Click here to Login








Trading Indicator: True between the first and last signal

by QuantShare, 2750 days ago
Share |






This custom trading indicator gets a time-series or condition and starts returning "1" on the first occurrence of "true" signal. It keeps returning "1" until there are no longer "true" signals in the future (in the provided time-series or condition). In other words, it returns "true" or "1" between the first and last signal.

Example:

01/01/2011 - 0
01/02/2011 - 1
01/03/2011 - 0
01/04/2011 - 0
01/05/2011 - 1
01/07/2011 - 0
01/08/2011 - 1
01/09/2011 - 0
01/10/2011 - 0

The variable returned by this function looks like:

01/01/2011 - 0
01/02/2011 - 1
01/03/2011 - 1
01/04/2011 - 1
01/05/2011 - 1
01/07/2011 - 1
01/08/2011 - 1
01/09/2011 - 0
01/10/2011 - 0

Example of usage:

If you are working with a history of dividend payments database, you can use this function to return "true" on bars that are between the first and last dividend payments.
How to download the history of dividend payments for stocks in the US market

The function name is "BetweenFirstLast" and here is how it can be applied to the dividend database presented in the above link:

a = GetData("dividend","dividend",Zero);
b = BetweenFirstLast(a);



The black signals are the dividend payments.
The red line is the time-series returned by the "BetweenFirstLast" function.

Please note that this indicator references future bars.


Share This ->
Share |


You have to log in to bookmark this object
What is this?
Additional Information




Type: Trading Indicator

Object ID: 1139


Country:
All

Market: All

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

10 masks to create thousands of rules to use into your trading system

Trading System Analysis: Backtesting report and custom measures

How to predict and trade the stock market using pivot points

9 mistakes you should avoid when backtesting an end-of-day stock trading system

6 ways to download free intraday and tick data for the U.S. stock market

Reducing risk and increasing return by combining several trading systems

6 places to download historical intraday Forex quotes data for free

Trading Forex with the commitments of traders report

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.