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--- In amibroker@xxxx, "dtsokakis" <TSOKAKIS@xxxx> wrote:
> Ps : To avoid all this, I shorted on June 18 second peak. The whole
> H/L spread was less than 1$ and I did not like it...
percdiff = 5; /* peak detection threshold */
fwdcheck = 5; /* forward validity check */
mindistance = 10;
validdiff = percdiff/400;
PK= Peak( H, percdiff, 1 ) == High;
x = Cum( 1 );
XPK1 = ValueWhen( PK, x, 1 );
XPK2 = ValueWhen( PK, x, 2 );
peakdiff = ValueWhen( PK, H, 1 )/ValueWhen( PK, H, 2 );
doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (XPK1 -
XPK2)>mindistance
AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 );
Buy = doubletop;
Sell = H-L < 1.00 ;
if condition 1 is "doubletop", and condition 2 is "H-L < 1.00".
for the AFL impaired, what is the AFL formula for the short.
tks Don
ps: MSFT / Sell = H-L < 1.00;, going back over 2 years. interesting.
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