAIL PROTECTED]>: > > I am trying to make sense of the relative indexing example used in this > "Charting Patterns on Price history" paper: > > http://serv1.ist.psu.edu:8080/viewdoc/download;jsessionid=CC3DEF7277760C535FE3AB7C51A2BE90?doi=10.1.1.21.6892&rep=rep1&type=pdf > > > In Section 3 it defines: > > type Indicator a = Bar → (Maybe a ) > > Indicator takes a bar b and returns an indicator value for > that bar. .....bar is associated with five basic fields: > high, low, open, close price, and transaction volume > > ...... > > It is very common while defining indicators to use past > values of an indicator. To support this, we have a combina- > tor (♯) which enables relative indexing into past data. Given > a bar (time), while an indicator, say high , evaluates to the > high price at the bar, high ♯ n yields the high price of n th > previous bar. (♯) is defined as follows: > > (♯) :: Indicator a → Integer → Indicator a > ind ♯ n = λ b . ind (b − n ) > > > I can't figure out how (b-n) translates to n'th previous bar. Any ideas? > > > daryoush > > _______________________________________________ > Haskell-Cafe mailing list > Haskell-Cafe@haskell.org > http://www.haskell.org/mailman/listinfo/haskell-cafe > > _______________________________________________ Haskell-Cafe mailing list Haskell-Cafe@haskell.org http://www.haskell.org/mailman/listinfo/haskell-cafe