jfue611-wlzz973kg-wqu558v
20 posts
msg #83330
- Ignore jfue611-wlzz973kg-wqu558v |
11/21/2009 8:02:14 PM
Hello,
Has anyone been able to write a count function that counts if 2 criteria are filled?
I have searched and cannot find any references as to how to do this.
I know that it was a limitation but I would like to know if anyone can get around it.
Any suggestions or examples would be much appreciated.
Thanks
Mike
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chetron
2,817 posts
msg #83331
- Ignore chetron
modified |
11/21/2009 8:22:49 PM
no and function here.
do 2 and then multiply, countless examples in forum
hth
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Kevin_in_GA
4,599 posts
msg #83332
- Ignore Kevin_in_GA |
11/21/2009 10:06:26 PM
There are a lot of different ways to do this. Lots of examples here, you just need to dig a bit.
This is how I do it:
You are looking for two conditions to be met in order to signal a trade. Let's say it is the price closing above a certain limit, AND an indicator also reaching or crossing a threshold (either the same day or in the recent past). Here is where you use the count function in setting a new variable (so you also use the set function as well to achieve this).
set{criterion1, count(RSI(2) crossed 20 from below,1)}
this line says "if the RSI(2) crossed above my threshold of 20, then this variable will have a value of 1. Otherwise it has a value of zero."
set{criterion2, count(close is above close 1 day ago,1)}
this line says "if my second criterion also occurs today, it is assigned a value of 1 as well. Otherwise, it is assigned a value of 0."
set{aggregate, criterion1 + criterion2}
set{trigger, count(aggregate >1.9,1)}
this last line says "if both of these criteria are met today, then the variable called aggregate will have a value of 2. Otherwise it will have a value of 1 or 0.
Only if it has a value of 2 will the variable called trigger have a value of 1. Otherwise it will have a value of 0."
THAT'S HOW YOU INCORPORATE AN "AND" FUNCTION INTO SF CODE.
I'll leave it up to you to figure out OR and NOR - its pretty obvious.
Chet likes to use multiplication instead of addition, but it's clear that the key is to use user-defined variables and the count function.
Kevin
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chetron
2,817 posts
msg #83333
- Ignore chetron |
11/21/2009 10:30:09 PM
FYI, KEV, USING MULTIPLICATION IS CONSIDERED AN AND FUNCTION, ADDITION ON THE OTHER HAND IS CONSIDERED AN OR FUNCTION.
HTH
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Kevin_in_GA
4,599 posts
msg #83337
- Ignore Kevin_in_GA |
11/22/2009 10:56:25 AM
I see that if one uses multiplication and one of the conditions is 0, the result is zero. Very clean. But requiring the sum to exceed a threshold does acomplish the same goal.
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mktmole
325 posts
msg #83367
- Ignore mktmole |
11/23/2009 10:00:34 AM
Mike.. you might find this golden-oldie from 2003 helpful,
http://forums.stockfetcher.com/sfforums/?q=view&tid=28017&start=0&isiframe=
mm
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sync
15 posts
msg #83370
- Ignore sync |
11/23/2009 11:23:25 AM
I created a filter that has multiple conditions for both long and short. By adding I was unable to come up with a way to determine if I had either a long or a short signal. But now I can see how to make it work by multiplying to get the long and short signals.
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jfue611-wlzz973kg-wqu558v
20 posts
msg #83462
- Ignore jfue611-wlzz973kg-wqu558v |
11/25/2009 10:40:40 AM
Thank you very much. Very helpful and answers the question.
Mike
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chetron
2,817 posts
msg #83463
- Ignore chetron |
11/25/2009 10:44:48 AM
YOU ARE VERY WELCOME, sync
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