The below should work for all bars if condition1 has already occurred at least once up till that bar. But how do i make this work for a bar when condition1 has not occurred even once. Example Let say condition1 is true for the very first time on this chart on bar number 50. Lets say I am at bar number 10 then how do i get the required value?
condition1=H>Ref(HHV(H,5), -1);
ClosePriceOfFuture = valueWhen(Condition1, C, 0);
http://www.amibroker.com/guide/afl/valuewhen.html
"and negative values for n - this enables referencing future"
Let use a better example. see the below code. The exploration (see screenshot below) is run in periodicity 10 minutes with the data attached below.
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates|chartWrapTitle);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}} ", O, H, L, C, SelectedValue( ROC( C, 1 ))) );
PlotOHLC( O, H, L, C, "Traded", colorRed, styleBar , Null, Null, 0, 1, 1);
_SECTION_END();
_TRACE( "!CLEAR!" );
_TRACE("barindex()="+barindex()); //532, 132
HigherThanPrevious5=H>Ref(HHV(H,5), -1);
BarIndexFutCondition=ValueWhen(HigherThanPrevious5, BarIndex(), 0);
_TRACE("BarIndexFutCondition="+BarIndexFutCondition+", HigherThanPrevious5="+HigherThanPrevious5+", isnull(HigherThanPrevious5)="+isnull(HigherThanPrevious5));
PlotShapes( IIF( HigherThanPrevious5, shapeSmallCircle, shapeNone ), colorYellow, 0, L - ATR(5)/3);
Filter=1;
AddColumn(BarIndex(), "BarIndex()");
AddColumn(HigherThanPrevious5, "HigherThanPrevious5");
AddColumn(BarIndexFutCondition, "BarIndexFutCondition");
Get data here https://uploadnow.io/f/Ksy1dsn
The question is why valueWhen returning blanks for the first few bars?
ValueWhen by design starts outputing values from very first "true" value in "condition" array.
Ok, But that aspect/limitation of valuewhen is not documented anywhere.
What should i use to get future value before the first occurrence? is looping forward the only way?
I created this custom function that works in all conditions except the first bar (barindex=0). I have tested it to an extent so use it at your own risk. The exploration below makes my case.
function ValueWhenCustom(condition, array, nth)
{
cumCondition=Cum(condition);
nf=IIf(nth==0, 1, -1*nth + 1);
expr=ValueWhen(cumCondition==nf && Ref(cumCondition, -1)==nf-1, array);
retval=IIf(cumCondition==0 && nth<=0, Ref(expr, BarCount), ValueWhen(condition, array, nth));
//_TRACE("cumCondition="+cumCondition);
return(retval);
}
HigherThanPrevious5=H>Ref(HHV(H,5), -1);
BarIndexFutCondition=ValueWhen(HigherThanPrevious5, BarIndex(), 0);
_TRACE("BarIndexFutCondition="+BarIndexFutCondition+", HigherThanPrevious5="+HigherThanPrevious5+", isnull(HigherThanPrevious5)="+isnull(HigherThanPrevious5));
BarIndexFutCondition1=ValueWhenCustom(HigherThanPrevious5, BarIndex(), 0);
_Trace("BarIndexFutCondition1="+BarIndexFutCondition1);
PlotShapes( IIF( HigherThanPrevious5, shapeSmallCircle, shapeNone ), colorYellow, 0, L - ATR(5)/3);
Filter=1;
AddColumn(BarIndex(), "BarIndex()");
AddColumn(HigherThanPrevious5, "HigherThanPrevious5");
AddColumn(BarIndexFutCondition, "BarIndexFutCondition");
AddColumn(BarIndexFutCondition1, "BarIndexFutCondition1");
