BarsSince with support for Nth Prior or Future Occurrence

This is a small but IMHO helpful modification to the built in BarsSince indicator. The enhancement is the addition of a parameter, N, which allows you to choose which prior occurrence of a nonzero value in the Series that you are interested in. You may also provide a negative value for N, in which case the number of bars until the future event occurs will be returned.


Some examples:


Determine the average volume of the last four bars where the rsi(2) crossed above 90:

bs1 = kpBarsSince(cross(rsi(2), 90), 1);
bs2 = kpBarsSince(cross(rsi(2), 90), 2);
bs3 = kpBarsSince(cross(rsi(2), 90), 3);
bs4 = kpBarsSince(cross(rsi(2), 90), 4);
result = (volume[bs1] + volume[bs2] + volume[bs3] + volume[bs4]) / 4;


Determine the value of the "tpd" custom database data four occurrences ago:

tpd = GetData("my_custom_db", "tpd", Zero);
barsAgo = kpBarsSince(tpd, 4);
result = ref(tpd, barsAgo);

*Note: don't use this form if the "tpd" data could take on a zero value.


Determine the number of days until one day returns are greater than 10%:

b = kpBarsSince(perf(close, 1) > 10, -1);



Please let me know if you discover any bugs in the indicator.

-- KP

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