Persistent variable (toggle) in Quantscript

Persistent variable (toggle) in Quantscript

Kiran
2016-04-02 18:07:39

I have a the following 2 variables defined
- once higherHigh is set to 1 by the first condition, i would like it to persist (i.e. stay at 1 even if the condition below is false) until lowerLow is true
How do i set persistent variables? The script below gives an error ..

higherHigh = (hhv(high,per)>hhv(ref(high,per),per) && llv(low,per)>llv(ref(low,per),per)) || (higherHigh==true);
lowerLow = hhv(high,per)<hhv(ref(high,per),per) && llv(low,per)<llv(ref(low,per),per) || (lowerLow==true);

QuantShare
2016-04-04 06:30:53

Here is how:

per = 10;
higherHigh = (hhv(high,per)>hhv(ref(high,per),per) && llv(low,per)>llv(ref(low,per),per));
lowerLow = hhv(high,per)<hhv(ref(high,per),per) && llv(low,per)<llv(ref(low,per),per);
higherHigh = LSwitch(higherHigh, lowerLow);

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