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Re: AFL- Needs help



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hi brian.

place this in the indi builder.
the blue lines are the bbband top and bottom,
the blue changing to red is when the difference between the top and 
bottom bands contract when the difference is at the llv of 10 days.

the red changing to light blue is when the value of todays 
difference + yesterdays difference is less than then 
yesterdays difference + the difference 2 days ago. (when its at the 
llv 10.

place this in the indi builder to see if the light blue lines is 
the area you are looking for. 


bbtop = BBandTop(Close, 35, 2);
bbbot = BBandBot(Close, 35, 2);

Aa=bbtop-bbbot;
bb=IIf(aa<Ref(LLV(Aa,10),-1),1,0);
Cc=ValueWhen(bb==1,C,1);

bb2=IIf(aa<Ref(LLV(Aa,10),-1),4,6);
dd=IIf(BarsSince(bb2==6)==1,1,0);
ee=IIf(bb+Ref(bb,-1)<Ref(bb,-1)+Ref(bb,-2),4,0);
Plot(bbbot,"",bb2+dd+ee,4);
Plot(bbtop,"",bb2+dd+ee,4);
Plot(C,"",1,64);


cheers: john.








--- In amibroker@xxxx, "Brian Elijah" <cadvantag@xxxx> wrote:
> Hi John,
> 
> I ran your scan- Thanks for the help. I got 196 stocks from the 
exploration- but when I look at the charts the patterns on the bands 
are inconsistent- some have contraction in the bands and some are 
just after the bands made a large separation.
> Here are examples from the scan/exploration:- Using Yesterday's data
> AJC- is separating apart 
> ALLP- is contracting together
> 
> I was hoping to find stocks which the bands are contracting 
together and hopefully at there tightest in the last 10 days- most 
volatility
> 
> Brian
> ----- Original Message ----- 
> From: nirvana1x 
> To: amibroker@xxxx 
> Sent: Monday, June 24, 2002 2:08 PM
> Subject: [amibroker] Re: AFL- Needs help
> 
> 
> hi brian is this what you want.
> 
> 
> bbtop = BBandTop(Close, 35, 2);
> 
> bbbot = BBandBot(Close, 35, 2);
> 
> Aa=bbtop-bbbot;
> bb=IIf(aa<Ref(LLV(Aa,10),-1),1,0);
> Cc=ValueWhen(bb==1,C,1);
> dd=BarsSince(bb==0)==1;
> Plot(bbbot,"",2,4);
> Plot(C,"",1,64);
> Plot(bbtop,"",2,4);
> Plot(Cc,"",6,4);
> Plot(dd,"",1,4);
> Filter = Close > 0 AND Close < 25 AND Volume > 5000 AND dd==1;
> 
> 
> AddColumn(C,"close");
> AddColumn(Aa,"bbanddiff");
> AddColumn(bb,"llvbbanddiff");
> AddColumn(Cc,"cc");
> AddColumn(dd,"dd");
> AddColumn(V,"volume");
> AddColumn(RSI(),"rsi");
> AddColumn(ADX(),"adx");
> 
> cheers: john.
> 
> 
> --- In amibroker@xxxx, "Brian Elijah" <cadvantag@xxxx> wrote:
> > I was looking to find volatility or extreme 
tightness/contraction 
> with the bands. This exploration returned no stocks
> > 
> > Basically I wanted yesterday to be the point of lowest distance 
> between the bands over the past 10 days- How can I adjust this 
AFL.
> > 
> > Thanks in Advance,
> > 
> > Brian
> > 
> > 
> > 
> > bbtop = BBandTop(Close, 35, 2);
> > 
> > bbbot = BBandBot(Close, 35, 2);
> > 
> > Yesterdaybbtop = Ref( MA( bbtop, 50 ), -1 );
> > 
> > Yesterdaybbbot = Ref( MA( bbbot, 50 ), -1 );
> > 
> > Yesterdaybbtopp = Ref( MA( bbtop, 50 ), -10 );
> > 
> > Yesterdaybbbott = Ref( MA( bbbot, 50 ), -10 );
> > 
> > 
> > bandlow = LLV( MA( bbtop, 50 ), -1 );
> > 
> > bandhigh = HHV(MA( bbbot, 50 ), -1 );
> > 
> > bandlowa = LLV( MA( bbtop, 50 ), -10 );
> > 
> > bandhighb = HHV(MA( bbbot, 50 ), -10 );
> > 
> > Filter = Close > 0 AND Close < 25 AND Volume > 5000 AND 
> (Yesterdaybbtop + Yesterdaybbbot < Yesterdaybbtopp + 
Yesterdaybbbott) 
> AND (bandlow + bandhigh) < (bandlowa + bandhighb);
> > 
> > 
> > NumColumns = 4;
> > 
> > Column0 = Close;
> > 
> > Column0Name = "Close";
> > 
> > 
> > Column1 = Volume;
> > 
> > Column1Name = "Volume";
> > 
> > Column2 = RSI();
> > 
> > Column2Name = "RSI";
> > 
> > Column3 = ADX();
> > 
> > Column3Name = "ADX";
> 
> 
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