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Hi John,
Thank you for helping on the boll band AFL. I like
your scan with the % variable method and the changes in color on your
graphs.
What a Awesome Group we have here! Ilearned
a lot today.
Cheers,
Brian
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=nirvanaiam@xxxx
href="">nirvana1x
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, June 24, 2002 4:53 PM
Subject: [amibroker] Re: AFL- Needs help(
bband range with variable percentage).
hi brian. this seems to look more
promising.I have modified this formula so that you can choose a valuefor
the percentage differense you would like the bbands to
narrow. I have thought of a few ways to do this and usingthe
LLV of 10 days probably will not get the results you want.
As it may narrow more after the signal is true and the question you
asked was for the bband contraction to be at its llv 10.
so what i did was to use the HHV 10 diff of the high bband and the low
bband and take a percentage of this to use as the value that the
range of the bband contraction should be below. the reason
i did this was that if i used a fixed value certain stocks could trigger
while the diff of the bband range was not to far from the previous range
as some stocks did not have a huge variation in their high to low range of
the bband and vice versa. so i needed to use something
in the actual individual stock to use due to each stock having its
own character. adjust the diff value as you want
. you can use it in the indi builder or run it in the
explorer. when running an exploration and the
befafter variable is set to 1, it will find the stocks with the true
condition but a day after the true value is not true anymore, changing
the value of the befafter variable to zero will find the true cond a day
after its true.
diffvalue=0.3;befAfter=1;//0=1Day After True, 1=1 Day After NOT True.
bbtop = BBandTop(Close, 35, 2);bbbot = BBandBot(Close, 35,
2);Aa=bbtop-bbbot;gg=IIf(aa>Ref(HHV(Aa,10),-1),1,0);gg2=ValueWhen(gg==1,Aa,1);Cc2=gg2*diffvalue;bb3=IIf(Aa<Cc2,1,0);dd=IIf(BarsSince(bb3==befAfter)==1,1,0);Plot(bbbot,"",4+bb3,4);Plot(bbtop,"",4+bb3,4);Plot(C,"",1,64);Filter
= Close > 0 AND Close < 25 AND Volume > 5000 AND
dd==1;AddColumn(C,"close");AddColumn(Aa,"bbanddiff");AddColumn(dd,"dd");AddColumn(V,"volume");AddColumn(RSI(),"rsi");AddColumn(ADX(),"adx");I
gave it a run on the ASX and only came up with 8 stocks.
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";Your
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